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	open-end	5.00	Call	13.07	13.07	57.99%	CHF	1.71	3.410	3.420
ORWABV	Knock-Out Call Warrant*	RWE AG	open-end	5.00	Call	10.39	10.39	66.60%	CHF	1.49	3.900	3.910
ORWAAV	Knock-Out Call Warrant*	RWE AG	open-end	5.00	Call	15.69	15.69	49.57%	CHF	1.99	2.920	2.930
ORWAFV	Knock-Out Call Warrant*	RWE AG	open-end	5.00	Call	18.29	18.29	41.21%	CHF	2.39	2.400	2.430

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	open-end	open-end	open-end	open-end
Ratio	5.00	5.00	5.00	5.00
Type	Call	Call	Call	Call
Strike price	13.07	10.39	15.69	18.29
Knock-Out Barrier	13.07	10.39	15.69	18.29
Dist. Knock-Out %	57.99%	66.60%	49.57%	41.21%
Trading Currency	CHF	CHF	CHF	CHF
Gearing	1.71	1.49	1.99	2.39
Bid	3.410	3.900	2.920	2.400
Ask	3.420	3.910	2.930	2.430

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