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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
JP Morgan Knock-Out EW   -51.09% Put Edwards Lifesci... Endless 3.84 3.85 128.88 128.88 Yes -
JP Morgan Knock-Out EW   -51.00% Put Edwards Lifesci... Endless 5.15 5.16 143.20 128.80 Yes -
JP Morgan Knock-Out EW   -49.61% Put Edwards Lifesci... Endless 3.73 3.74 127.62 127.62 Yes -
JP Morgan Knock-Out EW   -49.59% Put Edwards Lifesci... Endless 5.02 5.03 141.81 127.60 Yes -
JP Morgan Knock-Out EW   -48.15% Put Edwards Lifesci... Endless 3.61 3.62 126.37 126.37 Yes -
JP Morgan Knock-Out EW   -48.07% Put Edwards Lifesci... Endless 4.89 4.90 140.42 126.30 Yes -
JP Morgan Knock-Out EW   -46.68% Put Edwards Lifesci... Endless 3.50 3.51 125.12 125.12 Yes -
JP Morgan Knock-Out EW   -46.66% Put Edwards Lifesci... Endless 4.77 4.78 139.03 125.10 Yes -
Morgan Stanley Knock-Out EWL   -58.98% Put EDWARDS LIFESCI... Endless 4.75 4.77 138.89 124.96 Yes -5.11%
JP Morgan Knock-Out EW   -45.22% Put Edwards Lifesci... Endless 3.38 3.39 123.87 123.87 Yes -
JP Morgan Knock-Out EW   -45.13% Put Edwards Lifesci... Endless 4.64 4.65 137.64 123.80 Yes -
Soc. Generale Knock-Out EW   -44.42% Put Edwards Lifesci... Endless 3.84 3.85 129.01 123.28 Yes -
Soc. Generale Knock-Out EW   -44.42% Put Edwards Lifesci... Endless 3.850 3.860 129.01 123.28 Yes -
JP Morgan Knock-Out EW   -43.75% Put Edwards Lifesci... Endless 3.27 3.28 122.62 122.62 Yes -
JP Morgan Knock-Out EW   -43.73% Put Edwards Lifesci... Endless 4.51 4.52 136.25 122.60 Yes -
JP Morgan Knock-Out EW   -42.28% Put Edwards Lifesci... Endless 3.15 3.16 121.37 121.37 Yes -
Soc. Generale Knock-Out EW   -42.25% Put Edwards Lifesci... Endless 3.17 3.18 121.35 121.35 Yes -
Soc. Generale Knock-Out EW   -42.25% Put Edwards Lifesci... Endless 3.180 3.190 121.35 121.35 Yes -
JP Morgan Knock-Out EW   -42.20% Put Edwards Lifesci... Endless 4.38 4.39 134.86 121.30 Yes -
BNP Paribas Knock-Out EWL   -53.30% Put EDWARDS LIFESCI... Endless 2.99 3.00 120.50 120.50 Yes -5.68%
BNP Paribas Knock-Out EWL   -53.30% Put EDWARDS LIFESCI... Endless 2.990 3.000 120.50 120.50 Yes -5.68%
Soc. Generale Knock-Out EW   -40.91% Put Edwards Lifesci... Endless 1.78 1.79 125.88 120.29 Yes -
JP Morgan Knock-Out EW   -40.82% Put Edwards Lifesci... Endless 3.04 3.05 120.12 120.12 Yes -
JP Morgan Knock-Out EW   -40.80% Put Edwards Lifesci... Endless 4.26 4.27 133.47 120.10 Yes -
JP Morgan Knock-Out EW   -39.27% Put Edwards Lifesci... Endless 4.13 4.14 132.08 118.80 Yes -
JP Morgan Knock-Out EW   -39.06% Put Edwards Lifesci... Endless 2.90 2.91 118.62 118.62 Yes -
JP Morgan Knock-Out EW   -38.48% Put Edwards Lifesci... Endless 2.86 2.87 118.12 118.12 Yes -
BVT Knock-Out EWL   -49.82% Put EDWARDS LIFESCI... Endless 2.83 2.84 117.78 117.78 Yes -
BVT Knock-Out EWL   -49.82% Put EDWARDS LIFESCI... Endless 2.850 2.860 117.78 117.78 Yes -
JP Morgan Knock-Out EW   -37.89% Put Edwards Lifesci... Endless 2.81 2.82 117.62 117.62 Yes -
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