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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out NCB   50.88% Call BANK AMERICA ... Endless 1.95 1.96 17.49 17.49 Yes +80.56%
BNP Paribas Knock-Out BAC   5.69% Call Bank of America... Endless 0.230 0.240 36.36 36.36 Yes -
Soc. Generale Knock-Out NCB   43.51% Call BANK AMERICA ... Endless 1.71 1.72 20.11 20.11 Yes +98.84%
BVT Knock-Out BAC   44.25% Call Bank of America... Endless 1.59 1.61 21.49 21.49 Yes +123.94%
Soc. Generale Knock-Out NCB   50.88% Call BANK AMERICA ... Endless 1.950 1.960 17.49 17.49 Yes +80.56%
BNP Paribas Knock-Out BAC   5.69% Call Bank of America... Endless 0.230 0.240 36.36 36.36 Yes -
Soc. Generale Knock-Out NCB   43.51% Call BANK AMERICA ... Endless 1.710 1.720 20.11 20.11 Yes +98.84%
BVT Knock-Out BAC   44.25% Call Bank of America... Endless 1.600 1.620 21.49 21.49 Yes +128.99%
Soc. Generale Knock-Out NCB   31.41% Call BANK AMERICA ... Endless 1.36 1.37 23.81 24.41 Yes +151.85%
BNP Paribas Knock-Out NCB   27.35% Call BANK AMERICA ... Endless 1.34 1.35 24.05 25.86 Yes +168.00%
Soc. Generale Knock-Out NCB   38.66% Call BANK AMERICA ... Endless 1.59 1.60 21.29 21.83 Yes +113.33%
BVT Knock-Out BAC   45.94% Call Bank of America... Endless 1.65 1.67 20.84 20.84 Yes +114.29%
Soc. Generale Knock-Out NCB   31.41% Call BANK AMERICA ... Endless 1.360 1.370 23.81 24.41 Yes +156.60%
BNP Paribas Knock-Out NCB   27.35% Call BANK AMERICA ... Endless 1.350 1.360 24.05 25.86 Yes +168.00%
Soc. Generale Knock-Out NCB   38.66% Call BANK AMERICA ... Endless 1.590 1.600 21.29 21.83 Yes +112.00%
BVT Knock-Out BAC   45.94% Call Bank of America... Endless 1.660 1.680 20.84 20.84 Yes +118.67%
Soc. Generale Knock-Out NCB   27.87% Call BANK AMERICA ... Endless 1.25 1.26 25.04 25.67 Yes +190.70%
BNP Paribas Knock-Out NCB   34.97% Call BANK AMERICA ... Endless 1.44 1.45 23.14 23.14 Yes +148.28%
Soc. Generale Knock-Out NCB   36.13% Call BANK AMERICA ... Endless 1.47 1.48 22.74 22.74 Yes +129.69%
BVT Knock-Out BAC   39.82% Call Bank of America... Endless 1.49 1.51 22.47 23.20 Yes +140.32%
Soc. Generale Knock-Out NCB   27.87% Call BANK AMERICA ... Endless 1.250 1.260 25.04 25.67 Yes +190.70%
BNP Paribas Knock-Out NCB   34.97% Call BANK AMERICA ... Endless 1.440 1.450 23.14 23.14 Yes +144.07%
Soc. Generale Knock-Out NCB   36.13% Call BANK AMERICA ... Endless 1.470 1.480 22.74 22.74 Yes +133.33%
BVT Knock-Out BAC   39.82% Call Bank of America... Endless 1.490 1.510 22.47 23.20 Yes +146.67%
Soc. Generale Knock-Out BAC   38.51% Call Bank of America... Endless 6.91 6.95 23.71 23.71 Yes +144.88%
BNP Paribas Knock-Out BAC   34.92% Call Bank of America... Endless 1.26 1.27 25.09 25.09 Yes +200.00%
Soc. Generale Knock-Out BAC   52.56% Call Bank of America... Endless 19.16 19.28 17.84 18.29 Yes -
BVT Knock-Out BAC   38.16% Call Bank of America... Endless 1.37 1.39 23.84 23.84 Yes +170.59%
Soc. Generale Knock-Out BAC   47.71% Call Bank of America... Endless 17.09 17.21 20.16 20.16 Yes -
BNP Paribas Knock-Out BAC   34.92% Call Bank of America... Endless 1.260 1.270 25.09 25.09 Yes +200.00%
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