Name   Underlying Maturity Strike price Cap Discount % Maximum yield p.a. %  
UC DIS.CERT. 06/24 AOMD   ALSTOM S.A. INH. ... 6/28/2024 - 18.00 1.05% -
UC DIS.CERT. 06/24 AOMD   ALSTOM S.A. INH. ... 6/28/2024 - 21.00 -0.12% -
UC DIS.CERT. 03/25 AOMD   ALSTOM S.A. INH. ... 3/28/2025 - 15.00 21.14% 12.82%
UC DIS.CERT. 06/25 AOMD   ALSTOM S.A. INH. ... 6/27/2025 - 15.00 22.95% 12.28%
UC DIS.CERT. 06/24 AOMD   ALSTOM S.A. INH. ... 6/28/2024 - 14.00 18.68% -
UC DIS.CERT. 09/24 AOMD   ALSTOM S.A. INH. ... 9/27/2024 - 14.00 20.90% 9.53%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 14.00 23.24% 10.53%
UC DIS.CERT. 03/25 AOMD   ALSTOM S.A. INH. ... 3/28/2025 - 14.00 25.29% 10.97%
UC DIS.CERT. 06/25 AOMD   ALSTOM S.A. INH. ... 6/27/2025 - 14.00 26.82% 10.54%
UC DIS.CERT. 06/24 AOMD   ALSTOM S.A. INH. ... 6/28/2024 - 15.00 12.82% -
UC DIS.CERT. 09/24 AOMD   ALSTOM S.A. INH. ... 9/27/2024 - 15.00 16.28% 12.86%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 15.00 18.79% 12.64%
UC DIS.CERT. 09/24 AOMD   ALSTOM S.A. INH. ... 9/27/2024 - 12.00 31.32% 6.05%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 10.00 43.27% 4.96%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 11.00 38.11% 6.31%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 12.00 32.90% 7.31%
UC DIS.CERT. 06/24 AOMD   ALSTOM S.A. INH. ... 6/28/2024 - 13.00 24.30% -
UC DIS.CERT. 09/24 AOMD   ALSTOM S.A. INH. ... 9/27/2024 - 13.00 26.00% 7.48%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 21.00 3.57% 42.68%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 13.00 27.75% 8.30%
UC DIS.CERT. 06/24 AOMD   ALSTOM S.A. INH. ... 6/28/2024 - 9.00 47.83% -
UC DIS.CERT. 09/24 AOMD   ALSTOM S.A. INH. ... 9/27/2024 - 9.00 48.59% 6.58%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 9.00 49.18% 5.72%
UC DIS.CERT. 06/25 AOMD   ALSTOM S.A. INH. ... 6/27/2025 - 10.00 45.14% 5.90%
UC DIS.CERT. 06/25 AOMD   ALSTOM S.A. INH. ... 6/27/2025 - 11.00 40.11% 6.61%
UC DIS.CERT. 06/25 AOMD   ALSTOM S.A. INH. ... 6/27/2025 - 12.00 35.42% 7.72%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 22.00 2.75% 50.35%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 23.00 2.17% 58.41%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 24.00 1.76% 66.77%
UC DIS.CERT. 12/24 AOMD   ALSTOM S.A. INH. ... 12/31/2024 - 25.00 1.29% 74.92%