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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out RR/   81.64% Call ROLLS ROYCE HLD... Endless - - 0.99 0.99 Yes +517.14%
Soc. Generale Knock-Out RR/   -33.92% Put Rolls-Royce Hol... Endless - - 6.12 6.12 Yes -
L&S Knock-Out RR/   84.39% Call ROLLS ROYCE HLD... Endless - - 0.84 0.84 Yes +340.57%
L&S Knock-Out RR/   77.28% Call ROLLS ROYCE HLD... Endless - - 1.22 1.22 Yes +520.29%
Soc. Generale Knock-Out RR/   -33.26% Put Rolls-Royce Hol... Endless - - 6.48 6.09 Yes -
L&S Knock-Out RR/   86.79% Call ROLLS ROYCE HLD... Endless - - 0.71 0.71 Yes +313.79%
L&S Knock-Out RR/   87.71% Call ROLLS ROYCE HLD... Endless - - 0.66 0.66 Yes +300.83%
L&S Knock-Out RR/   85.49% Call ROLLS ROYCE HLD... Endless - - 0.78 0.78 Yes +333.95%
L&S Knock-Out RR/   88.64% Call ROLLS ROYCE HLD... Endless - - 0.61 0.61 Yes +288.89%
Soc. Generale Knock-Out RR/   -36.10% Put Rolls-Royce Hol... Endless - - 6.62 6.22 Yes -
L&S Knock-Out RR/   82.31% Call ROLLS ROYCE HLD... Endless - - 0.95 0.95 Yes +373.96%
L&S Knock-Out RR/   60.53% Call ROLLS ROYCE HLD... Endless - - 2.13 2.13 Yes -
L&S Knock-Out RR/   62.35% Call ROLLS ROYCE HLD... Endless - - 2.03 2.03 Yes -
Soc. Generale Knock-Out RR/   - Put Rolls-Royce Hol... Endless - - 4.52 4.52 Yes -
L&S Knock-Out RR/   89.57% Call ROLLS ROYCE HLD... Endless - - 0.56 0.56 Yes +277.86%
Soc. Generale Knock-Out RR/   1.51% Call Rolls-Royce Hol... Endless - - 4.50 4.50 Yes -
Goldman Sachs Knock-Out RR/   11.58% Call Rolls-Royce Hol... Endless - - 4.04 4.04 Yes -
Goldman Sachs Knock-Out RR/   79.04% Call ROLLS ROYCE HLD... Endless - - 1.13 1.13 Yes +641.07%
L&S Knock-Out RR/   83.24% Call ROLLS ROYCE HLD... Endless - - 0.90 0.90 Yes +355.45%
Morgan Stanley Knock-Out RR/   88.61% Call ROLLS ROYCE HLD... Endless - - 0.61 0.61 Yes +343.93%
Morgan Stanley Knock-Out RR/   91.11% Call ROLLS ROYCE HLD... Endless - - 0.48 0.48 Yes +300.00%
Goldman Sachs Knock-Out RR/   -18.38% Put Rolls-Royce Hol... Endless - - 5.41 5.41 Yes -
L&S Knock-Out RR/   78.36% Call ROLLS ROYCE HLD... Endless - - 1.17 1.17 Yes +478.67%
Soc. Generale Knock-Out RR/   - Put Rolls-Royce Hol... Endless - - 4.52 4.52 Yes -
Goldman Sachs Knock-Out RR/   6.98% Call Rolls-Royce Hol... Endless - - 4.26 4.26 Yes -
Goldman Sachs Knock-Out RR/   85.95% Call ROLLS ROYCE HLD... Endless - - 0.76 0.76 Yes +382.11%
Goldman Sachs Knock-Out RR/   87.05% Call ROLLS ROYCE HLD... Endless - - 0.70 0.70 Yes +362.93%
L&S Knock-Out RR/   90.50% Call ROLLS ROYCE HLD... Endless - - 0.51 0.51 Yes +267.65%
L&S Knock-Out RR/   81.23% Call ROLLS ROYCE HLD... Endless - - 1.01 1.01 Yes +400.00%
L&S Knock-Out RR/   80.30% Call ROLLS ROYCE HLD... Endless - - 1.06 1.06 Yes +423.53%
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