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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out SSREF   - Put Swiss Re Ltd Endless - - 111.79 111.79 Yes -
BVT Knock-Out SSREF   - Put Swiss Re Ltd Endless - - 110.05 110.05 Yes -
BVT Knock-Out SREN   -14.04% Put SWISS RE N Endless - - 127.69 127.69 Yes -
BVT Knock-Out SREN   -15.60% Put SWISS RE N Endless - - 129.44 129.44 Yes -
BVT Knock-Out SSREF   - Put Swiss Re Ltd Endless - - 110.05 110.05 Yes -
BVT Knock-Out SSREF   - Put Swiss Re Ltd Endless - - 111.80 111.80 Yes -
Morgan Stanley Knock-Out SREN   -5.06% Put SWISS RE N Endless - - 117.64 117.64 Yes -
Morgan Stanley Knock-Out SREN   46.31% Call SWISS RE N Endless - - 60.12 60.12 Yes -
BVT Knock-Out SREN   43.24% Call SWISS RE N Endless - - 61.86 63.56 Yes +106.23%
BVT Knock-Out SREN   47.18% Call SWISS RE N Endless - - 57.55 59.14 Yes +92.95%
BVT Knock-Out SREN   49.16% Call SWISS RE N Endless - - 55.40 56.93 Yes +88.01%
BVT Knock-Out SREN   45.21% Call SWISS RE N Endless - - 59.70 61.35 Yes +99.28%
BVT Knock-Out SREN   50.71% Call SWISS RE N Endless - - 55.19 55.19 Yes +86.07%
BVT Knock-Out SREN   44.77% Call SWISS RE N Endless - - 61.84 61.84 Yes +106.23%
BVT Knock-Out SREN   46.75% Call SWISS RE N Endless - - 59.62 59.62 Yes +97.86%
BVT Knock-Out SREN   48.73% Call SWISS RE N Endless - - 57.41 57.41 Yes +91.39%
BVT Knock-Out SREN   42.79% Call SWISS RE N Endless - - 64.06 64.06 Yes +114.35%
BVT Knock-Out SREN   51.14% Call SWISS RE N Endless - - 53.24 54.71 Yes +82.35%
BVT Knock-Out SREN   31.27% Call SWISS RE N Endless - - 74.90 76.96 Yes +200.76%
BVT Knock-Out SREN   33.14% Call SWISS RE N Endless - - 72.85 74.86 Yes +176.67%
BVT Knock-Out SREN   32.80% Call SWISS RE N Endless - - 75.25 75.25 Yes +203.10%
BVT Knock-Out SREN   29.39% Call SWISS RE N Endless - - 76.94 79.06 Yes +240.37%
BVT Knock-Out SREN   29.04% Call SWISS RE N Endless - - 79.46 79.46 Yes +289.89%
BVT Knock-Out SREN   36.86% Call SWISS RE N Endless - - 68.81 70.70 Yes +141.80%
BVT Knock-Out SREN   36.52% Call SWISS RE N Endless - - 71.08 71.08 Yes +155.88%
BVT Knock-Out SREN   38.73% Call SWISS RE N Endless - - 66.78 68.61 Yes +128.71%
BVT Knock-Out SREN   40.32% Call SWISS RE N Endless - - 66.82 66.82 Yes +127.01%
BNP Paribas Knock-Out SREN   14.77% Call SWISS RE N Endless - - 90.89 95.43 Yes -
BNP Paribas Knock-Out SREN   14.32% Call SWISS RE N Endless - - 95.94 95.94 Yes -
BNP Paribas Knock-Out SREN   23.34% Call SWISS RE N Endless - - 85.84 85.84 Yes -
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