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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UniCredit Knock-Out SGSN   15.74% Call SGS N Endless - - 68.16 68.16 Yes -23.45%
UniCredit Knock-Out SGSN   18.47% Call SGS N Endless - - 65.95 65.95 Yes -20.79%
UniCredit Knock-Out SGSN   24.72% Call SGS N Endless - - 60.89 60.89 Yes -15.15%
BNP Paribas Knock-Out SGSN   22.56% Call SGS N Endless - - 59.66 62.64 Yes -
BNP Paribas Knock-Out SGSN   26.29% Call SGS N Endless - - 59.62 59.62 Yes -
BNP Paribas Knock-Out SGSN   36.55% Call SGS N Endless - - 48.88 51.32 Yes -
BNP Paribas Knock-Out SGSN   50.08% Call SGS N Endless - - 38.46 40.38 Yes -
BNP Paribas Knock-Out SGSN   39.57% Call SGS N Endless - - 48.88 48.88 Yes -
UniCredit Knock-Out SGSN   28.74% Call SGS N Endless - - 57.64 57.64 Yes -
UniCredit Knock-Out SGSN   26.45% Call SGS N Endless - - 59.49 59.49 Yes -
BNP Paribas Knock-Out SGSN   22.56% Call SGS N Endless - - 59.66 62.64 Yes -
BNP Paribas Knock-Out SGSN   26.29% Call SGS N Endless - - 59.62 59.62 Yes -
BNP Paribas Knock-Out SGSN   52.22% Call SGS N Endless - - 38.65 38.65 Yes -
BNP Paribas Knock-Out SGSN   50.08% Call SGS N Endless - - 38.46 40.38 Yes -
BNP Paribas Knock-Out SGSN   36.55% Call SGS N Endless - - 48.88 51.32 Yes -
BNP Paribas Knock-Out SGSN   39.57% Call SGS N Endless - - 48.88 48.88 Yes -
UniCredit Knock-Out SGSN   15.74% Call SGS N Endless 3.420 3.560 68.16 68.16 Yes -24.62%
UniCredit Knock-Out SGSN   21.11% Call SGS N Endless 4.500 4.640 63.81 63.81 Yes -18.97%
UniCredit Knock-Out SGSN   24.72% Call SGS N Endless 5.260 5.400 60.89 60.89 Yes -16.09%
UniCredit Knock-Out SGSN   18.47% Call SGS N Endless 3.950 4.090 65.95 65.95 Yes -21.68%
UniCredit Knock-Out SGSN   28.74% Call SGS N Endless 2.430 2.490 57.64 57.64 Yes -
UniCredit Knock-Out SGSN   26.45% Call SGS N Endless 2.250 2.310 59.49 59.49 Yes -
UC TUR.WAR.OP.END. SGS SA   34.65% Call SGS SA Endless 2.6800 2.7400 55.28 55.28 Yes -
UC TUR.WAR.OP.END. SGS SA   36.60% Call SGS SA Endless 2.8400 2.9000 53.63 53.63 Yes -
Goldman Sachs Knock-Out SGSN   -48.24% Put SGS N Endless - - 119.90 119.90 Yes -13.36%
Soc. Generale Knock-Out SGSN   23.48% Call SGS N Endless - - 61.89 61.89 Yes -12.80%
BNP Paribas Knock-Out SGSOF   -11.12% Put SGS SA Endless - - 94.00 94.00 Yes -18.87%
BNP Paribas Knock-Out SGSN   -16.34% Put SGS N Endless - - 99.06 94.11 Yes -17.48%
BNP Paribas Knock-Out SGSN   -22.47% Put SGS N Endless - - 99.06 99.06 Yes -17.06%
UniCredit Knock-Out SGSOF   34.65% Call SGS SA Endless - - 55.28 55.28 Yes -