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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UniCredit Knock-Out AOMD   12.24% Call ALSTOM S.A. INH... Endless - - 15.53 15.93 Yes -
UniCredit Knock-Out AOMD   17.21% Call ALSTOM S.A. INH... Endless - - 15.03 15.03 Yes -
UniCredit Knock-Out AOMD   11.69% Call ALSTOM S.A. INH... Endless - - 16.03 16.03 Yes -
UniCredit Knock-Out AOMD   14.45% Call ALSTOM S.A. INH... Endless - - 15.53 15.53 Yes -
UniCredit Knock-Out AOMD   9.49% Call ALSTOM S.A. INH... Endless - - 16.02 16.43 Yes -
UniCredit Knock-Out AOMD   8.95% Call ALSTOM S.A. INH... Endless - - 16.52 16.52 Yes -
HSBC Knock-Out AOMD   16.96% Call ALSTOM S.A. INH... Endless - - 15.07 15.07 Yes -
HSBC Knock-Out AOMD   18.06% Call ALSTOM S.A. INH... Endless - - 14.87 14.87 Yes -
HSBC Knock-Out AOMD   14.75% Call ALSTOM S.A. INH... Endless - - 15.48 15.48 Yes -
HSBC Knock-Out AOMD   12.55% Call ALSTOM S.A. INH... Endless - - 15.88 15.88 Yes -
HSBC Knock-Out AOMD   10.34% Call ALSTOM S.A. INH... Endless - - 16.28 16.28 Yes -
Soc. Generale Knock-Out AOMD   -15.26% Put ALSTOM S.A. INH... Endless - - 23.88 20.92 Yes -
UniCredit Knock-Out AOMD   20.04% Call ALSTOM S.A. INH... Endless - - 14.51 14.51 Yes -
UniCredit Knock-Out AOMD   6.73% Call ALSTOM S.A. INH... Endless - - 16.51 16.93 Yes -
HSBC Knock-Out AOMD   4.86% Call ALSTOM S.A. INH... Endless - - 17.27 17.27 Yes -
HSBC Knock-Out AOMD   8.15% Call ALSTOM S.A. INH... Endless - - 16.67 16.67 Yes -
UniCredit Knock-Out AOMD   6.30% Call ALSTOM S.A. INH... Endless - - 17.01 17.01 Yes -
UniCredit Knock-Out AOMD   3.98% Call ALSTOM S.A. INH... Endless - - 17.01 17.43 Yes -
UniCredit Knock-Out AOMD   1.22% Call ALSTOM S.A. INH... Endless - - 17.50 17.93 Yes -
UniCredit Knock-Out AOMD   0.81% Call ALSTOM S.A. INH... Endless - - 18.00 18.00 Yes -
HSBC Knock-Out AOMD   1.54% Call ALSTOM S.A. INH... Endless - - 17.87 17.87 Yes -
Soc. Generale Knock-Out AOMD   -54.82% Put ALSTOM S.A. INH... Endless - - 32.10 28.10 Yes +147.37%
Goldman Sachs Knock-Out AOMD   -161.87% Put ALSTOM S.A. INH... Endless - - 47.53 47.53 Yes -
JP Morgan Knock-Out AOMD   -145.18% Put ALSTOM S.A. INH... Endless - - 49.50 44.50 Yes -
Soc. Generale Knock-Out AOMD   -73.09% Put ALSTOM S.A. INH... Endless - - 31.42 31.42 Yes +170.00%
Soc. Generale Knock-Out AOMD   -57.42% Put ALSTOM S.A. INH... Endless - - 28.57 28.57 Yes +409.52%
JP Morgan Knock-Out AOMD   -145.48% Put ALSTOM S.A. INH... Endless - - 44.55 44.55 Yes -
JP Morgan Knock-Out AOMD   40.50% Call ALSTOM S.A. INH... Endless - - 9.81 10.80 Yes -
JP Morgan Knock-Out AOMD   40.58% Call ALSTOM S.A. INH... Endless - - 10.78 10.78 Yes -
Goldman Sachs Knock-Out AOMD   -28.54% Put ALSTOM S.A. INH... Endless - - 23.33 23.33 Yes -
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