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
OESA1V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,589.28	2,589.28	49.22%	2.06	CHF	12.700	12.720
OESA3V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,717.81	2,717.81	46.70%	2.17	CHF	12.100	12.120
OESA2V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,749.94	2,749.94	46.07%	2.20	CHF	11.950	11.970
OESAXV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,525.03	2,525.03	50.48%	2.00	CHF	13.000	13.020
OESAZV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,621.41	2,621.41	48.59%	2.08	CHF	12.550	12.570
OESA0V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,653.54	2,653.54	47.96%	2.11	CHF	-	-
OESAVV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,460.75	2,460.75	51.74%	1.96	CHF	13.310	13.330
OESA5V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,846.32	2,846.32	44.18%	2.29	CHF	-	-
OESAYV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,492.89	2,492.89	51.11%	1.98	CHF	13.150	13.170
OESA4V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,782.07	2,782.07	45.44%	2.23	CHF	11.800	11.820
OESAHV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,814.21	2,814.21	44.81%	2.26	CHF	11.650	11.670
OESAGV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,557.15	2,557.15	49.85%	2.03	CHF	12.850	12.870
OESAIV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,685.67	2,685.67	47.33%	2.14	CHF	-	-
OESBOV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,498.89	3,498.89	31.38%	3.25	CHF	8.440	8.460
OESBPV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,529.24	3,529.24	30.78%	3.31	CHF	8.300	8.320
OESBSV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,312.08	3,312.08	35.04%	2.90	CHF	9.320	9.340
OESBNV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,251.98	3,251.98	36.22%	2.80	CHF	9.600	9.620
OESALV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,282.03	3,282.03	35.63%	2.85	CHF	9.460	9.480
OESAJV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,342.13	3,342.13	34.45%	2.95	CHF	9.180	9.200
OESANV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,402.22	3,402.22	33.27%	3.06	CHF	8.890	8.910

Symbol	OESA1V	OESA3V	OESA2V	OESAXV	OESAZV	OESA0V	OESAVV	OESA5V	OESAYV	OESA4V	OESAHV	OESAGV	OESAIV	OESBOV	OESBPV	OESBSV	OESBNV	OESALV	OESAJV	OESANV
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*
Underlying	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	2,589.28	2,717.81	2,749.94	2,525.03	2,621.41	2,653.54	2,460.75	2,846.32	2,492.89	2,782.07	2,814.21	2,557.15	2,685.67	3,498.89	3,529.24	3,312.08	3,251.98	3,282.03	3,342.13	3,402.22
Knock-Out Barrier	2,589.28	2,717.81	2,749.94	2,525.03	2,621.41	2,653.54	2,460.75	2,846.32	2,492.89	2,782.07	2,814.21	2,557.15	2,685.67	3,498.89	3,529.24	3,312.08	3,251.98	3,282.03	3,342.13	3,402.22
Dist. Knock-Out %	49.22%	46.70%	46.07%	50.48%	48.59%	47.96%	51.74%	44.18%	51.11%	45.44%	44.81%	49.85%	47.33%	31.38%	30.78%	35.04%	36.22%	35.63%	34.45%	33.27%
Gearing	2.06	2.17	2.20	2.00	2.08	2.11	1.96	2.29	1.98	2.23	2.26	2.03	2.14	3.25	3.31	2.90	2.80	2.85	2.95	3.06
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	12.700	12.100	11.950	13.000	12.550	-	13.310	-	13.150	11.800	11.650	12.850	-	8.440	8.300	9.320	9.600	9.460	9.180	8.890
Ask	12.720	12.120	11.970	13.020	12.570	-	13.330	-	13.170	11.820	11.670	12.870	-	8.460	8.320	9.340	9.620	9.480	9.200	8.910

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