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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out BAC   - Call Bank of America... Endless - - 39.97 39.97 Yes -
HSBC Knock-Out NCB   - Call BANK AMERICA ... Endless - - 38.29 38.29 Yes -
BNP Paribas Knock-Out NCB   - Call BANK AMERICA ... Endless - - 38.14 38.14 Yes -
Goldman Sachs Knock-Out BAC   11.65% Call Bank of America... Endless - - 34.91 35.34 Yes -
Soc. Generale Knock-Out BAC   9.30% Call Bank of America... Endless - - 34.97 34.97 Yes -
BVT Knock-Out BAC   13.40% Call Bank of America... Endless - - 34.64 34.64 Yes -
HSBC Knock-Out BAC   13.09% Call Bank of America... Endless - - 34.76 34.76 Yes -
DZ Bank Knock-Out BAC   7.45% Call Bank of America... Endless - - 37.02 37.02 Yes -
Goldman Sachs Knock-Out BAC   7.28% Call Bank of America... Endless - - 37.09 37.09 Yes -
Soc. Generale Knock-Out NCB   - Call BANK AMERICA ... Endless - - 38.00 38.00 Yes -
UBS Knock-Out BAC   7.62% Call Bank of America... Endless - - 36.95 36.95 Yes -
UBS Knock-Out BAC   6.06% Call Bank of America... Endless - - 37.57 37.57 Yes -
Soc. Generale Knock-Out BAC   18.29% Call Bank of America... Endless - - 32.68 32.68 Yes -
DZ Bank Knock-Out BAC   16.75% Call Bank of America... Endless - - 33.30 33.30 Yes -
DZ Bank Knock-Out BAC   11.85% Call Bank of America... Endless - - 33.75 35.26 Yes -
Soc. Generale Knock-Out NCB   6.21% Call BANK AMERICA ... Endless - - 34.58 34.58 Yes -
UBS Knock-Out BAC   17.18% Call Bank of America... Endless - - 33.13 33.13 Yes -
UBS Knock-Out NCB   7.33% Call BANK AMERICA ... Endless - - 34.17 34.17 Yes -
DZ Bank Knock-Out BAC   14.08% Call Bank of America... Endless - - 34.37 34.37 Yes -
BVT Knock-Out BAC   21.75% Call Bank of America... Endless - - 31.30 31.30 Yes -
BNP Paribas Knock-Out BAC   21.89% Call Bank of America... Endless - - 31.24 31.24 Yes -
DZ Bank Knock-Out BAC   22.45% Call Bank of America... Endless - - 29.69 31.02 Yes -
Soc. Generale Knock-Out BAC   16.40% Call Bank of America... Endless - - 33.44 33.44 Yes -
BVT Knock-Out BAC   9.73% Call Bank of America... Endless - - 36.11 36.11 Yes -
BVT Knock-Out BAC   12.56% Call Bank of America... Endless - - 33.71 33.71 Yes -
DZ Bank Knock-Out BAC   19.73% Call Bank of America... Endless - - 30.73 32.11 Yes -
BVT Knock-Out BAC   24.73% Call Bank of America... Endless - - 29.15 30.11 Yes -
Goldman Sachs Knock-Out BAC   23.96% Call Bank of America... Endless - - 30.42 30.42 Yes -
DZ Bank Knock-Out BAC   8.31% Call Bank of America... Endless - - 36.68 36.68 Yes -
HSBC Knock-Out BAC   6.48% Call Bank of America... Endless - - 37.41 37.41 Yes -
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