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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
JP Morgan Knock-Out EW   43.47% Call Edwards Lifesci... Endless 3.70 3.78 48.90 48.90 Yes -
JP Morgan Knock-Out EW   43.35% Call Edwards Lifesci... Endless 4.10 4.18 44.46 49.00 Yes -
Morgan Stanley Knock-Out EW   43.06% Call Edwards Lifesci... Endless 4.03 4.12 44.77 49.25 Yes -
JP Morgan Knock-Out EW   42.84% Call Edwards Lifesci... Endless 3.65 3.73 49.44 49.44 Yes -
JP Morgan Knock-Out EW   42.77% Call Edwards Lifesci... Endless 4.06 4.14 44.95 49.50 Yes -
HSBC Knock-Out EW   42.72% Call Edwards Lifesci... Endless 3.610 3.730 49.56 49.56 Yes -
HSBC TUR.WAR.OP.END. EWL   42.72% Call Edwards Lifesci... Endless 3.6100 3.7300 49.56 49.56 Yes -
HSBC Knock-Out EW   42.72% Call Edwards Lifesci... Endless 3.61 3.73 49.56 49.56 Yes -
JP Morgan Knock-Out EW   42.22% Call Edwards Lifesci... Endless 3.60 3.68 49.98 49.98 Yes -
JP Morgan Knock-Out EW   42.20% Call Edwards Lifesci... Endless 4.01 4.09 45.43 50.00 Yes -
JP Morgan Knock-Out EW   41.60% Call Edwards Lifesci... Endless 3.55 3.63 50.51 50.51 Yes -
JP Morgan Knock-Out EW   41.50% Call Edwards Lifesci... Endless 3.97 4.05 45.92 50.60 Yes -
BNP Paribas Knock-Out EWL   36.64% Call EDWARDS LIFESCI... Endless 3.95 - 46.40 51.04 Yes -13.76%
BNP Paribas Knock-Out EWL   36.64% Call EDWARDS LIFESCI... Endless 3.950 - 46.40 51.04 Yes -13.76%
JP Morgan Knock-Out EW   40.98% Call Edwards Lifesci... Endless 3.50 3.58 51.05 51.05 Yes -
JP Morgan Knock-Out EW   40.92% Call Edwards Lifesci... Endless 3.92 4.00 46.41 51.10 Yes -
Morgan Stanley Knock-Out EW   40.87% Call Edwards Lifesci... Endless 3.44 3.53 51.15 51.15 Yes -
Soc. Generale Knock-Out EW   40.68% Call Edwards Lifesci... Endless 3.610 3.690 48.97 51.31 Yes -
Soc. Generale Knock-Out EW   40.68% Call Edwards Lifesci... Endless 3.61 3.69 48.97 51.31 Yes -
HSBC Knock-Out EW   40.45% Call Edwards Lifesci... Endless 3.43 3.55 51.52 51.52 Yes -
HSBC Knock-Out EW   40.45% Call Edwards Lifesci... Endless 3.430 3.550 51.52 51.52 Yes -
HSBC TUR.WAR.OP.END. EWL   40.45% Call Edwards Lifesci... Endless 3.4300 3.5500 51.52 51.52 Yes -
Soc. Generale Knock-Out EW   40.40% Call Edwards Lifesci... Endless 1.71 1.75 51.55 51.55 Yes -18.57%
JP Morgan Knock-Out EW   40.36% Call Edwards Lifesci... Endless 3.45 3.53 51.59 51.59 Yes -
JP Morgan Knock-Out EW   40.35% Call Edwards Lifesci... Endless 3.88 3.96 46.90 51.60 Yes -
Soc. Generale Knock-Out EW   40.31% Call Edwards Lifesci... Endless 7.16 7.39 49.28 51.63 Yes -
BNP Paribas Knock-Out EWL   35.29% Call EDWARDS LIFESCI... Endless 3.420 - 52.12 52.12 Yes -16.79%
BNP Paribas Knock-Out EWL   35.29% Call EDWARDS LIFESCI... Endless 3.42 - 52.12 52.12 Yes -16.79%
JP Morgan Knock-Out EW   39.74% Call Edwards Lifesci... Endless 3.40 3.48 52.13 52.13 Yes -
JP Morgan Knock-Out EW   39.65% Call Edwards Lifesci... Endless 3.83 3.91 47.39 52.20 Yes -
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