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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UniCredit Knock-Out ROG   -37.05% Put ROCHE GS Endless 9.04 9.05 329.49 329.49 Yes +33.83%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   -37.05% Put ROCHE GS Endless 9.110 9.120 329.49 329.49 Yes +34.32%
UniCredit Knock-Out ROG   -37.05% Put ROCHE GS Endless 9.130 9.140 329.49 329.49 Yes +34.32%
Soc. Generale Knock-Out ROG   -36.64% Put ROCHE GS Endless 9.760 9.770 335.80 328.57 Yes +29.35%
Soc. Generale Knock-Out ROG   -36.64% Put ROCHE GS Endless 9.67 9.68 335.80 328.57 Yes +32.23%
UniCredit Knock-Out ROG   -35.15% Put ROCHE GS Endless 9.070 9.080 329.13 325.00 Yes +34.68%
UC MINI FUTURE SHORT RHO5   -35.15% Put ROCHE GS Endless 9.060 9.070 329.13 325.00 Yes +34.63%
UniCredit Knock-Out ROG   -35.15% Put ROCHE GS Endless 8.98 8.99 329.13 325.00 Yes +36.69%
Soc. Generale Knock-Out ROG   -35.05% Put ROCHE GS Endless 4.63 4.64 331.90 324.76 Yes -
Soc. Generale Knock-Out ROG   -33.69% Put ROCHE GS Endless 8.330 8.340 321.40 321.40 Yes +40.74%
Soc. Generale Knock-Out ROG   -33.69% Put ROCHE GS Endless 8.24 8.25 321.40 321.40 Yes +38.03%
UniCredit Knock-Out ROG   -32.97% Put ROCHE GS Endless 8.03 8.04 319.69 319.69 Yes +40.95%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   -32.97% Put ROCHE GS Endless 8.100 8.110 319.69 319.69 Yes +40.66%
UniCredit Knock-Out ROG   -32.97% Put ROCHE GS Endless 8.110 8.120 319.69 319.69 Yes +41.75%
BVT Knock-Out ROG   -32.81% Put ROCHE GS Endless 9.070 9.080 329.12 319.37 Yes +37.21%
BVT Knock-Out ROG   -32.81% Put ROCHE GS Endless 8.99 9.00 329.12 319.37 Yes +36.96%
BVT Knock-Out ROG   -32.71% Put ROCHE GS Endless 7.97 7.98 319.12 319.12 Yes +43.99%
BVT Knock-Out ROG   -32.71% Put ROCHE GS Endless 8.050 8.060 319.12 319.12 Yes +44.75%
Goldman Sachs Knock-Out RHHVF   -28.18% Put Roche Holding L... Endless 7.85 7.87 318.27 318.27 Yes -
UniCredit Knock-Out ROG   -31.83% Put ROCHE GS Endless 8.14 8.15 321.00 317.00 Yes +39.62%
UC MINI FUTURE SHORT RHO5   -31.83% Put ROCHE GS Endless 8.220 8.230 321.00 317.00 Yes +39.66%
UniCredit Knock-Out ROG   -31.83% Put ROCHE GS Endless 8.230 8.240 321.00 317.00 Yes +39.79%
HSBC TUR.WAR.OP.END. RHO5   -27.08% Put Roche Holding L... Endless 7.660 7.670 315.48 315.48 Yes +49.71%
HSBC Knock-Out RHHVF   -27.08% Put Roche Holding L... Endless 7.59 7.60 315.48 315.48 Yes +57.09%
HSBC Knock-Out RHHVF   -27.08% Put Roche Holding L... Endless 7.670 7.680 315.48 315.48 Yes +50.10%
UniCredit Knock-Out ROG   -30.58% Put ROCHE GS Endless 7.75 7.76 317.25 314.00 Yes +44.90%
UniCredit Knock-Out ROG   -30.58% Put ROCHE GS Endless 7.840 7.850 317.25 314.00 Yes +42.83%
UC MINI FUTURE SHORT RHO5   -30.58% Put ROCHE GS Endless 7.830 7.840 317.25 314.00 Yes +43.12%
Soc. Generale Knock-Out ROG   -30.07% Put ROCHE GS Endless 7.34 7.35 312.70 312.70 Yes -
Soc. Generale Knock-Out ROG   -30.07% Put ROCHE GS Endless 7.430 7.440 312.70 312.70 Yes -
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