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
SOBBB	Knock-Out Call Warrant*	Bank of America Corp.	open-end	5.00	Call	11.09	11.09	76.28%	1.30	CHF	6.470	6.480
SOBAY	Knock-Out Call Warrant*	Bank of America Corp.	open-end	5.00	Call	12.51	12.51	73.24%	1.35	CHF	6.080	6.120
OBAAQV	Knock-Out Call Warrant*	Bank of America Corp.	open-end	5.00	Call	14.92	14.92	68.09%	1.45	CHF	5.790	5.800
OBAAJV	Knock-Out Call Warrant*	Bank of America Corp.	open-end	5.00	Call	17.28	17.28	63.04%	1.57	CHF	5.230	5.270

Symbol	SOBBB	SOBAY	OBAAQV	OBAAJV
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*
Underlying	Bank of America Corp.	Bank of America Corp.	Bank of America Corp.	Bank of America Corp.
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	11.09	12.51	14.92	17.28
Knock-Out Barrier	11.09	12.51	14.92	17.28
Dist. Knock-Out %	76.28%	73.24%	68.09%	63.04%
Gearing	1.30	1.35	1.45	1.57
Trading Currency	CHF	CHF	CHF	CHF
Bid	6.470	6.080	5.790	5.230
Ask	6.480	6.120	5.800	5.270

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