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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Citi Knock-Out AOMD   53.99% Call ALSTOM S.A. INH... Endless - - 8.28 8.28 Yes -
UniCredit Knock-Out AOMD   48.15% Call ALSTOM S.A. INH... Endless - - 9.33 9.33 Yes -
HSBC Knock-Out AOMD   56.57% Call ALSTOM S.A. INH... Endless - - 7.82 7.82 Yes -
UniCredit Knock-Out AOMD   48.61% Call ALSTOM S.A. INH... Endless - - 8.81 9.25 Yes -
UniCredit Knock-Out AOMD   51.04% Call ALSTOM S.A. INH... Endless - - 8.81 8.81 Yes -
UniCredit Knock-Out AOMD   45.86% Call ALSTOM S.A. INH... Endless - - 9.75 9.75 Yes -
UniCredit Knock-Out AOMD   47.05% Call ALSTOM S.A. INH... Endless - - 9.53 9.53 Yes -
UniCredit Knock-Out AOMD   49.72% Call ALSTOM S.A. INH... Endless - - 8.64 9.05 Yes -
HSBC Knock-Out AOMD   47.47% Call ALSTOM S.A. INH... Endless - - 9.46 9.46 Yes -
HSBC Knock-Out AOMD   44.32% Call ALSTOM S.A. INH... Endless - - 10.02 10.02 Yes -
HSBC Knock-Out AOMD   41.47% Call ALSTOM S.A. INH... Endless - - 10.54 10.54 Yes -
Goldman Sachs Knock-Out AOMD   60.64% Call ALSTOM S.A. INH... Endless - - 7.08 7.08 Yes -
UniCredit Knock-Out AOMD   44.75% Call ALSTOM S.A. INH... Endless - - 9.94 9.94 Yes -
UniCredit Knock-Out AOMD   42.50% Call ALSTOM S.A. INH... Endless - - 9.94 10.35 Yes -
HSBC Knock-Out AOMD   48.59% Call ALSTOM S.A. INH... Endless - - 9.25 9.25 Yes -
HSBC Knock-Out AOMD   37.45% Call ALSTOM S.A. INH... Endless - - 11.26 11.26 Yes -
HSBC Knock-Out AOMD   38.32% Call ALSTOM S.A. INH... Endless - - 11.10 11.10 Yes -
UniCredit Knock-Out AOMD   51.11% Call ALSTOM S.A. INH... Endless - - 8.36 8.80 Yes -
HSBC Knock-Out AOMD   35.77% Call ALSTOM S.A. INH... Endless - - 11.56 11.56 Yes -
UniCredit Knock-Out AOMD   34.93% Call ALSTOM S.A. INH... Endless - - 11.71 11.71 Yes -
UniCredit Knock-Out AOMD   37.78% Call ALSTOM S.A. INH... Endless - - 10.80 11.20 Yes -
UniCredit Knock-Out AOMD   36.67% Call ALSTOM S.A. INH... Endless - - 10.98 11.40 Yes -
UniCredit Knock-Out AOMD   35.83% Call ALSTOM S.A. INH... Endless - - 11.15 11.55 Yes -
HSBC Knock-Out AOMD   34.10% Call ALSTOM S.A. INH... Endless - - 11.86 11.86 Yes -
UniCredit Knock-Out AOMD   31.39% Call ALSTOM S.A. INH... Endless - - 11.95 12.35 Yes -
UniCredit Knock-Out AOMD   33.06% Call ALSTOM S.A. INH... Endless - - 11.65 12.05 Yes -
HSBC Knock-Out AOMD   32.40% Call ALSTOM S.A. INH... Endless - - 12.17 12.17 Yes -
UniCredit Knock-Out AOMD   40.56% Call ALSTOM S.A. INH... Endless - - 10.29 10.70 Yes -
HSBC Knock-Out AOMD   30.72% Call ALSTOM S.A. INH... Endless - - 12.47 12.47 Yes -
UniCredit Knock-Out AOMD   29.68% Call ALSTOM S.A. INH... Endless - - 12.66 12.66 Yes -
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