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
ORWAEV	Knock-Out Call Warrant*	RWE AG	-	5.00	Call	12.56	12.56	62.61%	CHF	1.62	3.900	3.930
ORWABV	Knock-Out Call Warrant*	RWE AG	-	5.00	Call	9.79	9.79	70.85%	CHF	1.43	4.420	4.450
ORWAAV	Knock-Out Call Warrant*	RWE AG	-	5.00	Call	15.27	15.27	54.54%	CHF	1.86	3.390	3.420
ORWAFV	Knock-Out Call Warrant*	RWE AG	-	5.00	Call	17.95	17.95	46.56%	CHF	2.18	2.890	2.920

Symbol	ORWAEV	ORWABV	ORWAAV	ORWAFV
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*
Underlying	RWE AG	RWE AG	RWE AG	RWE AG
Issuer
Date of maturity	-	-	-	-
Ratio	5.00	5.00	5.00	5.00
Type	Call	Call	Call	Call
Strike price	12.56	9.79	15.27	17.95
Knock-Out Barrier	12.56	9.79	15.27	17.95
Dist. Knock-Out %	62.61%	70.85%	54.54%	46.56%
Trading Currency	CHF	CHF	CHF	CHF
Gearing	1.62	1.43	1.86	2.18
Bid	3.900	4.420	3.390	2.890
Ask	3.930	4.450	3.420	2.920

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