Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BNP Paribas Knock-Out AXP   -25.37% Put American Expres... Endless 2.21 2.26 118.40 118.40 Yes -
BNP Paribas Knock-Out AXP   -22.64% Put American Expres... Endless 2.44 2.48 121.92 115.82 Yes -
Soc. Generale Knock-Out AXP   -71.30% Put American Expres... Endless 6.25 6.37 167.00 161.78 Yes -
Soc. Generale Knock-Out AXP   -28.84% Put American Expres... Endless 2.59 2.71 125.66 121.68 Yes -
BNP Paribas Knock-Out AXP   -39.07% Put American Expres... Endless 3.90 3.94 138.25 131.33 Yes -
BNP Paribas Knock-Out AXP   -22.01% Put American Expres... Endless 1.93 1.98 115.23 115.23 Yes -
Morgan Stanley Knock-Out AXP   -24.85% Put American Expres... Endless 1.99 2.09 117.91 117.91 Yes -
BNP Paribas Knock-Out AXP   -73.08% Put American Expres... Endless 6.90 6.94 172.06 163.46 Yes -
BNP Paribas Knock-Out AXP   -82.60% Put American Expres... Endless 7.01 7.06 172.45 172.45 Yes -
BNP Paribas Knock-Out AXP   -42.75% Put American Expres... Endless 4.22 4.26 141.91 134.81 Yes -
BNP Paribas Knock-Out AXP   -34.51% Put American Expres... Endless 2.97 3.02 127.03 127.03 Yes -
BNP Paribas Knock-Out AXP   -38.74% Put American Expres... Endless 3.33 3.38 131.03 131.03 Yes -
BNP Paribas Knock-Out AXP   -35.62% Put American Expres... Endless 3.59 3.63 134.82 128.08 Yes -
BNP Paribas Knock-Out AXP   -30.80% Put American Expres... Endless 2.67 2.72 123.53 123.53 Yes -
BNP Paribas Knock-Out AXP   -23.17% Put American Expres... Endless 2.02 2.07 116.32 116.32 Yes -
BNP Paribas Knock-Out AXP   -28.31% Put American Expres... Endless 2.45 2.50 121.17 121.17 Yes -
BNP Paribas Knock-Out AXP   -32.64% Put American Expres... Endless 3.33 3.37 131.86 125.27 Yes -
BNP Paribas Knock-Out AXP   -26.82% Put American Expres... Endless 2.33 2.38 119.76 119.76 Yes -
Goldman Sachs Knock-Out AXP   -25.81% Put American Expres... Endless 2.00 2.01 121.13 118.81 Yes -
BNP Paribas Knock-Out AXP   -27.84% Put American Expres... Endless 2.90 2.94 127.08 120.73 Yes -
BNP Paribas Knock-Out AXP   -25.29% Put American Expres... Endless 2.68 2.72 124.55 118.32 Yes -
BNP Paribas Knock-Out AXP   -44.37% Put American Expres... Endless 3.81 3.86 136.34 136.34 Yes +166.43%
Morgan Stanley Knock-Out AXP   -50.95% Put American Expres... Endless 4.80 4.90 150.00 142.56 Yes +84.15%
Soc. Generale Knock-Out AXP   -50.11% Put American Expres... Endless 4.42 4.54 146.36 141.76 Yes +116.11%
BNP Paribas Knock-Out AXP   -53.01% Put American Expres... Endless 4.53 4.58 144.50 144.50 Yes +108.76%
BNP Paribas Knock-Out AXP   -49.53% Put American Expres... Endless 4.24 4.29 141.22 141.22 Yes +126.74%
BNP Paribas Knock-Out AXP   -47.06% Put American Expres... Endless 4.03 4.08 138.89 138.89 Yes +141.32%
Citi Knock-Out AXP   -52.29% Put American Expres... Endless 4.30 4.32 143.82 143.82 Yes +101.82%
Morgan Stanley Knock-Out AXP   -63.29% Put American Expres... Endless 5.20 5.30 154.21 154.21 Yes +71.99%
BNP Paribas Knock-Out AXP   -46.47% Put American Expres... Endless 4.55 4.59 145.61 138.33 Yes +103.13%
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