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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BNP Paribas Knock-Out NCB   41.31% Call BANK AMERICA ... Endless 1.73 1.74 21.48 21.48 Yes +118.52%
Soc. Generale Knock-Out BAC   40.04% Call Bank of America... Endless 1.45 1.46 24.49 24.49 Yes +164.29%
Soc. Generale Knock-Out NCB   40.46% Call BANK AMERICA ... Endless 1.69 1.70 21.80 21.80 Yes +116.46%
BVT Knock-Out BAC   46.76% Call Bank of America... Endless 1.71 1.72 21.75 21.75 Yes +127.63%
BNP Paribas Knock-Out NCB   41.31% Call BANK AMERICA ... Endless 1.730 1.740 21.48 21.48 Yes +113.58%
Soc. Generale Knock-Out BAC   40.04% Call Bank of America... Endless 1.440 1.450 24.49 24.49 Yes +158.93%
Soc. Generale Knock-Out NCB   40.46% Call BANK AMERICA ... Endless 1.680 1.690 21.80 21.80 Yes +117.95%
BVT Knock-Out BAC   46.76% Call Bank of America... Endless 1.700 1.710 21.75 21.75 Yes +117.72%
BNP Paribas Knock-Out BAC   9.98% Call Bank of America... Endless 0.580 0.590 34.21 36.77 Yes -
Soc. Generale Knock-Out BAC   42.21% Call Bank of America... Endless 1.58 1.59 22.96 23.61 Yes +135.29%
Soc. Generale Knock-Out NCB   42.83% Call BANK AMERICA ... Endless 1.81 1.82 20.35 20.93 Yes +103.33%
BVT Knock-Out BAC   48.42% Call Bank of America... Endless 1.77 1.78 21.07 21.07 Yes +119.51%
BNP Paribas Knock-Out BAC   9.98% Call Bank of America... Endless 0.570 0.580 34.21 36.77 Yes -
Soc. Generale Knock-Out BAC   42.21% Call Bank of America... Endless 1.570 1.580 22.96 23.61 Yes +132.35%
Soc. Generale Knock-Out NCB   42.83% Call BANK AMERICA ... Endless 1.800 1.810 20.35 20.93 Yes +100.00%
BVT Knock-Out BAC   48.42% Call Bank of America... Endless 1.760 1.770 21.07 21.07 Yes +111.90%
BNP Paribas Knock-Out BAC   6.81% Call Bank of America... Endless 0.250 0.260 38.07 38.07 Yes -
Soc. Generale Knock-Out BAC   52.20% Call Bank of America... Endless 1.93 1.94 18.99 19.53 Yes +89.22%
Soc. Generale Knock-Out BAC   36.78% Call Bank of America... Endless 1.33 1.34 25.83 25.83 Yes +209.09%
BVT Knock-Out BAC   42.30% Call Bank of America... Endless 1.60 1.61 22.75 23.57 Yes +143.28%
BNP Paribas Knock-Out BAC   6.81% Call Bank of America... Endless 0.240 0.250 38.07 38.07 Yes -
Soc. Generale Knock-Out BAC   52.20% Call Bank of America... Endless 1.930 1.940 18.99 19.53 Yes +91.09%
Soc. Generale Knock-Out BAC   36.78% Call Bank of America... Endless 1.320 1.330 25.83 25.83 Yes +195.56%
BVT Knock-Out BAC   42.30% Call Bank of America... Endless 1.590 1.600 22.75 23.57 Yes +134.78%
BNP Paribas Knock-Out BAC   37.64% Call Bank of America... Endless 1.37 1.38 25.47 25.47 Yes +204.35%
Soc. Generale Knock-Out BAC   51.91% Call Bank of America... Endless 18.95 18.97 19.64 19.64 Yes -
Soc. Generale Knock-Out BAC   47.60% Call Bank of America... Endless 17.35 17.36 21.40 21.40 Yes -
BVT Knock-Out BAC   40.88% Call Bank of America... Endless 1.49 1.50 24.15 24.15 Yes +171.43%
BNP Paribas Knock-Out BAC   37.64% Call Bank of America... Endless 1.360 1.370 25.47 25.47 Yes +197.83%
Soc. Generale Knock-Out BAC   60.59% Call Bank of America... Endless 22.42 22.44 15.65 16.10 Yes -
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