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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BNP Paribas Knock-Out BAC   13.04% Call Bank of America... Endless - - 32.36 34.78 Yes -
Goldman Sachs Knock-Out BAC   14.26% Call Bank of America... Endless - - 33.88 34.30 Yes -
UBS Knock-Out BAC   15.75% Call Bank of America... Endless - - 33.70 33.70 Yes -
Soc. Generale Knock-Out BAC   -27.13% Put Bank of America... Endless - - 52.15 50.85 Yes -
Soc. Generale Knock-Out BAC   10.03% Call Bank of America... Endless - - 35.99 35.99 Yes -
Soc. Generale Knock-Out BAC   11.65% Call Bank of America... Endless - - 34.47 35.34 Yes -
DZ Bank Knock-Out BAC   -29.44% Put Bank of America... Endless - - 54.42 51.77 Yes -
BVT Knock-Out BAC   8.95% Call Bank of America... Endless - - 36.42 36.42 Yes -
UBS Knock-Out NCB   3.32% Call BANK AMERICA ... Endless - - 35.65 35.65 Yes -
UniCredit Knock-Out NCB   4.05% Call BANK AMERICA ... Endless - - 35.38 35.38 Yes -
DZ Bank Knock-Out BAC   12.91% Call Bank of America... Endless - - 34.84 34.84 Yes -
Soc. Generale Knock-Out BAC   16.04% Call Bank of America... Endless - - 33.58 33.58 Yes -
DZ Bank Knock-Out BAC   -34.78% Put Bank of America... Endless - - 53.91 53.91 Yes -
DZ Bank Knock-Out BAC   -24.45% Put Bank of America... Endless - - 52.33 49.78 Yes -
Goldman Sachs Knock-Out BAC   -5.98% Put Bank of America... Endless - - 42.39 42.39 Yes -
DZ Bank Knock-Out BAC   11.18% Call Bank of America... Endless - - 35.53 35.53 Yes -
DZ Bank Knock-Out BAC   18.27% Call Bank of America... Endless - - 31.29 32.69 Yes -
Soc. Generale Knock-Out BAC   -12.98% Put Bank of America... Endless - - 45.19 45.19 Yes -
UBS Knock-Out BAC   18.59% Call Bank of America... Endless - - 32.56 32.56 Yes -
HSBC Knock-Out BAC   15.46% Call Bank of America... Endless - - 33.82 33.82 Yes -
DZ Bank Knock-Out BAC   15.47% Call Bank of America... Endless - - 33.81 33.81 Yes -
BVT Knock-Out BAC   31.13% Call Bank of America... Endless - - 27.55 27.55 Yes -
UBS Knock-Out BAC   25.18% Call Bank of America... Endless - - 29.93 29.93 Yes -
BVT Knock-Out BAC   9.73% Call Bank of America... Endless - - 34.97 36.11 Yes -
HSBC Knock-Out BAC   9.41% Call Bank of America... Endless - - 36.24 36.24 Yes -
Goldman Sachs Knock-Out BAC   17.45% Call Bank of America... Endless - - 33.02 33.02 Yes -
UBS Knock-Out NCB   2.22% Call BANK AMERICA ... Endless - - 36.05 36.05 Yes -
BVT Knock-Out BAC   23.33% Call Bank of America... Endless - - 30.67 30.67 Yes -
HSBC Knock-Out BAC   23.11% Call Bank of America... Endless - - 30.76 30.76 Yes -
BVT Knock-Out BAC   14.73% Call Bank of America... Endless - - 33.03 34.11 Yes -
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