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
SOCSF	Knock-Out Call Warrant*	Cisco Systems Inc.	-	10.00	Call	20.20	20.20	63.66%	1.57	CHF	3.240	3.250
SOCCD	Knock-Out Call Warrant*	Cisco Systems Inc.	-	10.00	Call	25.67	25.67	53.82%	1.86	CHF	2.790	2.800
OCSANV	Knock-Out Call Warrant*	Cisco Systems Inc.	-	10.00	Call	30.70	30.70	44.77%	2.23	CHF	2.370	2.380
OCSA0V	Knock-Out Call Warrant*	Cisco Systems Inc.	-	10.00	Call	35.55	35.55	36.05%	2.77	CHF	1.970	1.980

Symbol	SOCSF	SOCCD	OCSANV	OCSA0V
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*
Underlying	Cisco Systems Inc.	Cisco Systems Inc.	Cisco Systems Inc.	Cisco Systems Inc.
Issuer
Date of maturity	-	-	-	-
Ratio	10.00	10.00	10.00	10.00
Type	Call	Call	Call	Call
Strike price	20.20	25.67	30.70	35.55
Knock-Out Barrier	20.20	25.67	30.70	35.55
Dist. Knock-Out %	63.66%	53.82%	44.77%	36.05%
Gearing	1.57	1.86	2.23	2.77
Trading Currency	CHF	CHF	CHF	CHF
Bid	3.240	2.790	2.370	1.970
Ask	3.250	2.800	2.380	1.980

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