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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
JP Morgan Knock-Out FR   -242.64% Put Valeo SA Endless 2.71 2.73 38.17 38.17 Yes +39.18%
JP Morgan Knock-Out FR   -217.14% Put Valeo SA Endless 2.42 2.44 35.33 35.33 Yes +45.18%
JP Morgan Knock-Out FR   -212.99% Put Valeo SA Endless 2.38 2.40 34.87 34.87 Yes +46.30%
JP Morgan Knock-Out FR   -190.07% Put Valeo SA Endless 2.12 2.14 32.31 32.31 Yes +54.01%
JP Morgan Knock-Out FR   -185.88% Put Valeo SA Endless 2.08 2.10 31.85 31.85 Yes +56.06%
JP Morgan Knock-Out FR   -169.30% Put Valeo SA Endless 2.05 2.07 31.62 30.00 Yes +58.59%
JP Morgan Knock-Out FR   -163.91% Put Valeo SA Endless 1.99 2.01 31.01 29.40 Yes +61.48%
JP Morgan Knock-Out FR   -159.43% Put Valeo SA Endless 1.94 1.96 30.51 28.90 Yes +64.10%
JP Morgan Knock-Out FR   -155.83% Put Valeo SA Endless 1.89 1.91 30.01 28.50 Yes +67.86%
JP Morgan Knock-Out FR   -162.59% Put Valeo SA Endless 1.82 1.84 29.25 29.25 Yes +70.75%
Goldman Sachs Knock-Out FR   -149.61% Put Valeo SA Endless 1.79 1.81 28.96 27.81 Yes +73.53%
JP Morgan Knock-Out FR   -139.68% Put Valeo SA Endless 1.70 1.72 28.14 26.70 Yes +79.79%
JP Morgan Knock-Out FR   -132.50% Put Valeo SA Endless 1.62 1.64 27.32 25.90 Yes +88.24%
JP Morgan Knock-Out FR   -128.01% Put Valeo SA Endless 1.57 1.59 26.82 25.40 Yes +95.00%
JP Morgan Knock-Out FR   -119.93% Put Valeo SA Endless 1.48 1.50 25.89 24.50 Yes +105.63%
JP Morgan Knock-Out FR   -130.84% Put Valeo SA Endless 1.46 1.48 25.72 25.72 Yes +108.57%
Morgan Stanley Knock-Out FR   -111.22% Put Valeo SA Endless - - 25.30 23.53 Yes +109.84%
JP Morgan Knock-Out FR   -126.14% Put Valeo SA Endless 1.41 1.43 25.19 25.19 Yes +115.38%
JP Morgan Knock-Out FR   -112.75% Put Valeo SA Endless 1.39 1.41 24.99 23.70 Yes +122.58%
JP Morgan Knock-Out FR   -110.05% Put Valeo SA Endless 1.36 1.38 24.73 23.40 Yes +125.00%
JP Morgan Knock-Out FR   -121.75% Put Valeo SA Endless 1.36 1.38 24.70 24.70 Yes +121.31%
JP Morgan Knock-Out FR   -108.26% Put Valeo SA Endless 1.33 1.35 24.47 23.20 Yes +131.58%
JP Morgan Knock-Out FR   -106.46% Put Valeo SA Endless 1.31 1.33 24.21 23.00 Yes +140.74%
JP Morgan Knock-Out FR   -117.20% Put Valeo SA Endless 1.31 1.33 24.20 24.20 Yes +134.55%
JP Morgan Knock-Out FR   -103.77% Put Valeo SA Endless 1.28 1.30 23.96 22.70 Yes +144.23%
JP Morgan Knock-Out FR   -112.74% Put Valeo SA Endless 1.26 1.28 23.70 23.70 Yes +145.10%
JP Morgan Knock-Out FR   -101.08% Put Valeo SA Endless 1.25 1.27 23.59 22.40 Yes +158.33%
JP Morgan Knock-Out FR   -110.51% Put Valeo SA Endless 1.24 1.26 23.45 23.45 Yes +156.25%
JP Morgan Knock-Out FR   -98.38% Put Valeo SA Endless 1.22 1.24 23.33 22.10 Yes +163.04%
JP Morgan Knock-Out FR   -108.28% Put Valeo SA Endless 1.21 1.23 23.20 23.20 Yes +166.67%