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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out BAC   45.93% Call Bank of America... Endless 1.66 1.68 21.52 21.52 Yes +103.66%
Soc. Generale Knock-Out NCB   44.84% Call BANK AMERICA ... Endless 1.77 1.78 20.13 20.13 Yes +87.37%
Soc. Generale Knock-Out NCB   52.03% Call BANK AMERICA ... Endless 2.02 2.03 17.51 17.51 Yes +72.65%
BNP Paribas Knock-Out BAC   17.26% Call Bank of America... Endless 0.620 0.630 32.93 32.93 Yes -
BVT Knock-Out BAC   45.93% Call Bank of America... Endless 1.670 1.690 21.52 21.52 Yes +102.41%
Soc. Generale Knock-Out NCB   44.84% Call BANK AMERICA ... Endless 1.780 1.790 20.13 20.13 Yes +85.42%
Soc. Generale Knock-Out NCB   52.03% Call BANK AMERICA ... Endless 2.020 2.030 17.51 17.51 Yes +72.65%
BNP Paribas Knock-Out BAC   17.26% Call Bank of America... Endless 0.620 0.630 32.93 32.93 Yes -
BVT Knock-Out BAC   47.59% Call Bank of America... Endless 1.72 1.74 20.86 20.86 Yes +100.00%
Soc. Generale Knock-Out NCB   39.71% Call BANK AMERICA ... Endless 1.66 1.67 21.32 22.00 Yes +96.47%
Soc. Generale Knock-Out NCB   32.58% Call BANK AMERICA ... Endless 1.43 1.44 23.84 24.60 Yes +128.57%
BNP Paribas Knock-Out BAC   7.16% Call Bank of America... Endless 0.470 0.480 34.37 36.95 Yes -
BVT Knock-Out BAC   47.59% Call Bank of America... Endless 1.730 1.750 20.86 20.86 Yes +97.73%
Soc. Generale Knock-Out NCB   39.71% Call BANK AMERICA ... Endless 1.660 1.670 21.32 22.00 Yes +95.29%
Soc. Generale Knock-Out NCB   32.58% Call BANK AMERICA ... Endless 1.430 1.440 23.84 24.60 Yes +123.44%
BNP Paribas Knock-Out BAC   7.16% Call Bank of America... Endless 0.470 0.480 34.37 36.95 Yes -
BVT Knock-Out BAC   41.26% Call Bank of America... Endless 1.56 1.58 22.49 23.38 Yes +118.06%
Soc. Generale Knock-Out NCB   37.64% Call BANK AMERICA ... Endless 1.53 1.54 22.76 22.76 Yes +110.96%
Soc. Generale Knock-Out NCB   29.10% Call BANK AMERICA ... Endless 1.31 1.32 25.07 25.87 Yes +149.06%
BNP Paribas Knock-Out NCB   41.80% Call BANK AMERICA ... Endless 1.70 1.71 21.24 21.24 Yes +98.84%
BVT Knock-Out BAC   41.26% Call Bank of America... Endless 1.560 1.580 22.49 23.38 Yes +116.44%
Soc. Generale Knock-Out NCB   37.64% Call BANK AMERICA ... Endless 1.530 1.540 22.76 22.76 Yes +109.59%
Soc. Generale Knock-Out NCB   29.10% Call BANK AMERICA ... Endless 1.310 1.320 25.07 25.87 Yes +147.17%
BNP Paribas Knock-Out NCB   41.80% Call BANK AMERICA ... Endless 1.700 1.710 21.24 21.24 Yes +97.67%
BVT Knock-Out BAC   40.05% Call Bank of America... Endless 1.45 1.47 23.86 23.86 Yes +135.48%
Soc. Generale Knock-Out BAC   53.69% Call Bank of America... Endless 19.81 19.92 17.86 18.43 Yes -
Soc. Generale Knock-Out BAC   40.37% Call Bank of America... Endless 7.24 7.28 23.74 23.74 Yes +122.94%
BNP Paribas Knock-Out BAC   4.52% Call Bank of America... Endless 0.160 0.170 38.00 38.00 Yes -
BVT Knock-Out BAC   40.05% Call Bank of America... Endless 1.450 1.470 23.86 23.86 Yes +133.33%
Soc. Generale Knock-Out BAC   45.77% Call Bank of America... Endless 8.24 8.28 21.59 21.59 Yes -
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