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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
JP Morgan Knock-Out EW   -25.09% Put Edwards Lifesci... Endless 2.97 3.05 120.26 108.20 Yes -
BVT Knock-Out EW   -24.86% Put Edwards Lifesci... Endless 1.84 1.88 108.00 108.00 Yes -
BVT Knock-Out EW   -24.86% Put Edwards Lifesci... Endless 1.850 1.890 108.00 108.00 Yes -
JP Morgan Knock-Out EW   -24.54% Put Edwards Lifesci... Endless 1.82 1.90 107.73 107.73 Yes -
JP Morgan Knock-Out EW   -24.51% Put Edwards Lifesci... Endless 2.93 3.01 119.77 107.70 Yes -
JP Morgan Knock-Out EW   -23.93% Put Edwards Lifesci... Endless 2.87 2.95 119.14 107.20 Yes -
Goldman Sachs Knock-Out EW   -23.72% Put Edwards Lifesci... Endless 1.74 1.75 107.02 107.02 Yes -
JP Morgan Knock-Out EWL   -32.81% Put EDWARDS LIFESCI... Endless 1.75 1.83 106.97 106.97 Yes +23.24%
JP Morgan Knock-Out EW   -23.12% Put Edwards Lifesci... Endless 2.80 2.88 118.38 106.50 Yes -
BVT Knock-Out EWL   -32.06% Put EDWARDS LIFESCI... Endless 1.69 - 106.37 106.37 Yes -
JP Morgan Knock-Out EW   -22.81% Put Edwards Lifesci... Endless 1.68 1.76 106.23 106.23 Yes -
BNP Paribas Knock-Out EW   -22.79% Put Edwards Lifesci... Endless 1.74 1.76 106.21 106.21 Yes -
BNP Paribas Knock-Out EW   -22.79% Put Edwards Lifesci... Endless 1.740 1.760 106.21 106.21 Yes -
JP Morgan Knock-Out EW   -22.66% Put Edwards Lifesci... Endless 2.76 2.84 117.93 106.10 Yes -
Soc. Generale Knock-Out EW   -22.46% Put Edwards Lifesci... Endless 1.03 1.09 110.90 105.93 Yes -
JP Morgan Knock-Out EWL   -31.27% Put EDWARDS LIFESCI... Endless 1.63 1.71 105.73 105.73 Yes +24.43%
JP Morgan Knock-Out EW   -22.20% Put Edwards Lifesci... Endless 2.72 2.80 117.48 105.70 Yes -
JP Morgan Knock-Out EW   -21.65% Put Edwards Lifesci... Endless 1.59 1.67 105.23 105.23 Yes -
JP Morgan Knock-Out EW   -21.62% Put Edwards Lifesci... Endless 2.67 2.75 117.00 105.20 Yes -
Goldman Sachs Knock-Out EW   -21.41% Put Edwards Lifesci... Endless 1.55 1.56 105.02 105.02 Yes -
JP Morgan Knock-Out EW   -21.04% Put Edwards Lifesci... Endless 2.61 2.69 116.36 104.70 Yes -
JP Morgan Knock-Out EWL   -29.71% Put EDWARDS LIFESCI... Endless 1.52 1.60 104.48 104.48 Yes +27.73%
JP Morgan Knock-Out EWL   -29.11% Put EDWARDS LIFESCI... Endless 2.54 2.62 115.60 104.00 Yes +17.59%
BVT Knock-Out EW   -19.99% Put Edwards Lifesci... Endless 1.45 1.49 103.79 103.79 Yes -
BVT Knock-Out EW   -19.99% Put Edwards Lifesci... Endless 1.450 1.490 103.79 103.79 Yes -
JP Morgan Knock-Out EW   -19.91% Put Edwards Lifesci... Endless 1.45 1.53 103.72 103.72 Yes -
JP Morgan Knock-Out EW   -19.77% Put Edwards Lifesci... Endless 2.50 2.58 115.15 103.60 Yes -
BNP Paribas Knock-Out EW   -19.68% Put Edwards Lifesci... Endless 2.570 2.590 115.03 103.53 Yes -
BNP Paribas Knock-Out EW   -19.68% Put Edwards Lifesci... Endless 2.57 2.59 115.03 103.53 Yes -
BVT Knock-Out EWL   -28.32% Put EDWARDS LIFESCI... Endless 1.41 - 103.36 103.36 Yes -
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