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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out EW   -10.87% Put Edwards Lifesci... Endless 1.02 1.10 96.92 92.59 Yes -
Soc. Generale Knock-Out EW   -26.75% Put Edwards Lifesci... Endless 1.15 1.21 110.80 105.85 Yes -
JP Morgan Knock-Out EWL   -29.49% Put EDWARDS LIFESCI... Endless 2.39 2.45 111.39 100.20 Yes +22.06%
JP Morgan Knock-Out EWL   -24.58% Put EDWARDS LIFESCI... Endless 2.00 2.06 107.21 96.40 Yes +27.27%
Soc. Generale Knock-Out EW   -10.87% Put Edwards Lifesci... Endless 1.020 1.100 96.92 92.59 Yes -
Soc. Generale Knock-Out EW   -33.16% Put Edwards Lifesci... Endless 2.38 2.46 111.21 111.21 Yes +22.61%
JP Morgan Knock-Out EW   -25.97% Put Edwards Lifesci... Endless 2.90 2.96 116.96 105.20 Yes -
JP Morgan Knock-Out EWL   -27.81% Put EDWARDS LIFESCI... Endless 2.26 2.32 110.00 98.90 Yes +23.56%
HSBC TUR.WAR.OP.END. EWL   31.53% Call EDWARDS LIFESCI... Endless 3.0300 3.1200 52.99 52.99 Yes -21.64%
Soc. Generale Knock-Out EW   -33.16% Put Edwards Lifesci... Endless 2.380 2.460 111.21 111.21 Yes +19.60%
JP Morgan Knock-Out EWL   -28.56% Put EDWARDS LIFESCI... Endless 1.29 1.35 99.48 99.48 Yes +36.27%
JP Morgan Knock-Out EW   -28.97% Put Edwards Lifesci... Endless 3.16 3.22 119.74 107.70 Yes -
HSBC Knock-Out EWL   31.53% Call EDWARDS LIFESCI... Endless 3.04 3.13 52.99 52.99 Yes -21.96%
Soc. Generale Knock-Out EW   -43.93% Put Edwards Lifesci... Endless 1.85 1.90 125.82 120.20 Yes -
JP Morgan Knock-Out EWL   -34.98% Put EDWARDS LIFESCI... Endless 1.75 1.81 104.45 104.45 Yes +25.00%
JP Morgan Knock-Out EWL   -31.77% Put EDWARDS LIFESCI... Endless 1.52 1.58 101.97 101.97 Yes +29.60%
HSBC Knock-Out EWL   31.53% Call EDWARDS LIFESCI... Endless 3.030 3.120 52.99 52.99 Yes -19.84%
HSBC TUR.WAR.OP.END. EWL   21.57% Call EDWARDS LIFESCI... Endless 2.3200 2.4100 60.70 60.70 Yes -28.25%
JP Morgan Knock-Out EWL   -41.42% Put EDWARDS LIFESCI... Endless 2.21 2.27 109.43 109.43 Yes +19.69%
JP Morgan Knock-Out EWL   -36.60% Put EDWARDS LIFESCI... Endless 1.87 1.93 105.70 105.70 Yes +23.90%
HSBC TUR.WAR.OP.END. EWL   43.51% Call Edwards Lifesci... Endless 3.5700 3.6600 47.19 47.19 Yes -
HSBC Knock-Out EWL   21.57% Call EDWARDS LIFESCI... Endless 2.32 2.41 60.70 60.70 Yes -28.66%
JP Morgan Knock-Out EWL   -49.66% Put EDWARDS LIFESCI... Endless 2.80 2.86 115.81 115.81 Yes +16.53%
JP Morgan Knock-Out EWL   -43.04% Put EDWARDS LIFESCI... Endless 2.33 2.39 110.68 110.68 Yes +20.30%
HSBC Knock-Out EW   43.51% Call Edwards Lifesci... Endless 3.57 3.66 47.19 47.19 Yes -
HSBC Knock-Out EWL   21.57% Call EDWARDS LIFESCI... Endless 2.320 2.410 60.70 60.70 Yes -26.35%
Soc. Generale Knock-Out EW   27.26% Call Edwards Lifesci... Endless 2.28 2.36 60.76 60.76 Yes -
JP Morgan Knock-Out EWL   -48.05% Put EDWARDS LIFESCI... Endless 2.69 2.75 114.56 114.56 Yes +17.30%
HSBC Knock-Out EW   43.51% Call Edwards Lifesci... Endless 3.570 3.660 47.19 47.19 Yes -
HSBC TUR.WAR.OP.END. EWL   41.19% Call Edwards Lifesci... Endless 3.3900 3.4800 49.12 49.12 Yes -
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