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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out BAC   20.31% Call Bank of America... Endless 7.56 7.71 31.72 31.72 Yes -
Morgan Stanley Knock-Out BAC   29.50% Call Bank of America... Endless 1.26 1.27 26.12 28.20 Yes -
DZ Bank Knock-Out BAC   12.91% Call Bank of America... Endless 0.460 0.480 34.86 34.86 Yes -
Soc. Generale Knock-Out BAC   -41.92% Put Bank of America... Endless 1.53 1.54 56.48 56.48 Yes -41.44%
Soc. Generale Knock-Out NCB   5.14% Call BANK AMERICA ... Endless 0.990 1.010 34.61 34.61 Yes -
Morgan Stanley Knock-Out BAC   33.88% Call Bank of America... Endless 1.25 1.26 26.32 26.32 Yes -
DZ Bank Knock-Out BAC   12.91% Call Bank of America... Endless 0.460 0.480 34.86 34.86 Yes -
Soc. Generale Knock-Out BAC   -37.73% Put Bank of America... Endless 1.40 1.41 55.10 55.10 Yes -43.55%
Soc. Generale Knock-Out BAC   3.69% Call Bank of America... Endless 0.220 0.230 37.40 38.33 Yes -
Morgan Stanley Knock-Out BAC   25.71% Call Bank of America... Endless 0.930 0.940 29.74 29.74 Yes -
DZ Bank Knock-Out BAC   11.18% Call Bank of America... Endless 0.390 0.410 35.55 35.55 Yes -
Soc. Generale Knock-Out BAC   -37.73% Put Bank of America... Endless 1.400 1.410 55.10 55.10 Yes -43.55%
Soc. Generale Knock-Out BAC   3.69% Call Bank of America... Endless 0.220 0.230 37.40 38.33 Yes -
Morgan Stanley Knock-Out BAC   24.45% Call Bank of America... Endless 1.09 1.10 28.00 30.22 Yes -
DZ Bank Knock-Out BAC   11.18% Call Bank of America... Endless 0.390 0.410 35.55 35.55 Yes -
Soc. Generale Knock-Out BAC   -37.36% Put Bank of America... Endless 1.47 1.48 56.04 54.67 Yes -42.19%
Soc. Generale Knock-Out BAC   -32.61% Put Bank of America... Endless 1.30 1.31 54.10 52.78 Yes -45.38%
Morgan Stanley Knock-Out BAC   31.28% Call Bank of America... Endless 1.15 1.16 27.35 27.35 Yes -
DZ Bank Knock-Out Bank of America Corp.   3.62% Call Bank of America... Endless 0.15 - 38.36 38.36 Yes -
Soc. Generale Knock-Out BAC   -37.36% Put Bank of America... Endless 1.480 1.490 56.04 54.67 Yes -42.19%
Soc. Generale Knock-Out BAC   -32.61% Put Bank of America... Endless 1.300 1.310 54.10 52.78 Yes -44.96%
Morgan Stanley Knock-Out BAC   29.98% Call Bank of America... Endless 1.10 1.11 27.87 27.87 Yes -
DZ Bank Knock-Out BAC   5.68% Call Bank of America... Endless 0.390 0.410 35.67 37.54 Yes -
Soc. Generale Knock-Out BAC   -12.98% Put Bank of America... Endless 4.89 4.99 45.19 45.19 Yes -
Soc. Generale Knock-Out BAC   -20.34% Put Bank of America... Endless 0.760 0.770 48.14 48.14 Yes -58.15%
Morgan Stanley Knock-Out BAC   22.93% Call Bank of America... Endless 0.830 0.840 30.85 30.85 Yes -
DZ Bank Knock-Out BAC   5.68% Call Bank of America... Endless 0.390 0.410 35.67 37.54 Yes -
Soc. Generale Knock-Out BAC   -12.98% Put Bank of America... Endless 4.890 4.990 45.19 45.19 Yes -
Soc. Generale Knock-Out BAC   -20.34% Put Bank of America... Endless 0.760 0.770 48.14 48.14 Yes -57.92%
Morgan Stanley Knock-Out BAC   21.33% Call Bank of America... Endless 1.000 1.010 29.02 31.31 Yes -
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