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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out BAC   32.25% Call Bank of America... Endless 11.58 11.73 26.59 26.59 Yes -
DZ Bank Knock-Out BAC   56.54% Call Bank of America... Endless 2.040 2.060 17.05 17.05 Yes +75.86%
BVT Knock-Out BAC   56.80% Call Bank of America... Endless 2.060 2.080 16.95 16.95 Yes +76.92%
Soc. Generale Knock-Out BAC   22.15% Call Bank of America... Endless 0.760 0.770 30.84 30.84 Yes -
Soc. Generale Knock-Out BAC   20.07% Call Bank of America... Endless 0.720 0.730 31.37 31.37 Yes -
DZ Bank Knock-Out BAC   34.21% Call Bank of America... Endless 1.23 1.25 25.82 25.82 Yes -
BVT Knock-Out NCB   -22.03% Put BANK AMERICA ... Endless 0.470 - 44.13 44.13 Yes -
Soc. Generale Knock-Out BAC   22.15% Call Bank of America... Endless 0.760 0.770 30.84 30.84 Yes -
Soc. Generale Knock-Out BAC   20.07% Call Bank of America... Endless 0.710 0.720 31.37 31.37 Yes -
DZ Bank Knock-Out BAC   34.21% Call Bank of America... Endless 1.230 1.250 25.82 25.82 Yes -
BVT Knock-Out NCB   -27.37% Put BANK AMERICA ... Endless 0.650 - 46.06 46.06 Yes -
Soc. Generale Knock-Out BAC   28.81% Call Bank of America... Endless 1.01 1.02 28.20 28.20 Yes -
Soc. Generale Knock-Out BAC   26.79% Call Bank of America... Endless 0.960 0.970 28.73 28.73 Yes -
DZ Bank Knock-Out BAC   32.96% Call Bank of America... Endless 1.18 1.20 26.31 26.31 Yes -
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 38.98 38.98 Yes -
Soc. Generale Knock-Out BAC   28.81% Call Bank of America... Endless 1.000 1.010 28.20 28.20 Yes -
Soc. Generale Knock-Out BAC   26.79% Call Bank of America... Endless 0.950 0.960 28.73 28.73 Yes -
DZ Bank Knock-Out BAC   32.96% Call Bank of America... Endless 1.190 1.210 26.31 26.31 Yes -
BVT Knock-Out BAC   -4.82% Put Bank of America... Endless 0.340 0.370 42.91 41.13 Yes -75.00%
Soc. Generale Knock-Out BAC   21.84% Call Bank of America... Endless 0.820 0.830 30.18 30.96 Yes -
Soc. Generale Knock-Out BAC   17.48% Call Bank of America... Endless 0.620 0.630 32.39 32.39 Yes -
DZ Bank Knock-Out BAC   36.65% Call Bank of America... Endless 1.32 1.34 24.86 24.86 Yes -
BVT Knock-Out BAC   -4.82% Put Bank of America... Endless 0.340 0.370 42.91 41.13 Yes -76.47%
Soc. Generale Knock-Out BAC   21.84% Call Bank of America... Endless 0.810 0.820 30.18 30.96 Yes -
Soc. Generale Knock-Out BAC   17.48% Call Bank of America... Endless 0.620 0.630 32.39 32.39 Yes -
DZ Bank Knock-Out BAC   36.65% Call Bank of America... Endless 1.320 1.340 24.86 24.86 Yes -
BVT Knock-Out BAC   -13.10% Put Bank of America... Endless 0.500 0.520 44.38 44.38 Yes -66.67%
Soc. Generale Knock-Out BAC   26.04% Call Bank of America... Endless 9.93 10.08 28.29 29.02 Yes -
Soc. Generale Knock-Out BAC   18.79% Call Bank of America... Endless 0.670 0.680 31.88 31.88 Yes -
DZ Bank Knock-Out BAC   28.63% Call Bank of America... Endless 1.03 1.05 28.00 28.00 Yes -
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