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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out RBS   - Call NATWEST GR.PLC ... Endless - - 2.75 3.03 Yes -
Morgan Stanley Knock-Out NWG   10.07% Call Natwest Group P... Endless 0.370 0.380 2.78 2.78 Yes -
Morgan Stanley Knock-Out NWG   17.45% Call Natwest Group P... Endless 0.640 0.650 2.56 2.56 Yes -
Morgan Stanley Knock-Out NWG   17.32% Call Natwest Group P... Endless 0.910 0.920 2.32 2.56 Yes -
Goldman Sachs Knock-Out NWG   19.58% Call Natwest Group P... Endless 0.720 0.730 2.49 2.49 Yes -
Soc. Generale Knock-Out NWG   49.62% Call Natwest Group P... Endless 1.93 1.94 1.46 1.56 Yes +42.54%
Soc. Generale Knock-Out NWG   47.68% Call Natwest Group P... Endless 1.87 1.87 1.51 1.62 Yes -
Soc. Generale Knock-Out RBS   - Call Natwest Group P... Endless - - 2.86 3.06 Yes -
Soc. Generale Knock-Out NWG   64.15% Call Natwest Group P... Endless 2.44 2.44 1.03 1.11 Yes -
Soc. Generale Knock-Out NWG   39.44% Call Natwest Group P... Endless 1.46 1.47 1.88 1.88 Yes -
Soc. Generale Knock-Out NWG   30.56% Call Natwest Group P... Endless 1.28 1.29 2.01 2.15 Yes -
Goldman Sachs Knock-Out NWG   26.61% Call Natwest Group P... Endless 0.970 0.980 2.27 2.27 Yes -
Soc. Generale Knock-Out NWG   35.08% Call Natwest Group P... Endless 1.44 1.44 1.88 2.01 Yes -
Goldman Sachs Knock-Out NWG   24.76% Call Natwest Group P... Endless 0.910 0.920 2.33 2.33 Yes -
Goldman Sachs Knock-Out NWG   21.78% Call Natwest Group P... Endless 0.800 0.810 2.42 2.42 Yes -
Goldman Sachs Knock-Out NWG   13.00% Call Natwest Group P... Endless 0.480 0.490 2.69 2.69 Yes -
Soc. Generale Knock-Out NWG   83.85% Call Natwest Group P... Endless 3.11 3.12 0.46 0.50 Yes +30.13%
Soc. Generale Knock-Out NWG   81.59% Call Natwest Group P... Endless 3.04 3.05 0.52 0.57 Yes +29.18%
Soc. Generale Knock-Out NWG   70.61% Call Natwest Group P... Endless 2.66 2.67 0.85 0.91 Yes +32.16%
Soc. Generale Knock-Out NWG   66.09% Call Natwest Group P... Endless 2.49 2.50 0.98 1.05 Yes +35.87%
Soc. Generale Knock-Out RBS   22.26% Call Natwest Group P... Endless 0.500 0.510 2.66 2.85 Yes -
Goldman Sachs Knock-Out NWG   -49.17% Put Natwest Group P... Endless 1.82 1.83 4.62 4.62 Yes -
Goldman Sachs Knock-Out NWG   3.65% Call Natwest Group P... Endless 0.150 0.160 2.98 2.98 Yes -
Soc. Generale Knock-Out NWG   -28.54% Put Natwest Group P... Endless 1.38 1.38 4.25 3.98 Yes -
Goldman Sachs Knock-Out NWG   -6.70% Put Natwest Group P... Endless 0.260 0.270 3.30 3.30 Yes -
Goldman Sachs Knock-Out NWG   -26.72% Put Natwest Group P... Endless 0.99 1.00 3.92 3.92 Yes -
Goldman Sachs Knock-Out NWG   -9.55% Put Natwest Group P... Endless 0.360 0.370 3.39 3.39 Yes -
Goldman Sachs Knock-Out NWG   -21.46% Put Natwest Group P... Endless 0.800 0.810 3.76 3.76 Yes -
Soc. Generale Knock-Out RBS   64.27% Call Natwest Group P... Endless 2.21 2.22 1.22 1.31 Yes +39.62%
Soc. Generale Knock-Out NWG   62.03% Call Natwest Group P... Endless 2.29 2.30 1.18 1.18 Yes +39.39%