SIX Structured Products

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Symbol	Name	Underlying	Date of maturity	Ratio	Type	Strike price	Knock-Out Barrier	Dist. Knock-Out %	Trading Currency	Gearing	Bid	Ask
SOCSF	Knock-Out Call Warrant*	Cisco Systems Inc.	open-end	10.00	Call	19.97	19.97	65.77%	CHF	1.52	3.470	3.480
SOCCD	Knock-Out Call Warrant*	Cisco Systems Inc.	open-end	10.00	Call	25.23	25.23	56.75%	CHF	1.76	3.000	3.010
OCSANV	Knock-Out Call Warrant*	Cisco Systems Inc.	open-end	10.00	Call	30.06	30.06	48.47%	CHF	2.05	2.570	2.580
OCSA0V	Knock-Out Call Warrant*	Cisco Systems Inc.	open-end	10.00	Call	34.72	34.72	40.49%	CHF	2.45	2.150	2.160

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	open-end	open-end	open-end	open-end
Ratio	10.00	10.00	10.00	10.00
Type	Call	Call	Call	Call
Strike price	19.97	25.23	30.06	34.72
Knock-Out Barrier	19.97	25.23	30.06	34.72
Dist. Knock-Out %	65.77%	56.75%	48.47%	40.49%
Trading Currency	CHF	CHF	CHF	CHF
Gearing	1.52	1.76	2.05	2.45
Bid	3.470	3.000	2.570	2.150
Ask	3.480	3.010	2.580	2.160

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