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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out SREN   -3.50% Put SWISS RE N Endless - - 117.88 117.88 Yes -
Morgan Stanley Knock-Out SREN   14.86% Call SWISS RE N Endless - - 96.97 96.97 Yes -
Morgan Stanley Knock-Out SREN   15.19% Call SWISS RE N Endless - - 92.16 96.60 Yes -
Morgan Stanley Knock-Out SREN   39.01% Call SWISS RE N Endless - - 69.47 69.47 Yes -
BVT Knock-Out SREN   8.61% Call SWISS RE N Endless - - 104.09 104.09 Yes -
BVT Knock-Out SREN   5.97% Call SWISS RE N Endless - - 107.10 107.10 Yes -
BVT Knock-Out SREN   7.29% Call SWISS RE N Endless - - 105.59 105.59 Yes -
BVT Knock-Out SREN   4.65% Call SWISS RE N Endless - - 108.60 108.60 Yes -
BVT Knock-Out SSREF   - Call Swiss Re Ltd Endless - - 111.41 111.41 Yes -
BVT Knock-Out SSREF   - Call Swiss Re Ltd Endless - - 112.91 112.91 Yes -
BVT Knock-Out SSREF   - Call Swiss Re Ltd Endless - - 111.41 111.41 Yes -
BVT Knock-Out SREN   13.62% Call SWISS RE N Endless - - 98.39 98.39 Yes -
BVT Knock-Out SREN   11.13% Call SWISS RE N Endless - - 101.22 101.22 Yes -
BVT Knock-Out SREN   26.04% Call SWISS RE N Endless - - 84.24 84.24 Yes -
BVT Knock-Out SREN   27.36% Call SWISS RE N Endless - - 82.74 82.74 Yes -
BVT Knock-Out SREN   15.42% Call SWISS RE N Endless - - 96.33 96.33 Yes -
BVT Knock-Out SREN   16.76% Call SWISS RE N Endless - - 94.81 94.81 Yes -
BVT Knock-Out SREN   23.66% Call SWISS RE N Endless - - 86.95 86.95 Yes -
BVT Knock-Out SREN   18.36% Call SWISS RE N Endless - - 92.99 92.99 Yes -
BVT Knock-Out SREN   19.68% Call SWISS RE N Endless - - 91.48 91.48 Yes -
BVT Knock-Out SREN   21.01% Call SWISS RE N Endless - - 89.97 89.97 Yes -
BVT Knock-Out SREN   22.33% Call SWISS RE N Endless - - 88.46 88.46 Yes -
BVT Knock-Out SREN   22.07% Call SWISS RE N Endless - - 88.76 88.76 Yes -
Soc. Generale Knock-Out SREN   7.51% Call SWISS RE N Endless - - 103.45 105.34 Yes -
Soc. Generale Knock-Out SREN   20.11% Call SWISS RE N Endless - - 91.00 91.00 Yes -
Soc. Generale Knock-Out SREN   8.64% Call SWISS RE N Endless - - 104.06 104.06 Yes -
Soc. Generale Knock-Out SREN   13.03% Call SWISS RE N Endless - - 99.06 99.06 Yes -
Soc. Generale Knock-Out SREN   -11.36% Put SWISS RE N Endless - - 126.84 126.84 Yes -
Soc. Generale Knock-Out SREN   -13.36% Put SWISS RE N Endless - - 131.75 129.11 Yes -
Soc. Generale Knock-Out SREN   -22.15% Put SWISS RE N Endless - - 141.98 139.13 Yes -
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