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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
JP Morgan Knock-Out EW   -59.10% Put Edwards Lifesci... Endless 4.65 4.70 118.49 106.60 Yes +7.96%
BNP Paribas Knock-Out EW   -59.07% Put Edwards Lifesci... Endless 3.64 3.65 106.58 106.58 Yes +12.58%
BNP Paribas Knock-Out EW   -59.07% Put Edwards Lifesci... Endless 3.630 3.640 106.58 106.58 Yes +14.47%
JP Morgan Knock-Out EW   -58.69% Put Edwards Lifesci... Endless 3.55 3.60 106.32 106.32 Yes -
JP Morgan Knock-Out EW   -58.51% Put Edwards Lifesci... Endless 4.61 4.66 118.03 106.20 Yes -
JP Morgan Knock-Out EWL   -76.26% Put EDWARDS LIFESCI... Endless 3.51 3.56 105.82 105.82 Yes +9.81%
JP Morgan Knock-Out EW   -57.91% Put Edwards Lifesci... Endless 4.57 4.62 117.58 105.80 Yes -
JP Morgan Knock-Out EW   -57.19% Put Edwards Lifesci... Endless 3.46 3.51 105.32 105.32 Yes -
JP Morgan Knock-Out EW   -57.16% Put Edwards Lifesci... Endless 4.51 4.56 117.10 105.30 Yes +6.68%
JP Morgan Knock-Out EW   -56.42% Put Edwards Lifesci... Endless 4.47 4.52 116.46 104.80 Yes -
JP Morgan Knock-Out EWL   -74.17% Put EDWARDS LIFESCI... Endless 3.41 3.46 104.57 104.57 Yes +10.53%
BVT Knock-Out EW   -55.57% Put Edwards Lifesci... Endless 3.38 3.39 104.23 104.23 Yes -
BVT Knock-Out EW   -55.57% Put Edwards Lifesci... Endless 3.360 3.370 104.23 104.23 Yes -
JP Morgan Knock-Out EWL   -73.39% Put EDWARDS LIFESCI... Endless 4.40 4.45 115.69 104.10 Yes +8.98%
BNP Paribas Knock-Out EW   -55.05% Put Edwards Lifesci... Endless 4.45 4.46 115.43 103.89 Yes -
BNP Paribas Knock-Out EW   -55.05% Put Edwards Lifesci... Endless 4.440 4.450 115.43 103.89 Yes -
JP Morgan Knock-Out EW   -54.93% Put Edwards Lifesci... Endless 3.33 3.38 103.81 103.81 Yes -
BVT Knock-Out EWL   -72.89% Put EDWARDS LIFESCI... Endless 3.33 - 103.80 103.80 Yes -
Soc. Generale Knock-Out EW   -54.79% Put Edwards Lifesci... Endless 3.69 3.70 107.78 103.71 Yes +10.80%
Soc. Generale Knock-Out EW   -54.79% Put Edwards Lifesci... Endless 3.660 3.670 107.78 103.71 Yes +12.07%
JP Morgan Knock-Out EW   -54.78% Put Edwards Lifesci... Endless 4.36 4.41 115.24 103.70 Yes -
JP Morgan Knock-Out EWL   -72.10% Put EDWARDS LIFESCI... Endless 3.30 3.35 103.33 103.33 Yes +10.92%
JP Morgan Knock-Out EW   -54.18% Put Edwards Lifesci... Endless 4.32 4.37 114.79 103.30 Yes -
JP Morgan Knock-Out EW   -53.44% Put Edwards Lifesci... Endless 3.24 3.29 102.80 102.80 Yes -
JP Morgan Knock-Out EWL   -71.22% Put EDWARDS LIFESCI... Endless 4.26 4.31 114.30 102.80 Yes +7.38%
JP Morgan Knock-Out EW   -52.69% Put Edwards Lifesci... Endless 4.22 4.27 113.67 102.30 Yes -
JP Morgan Knock-Out EWL   -70.03% Put EDWARDS LIFESCI... Endless 3.17 3.22 102.09 102.09 Yes +11.74%
BNP Paribas Knock-Out EWL   -69.43% Put EDWARDS LIFESCI... Endless 3.18 3.19 101.72 101.72 Yes +15.56%
BNP Paribas Knock-Out EWL   -69.43% Put EDWARDS LIFESCI... Endless 3.170 3.180 101.72 101.72 Yes +17.04%
JP Morgan Knock-Out EWL   -69.22% Put EDWARDS LIFESCI... Endless 4.14 4.19 112.91 101.60 Yes +7.89%
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