SIX Structured Products

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Symbol	Name	Underlying	Date of maturity	Ratio	Type	Strike price	Knock-Out Barrier	Dist. Knock-Out %	Gearing	Trading Currency	Bid	Ask
OALAJV	Knock-Out Call Warrant*	Alcon	-	10.00	Call	46.11	46.11	43.44%	2.25	CHF	-	-
OALAHV	Knock-Out Call Warrant*	Alcon	-	10.00	Call	43.61	43.61	46.50%	2.11	CHF	-	-
OALAAV	Knock-Out Call Warrant*	Alcon	-	10.00	Call	53.40	53.40	34.49%	2.82	CHF	-	-
PIIABP	Knock-Out Warrant Long	Alcon	-	10.00	Call	60.577	60.58	25.69%	3.76	CHF	-	-
QAEABP	Knock-Out Warrant Long	Alcon	-	10.00	Call	54.379	54.38	33.29%	2.92	CHF	-	-
OALABV	Knock-Out Call Warrant*	Alcon	-	20.00	Call	61.38	61.38	24.71%	3.92	CHF	-	-
DALC2U	Knock-Out Call Warrant*	Alcon	-	10.00	Call	59.344815	59.34	27.20%	3.61	CHF	-	-
EALC7U	Knock-Out Call Warrant*	Alcon	-	10.00	Call	61.682466	61.68	24.33%	4.02	CHF	-	-
OALAVV	Knock-Out Call Warrant*	Alcon	-	20.00	Call	58.70	58.70	27.99%	3.48	CHF	-	-
OALA2V	Knock-Out Call Warrant*	Alcon	-	20.00	Call	56.34	56.34	30.89%	3.16	CHF	-	-
GALCTU	Knock-Out Call Warrant*	Alcon	-	10.00	Call	57.301177	57.30	29.71%	3.29	CHF	-	-
GALCYU	Knock-Out Call Warrant*	Alcon	-	10.00	Call	53.453097	53.45	34.43%	2.86	CHF	-	-
GALC5U	Knock-Out Call Warrant*	Alcon	-	10.00	Call	51.739944	51.74	36.53%	2.70	CHF	-	-
OALA4V	Knock-Out Call Warrant*	Alcon	-	10.00	Call	49.40	49.40	39.40%	2.48	CHF	-	-
HALC2U	Knock-Out Call Warrant*	Alcon	-	10.00	Call	54.950536	54.95	32.59%	3.02	CHF	-	-
IALCDU	Knock-Out Call Warrant*	Alcon	-	10.00	Call	60.387561	60.39	25.92%	3.79	CHF	-	-
JALCHU	Knock-Out Call Warrant*	Alcon	-	10.00	Call	63.203989	63.20	22.47%	4.36	CHF	-	-
KALCSU	Knock-Out Call Warrant*	Alcon	-	10.00	Call	63.878157	63.88	21.64%	4.50	CHF	-	-
KALCYU	Knock-Out Call Warrant*	Alcon	-	10.00	Call	64.958939	64.96	20.32%	4.80	CHF	-	-
OALAZV	Knock-Out Call Warrant*	Alcon	-	20.00	Call	64.01	64.01	21.48%	4.48	CHF	-	-

Symbol	OALAJV	OALAHV	OALAAV	PIIABP	QAEABP	OALABV	DALC2U	EALC7U	OALAVV	OALA2V	GALCTU	GALCYU	GALC5U	OALA4V	HALC2U	IALCDU	JALCHU	KALCSU	KALCYU	OALAZV
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Warrant Long	Knock-Out Warrant Long	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*
Underlying	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon	Alcon
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	10.00	10.00	10.00	10.00	10.00	20.00	10.00	10.00	20.00	20.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	20.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	46.11	43.61	53.40	60.577	54.379	61.38	59.344815	61.682466	58.70	56.34	57.301177	53.453097	51.739944	49.40	54.950536	60.387561	63.203989	63.878157	64.958939	64.01
Knock-Out Barrier	46.11	43.61	53.40	60.58	54.38	61.38	59.34	61.68	58.70	56.34	57.30	53.45	51.74	49.40	54.95	60.39	63.20	63.88	64.96	64.01
Dist. Knock-Out %	43.44%	46.50%	34.49%	25.69%	33.29%	24.71%	27.20%	24.33%	27.99%	30.89%	29.71%	34.43%	36.53%	39.40%	32.59%	25.92%	22.47%	21.64%	20.32%	21.48%
Gearing	2.25	2.11	2.82	3.76	2.92	3.92	3.61	4.02	3.48	3.16	3.29	2.86	2.70	2.48	3.02	3.79	4.36	4.50	4.80	4.48
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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