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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out PNC   8.89% Call PNC Financial S... Endless 1.70 1.72 137.53 137.53 Yes -
Goldman Sachs Knock-Out PNC   10.39% Call PNC Financial S... Endless 1.91 1.93 135.28 135.28 Yes -
Morgan Stanley Knock-Out PNC   10.45% Call PNC Financial S... Endless 1.96 1.99 135.08 135.08 Yes -
Goldman Sachs Knock-Out PNC   11.34% Call PNC Financial S... Endless 2.04 2.06 133.84 133.84 Yes -
Goldman Sachs Knock-Out PNC   12.28% Call PNC Financial S... Endless 2.17 2.19 132.41 132.41 Yes -
Goldman Sachs Knock-Out PNC   13.29% Call PNC Financial S... Endless 2.31 2.33 130.89 130.89 Yes -
Goldman Sachs Knock-Out PNC   14.25% Call PNC Financial S... Endless 2.45 2.47 129.44 129.44 Yes -
Goldman Sachs Knock-Out PNC   15.74% Call PNC Financial S... Endless 2.66 2.68 127.19 127.19 Yes -
Goldman Sachs Knock-Out PNC   16.96% Call PNC Financial S... Endless 2.83 2.85 125.36 125.36 Yes -
Morgan Stanley Knock-Out PNC   17.36% Call PNC Financial S... Endless 4.04 4.07 112.39 124.66 Yes -
Goldman Sachs Knock-Out PNC   17.99% Call PNC Financial S... Endless 2.97 2.99 123.80 123.80 Yes -
Goldman Sachs Knock-Out PNC   18.88% Call PNC Financial S... Endless 3.10 3.12 122.45 122.45 Yes -
Morgan Stanley Knock-Out PNC   20.34% Call PNC Financial S... Endless 3.34 3.37 120.17 120.17 Yes -
Goldman Sachs Knock-Out PNC   20.46% Call PNC Financial S... Endless 3.32 3.34 120.07 120.07 Yes -
Goldman Sachs Knock-Out PNC   22.02% Call PNC Financial S... Endless 3.54 3.56 117.72 117.72 Yes -
Goldman Sachs Knock-Out PNC   23.68% Call PNC Financial S... Endless 3.77 3.79 115.21 115.21 Yes -
Morgan Stanley Knock-Out PNC   19.61% Call PNC Financial S... Endless 3.95 3.98 113.46 113.46 Yes +152.56%
Goldman Sachs Knock-Out PNC   29.29% Call PNC Financial S... Endless 4.56 4.58 106.75 106.75 Yes -
Morgan Stanley Knock-Out PNC   30.50% Call PNC Financial S... Endless 5.71 5.74 94.52 104.84 Yes -
Morgan Stanley Knock-Out PNC   34.20% Call PNC Financial S... Endless 5.28 5.31 99.27 99.27 Yes -
Morgan Stanley Knock-Out PNC   37.74% Call PNC Financial S... Endless 5.77 5.80 93.92 93.92 Yes -
Morgan Stanley Knock-Out PNC   45.01% Call PNC Financial S... Endless 7.55 7.58 74.79 82.95 Yes -
Morgan Stanley Knock-Out PNC   42.89% Call PNC Financial S... Endless - - 80.61 80.61 Yes +66.35%
Goldman Sachs Knock-Out PNC   44.13% Call PNC Financial S... Endless 7.15 7.17 78.91 78.91 Yes +69.56%
Morgan Stanley Knock-Out PNC   48.36% Call PNC Financial S... Endless 7.27 7.30 77.90 77.90 Yes -
Morgan Stanley Knock-Out PNC   51.62% Call PNC Financial S... Endless 7.73 7.76 72.98 72.98 Yes -
Goldman Sachs Knock-Out PNC   84.38% Call PNC Financial S... Endless 12.45 12.47 22.06 22.06 Yes +38.00%