Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out BSD2   -10.49% Put BCO SANTANDER N... Endless - - 3.52 3.45 Yes -
Goldman Sachs Knock-Out BSD2   -10.49% Put BCO SANTANDER N... Endless - - 3.52 3.45 Yes -
GS M. BEAR BSD2   -9.85% Put BCO SANTANDER N... Endless 0.2850 0.2870 3.50 3.43 Yes -
Goldman Sachs Knock-Out BSD2   -9.85% Put BCO SANTANDER N... Endless 0.270 0.280 3.50 3.43 Yes -
Goldman Sachs Knock-Out BSD2   -9.85% Put BCO SANTANDER N... Endless 0.280 0.290 3.50 3.43 Yes -
GS TO. BEAR BSD2   -9.80% Put BCO SANTANDER N... Endless 0.2410 0.2430 3.43 3.43 Yes -
Goldman Sachs Knock-Out BSD2   -9.80% Put BCO SANTANDER N... Endless 0.230 0.240 3.43 3.43 Yes -
Goldman Sachs Knock-Out BSD2   -9.80% Put BCO SANTANDER N... Endless 0.241 0.243 3.43 3.43 Yes -
Goldman Sachs Knock-Out BSD2   -9.55% Put BCO SANTANDER N... Endless - - 3.49 3.42 Yes -
Goldman Sachs Knock-Out BSD2   -9.55% Put BCO SANTANDER N... Endless - - 3.49 3.42 Yes -
DZ Bank Knock-Out BSD2   -9.44% Put BCO SANTANDER N... Endless 0.350 0.360 3.58 3.42 Yes -66.41%
DZ Bank Knock-Out BSD2   -9.44% Put BCO SANTANDER N... Endless 0.360 0.370 3.58 3.42 Yes -72.52%
DZ Bank Knock-Out BSD2   -8.92% Put BCO SANTANDER N... Endless 0.220 0.230 3.40 3.40 Yes -73.39%
DZ Bank Knock-Out BSD2   -8.92% Put BCO SANTANDER N... Endless 0.230 0.240 3.40 3.40 Yes -79.46%
GS TO. BEAR BSD2   -8.85% Put BCO SANTANDER N... Endless 0.2140 0.2160 3.40 3.40 Yes -
Goldman Sachs Knock-Out BSD2   -8.85% Put BCO SANTANDER N... Endless 0.210 0.220 3.40 3.40 Yes -
Goldman Sachs Knock-Out BSD2   -8.85% Put BCO SANTANDER N... Endless 0.215 0.217 3.40 3.40 Yes -
GS M. BEAR BSD2   -8.57% Put BCO SANTANDER N... Endless 0.2440 0.2460 3.46 3.39 Yes -
Goldman Sachs Knock-Out BSD2   -8.57% Put BCO SANTANDER N... Endless 0.230 0.240 3.46 3.39 Yes -
Goldman Sachs Knock-Out BSD2   -8.57% Put BCO SANTANDER N... Endless 0.245 0.247 3.46 3.39 Yes -
GS TO. BEAR BSD2   -7.89% Put BCO SANTANDER N... Endless 0.1880 0.1900 3.37 3.37 Yes -
Goldman Sachs Knock-Out BSD2   -7.89% Put BCO SANTANDER N... Endless 0.180 0.190 3.37 3.37 Yes -
Goldman Sachs Knock-Out BSD2   -7.89% Put BCO SANTANDER N... Endless 0.189 0.191 3.37 3.37 Yes -
Citi Knock-Out BSD2   -7.73% Put BCO SANTANDER N... Endless 0.160 0.170 3.36 3.36 Yes -
Citi Knock-Out BSD2   -7.73% Put BCO SANTANDER N... Endless 0.180 0.190 3.36 3.36 Yes -
GS M. BEAR BSD2   -7.61% Put BCO SANTANDER N... Endless 0.2150 0.2170 3.43 3.36 Yes -
Goldman Sachs Knock-Out BSD2   -7.61% Put BCO SANTANDER N... Endless 0.200 0.210 3.43 3.36 Yes -
Goldman Sachs Knock-Out BSD2   -7.61% Put BCO SANTANDER N... Endless 0.215 0.217 3.43 3.36 Yes -
Goldman Sachs Knock-Out BSD2   -6.97% Put BCO SANTANDER N... Endless - - 3.41 3.34 Yes -
GS TO. BEAR BSD2   -6.94% Put BCO SANTANDER N... Endless 0.1620 0.1640 3.34 3.34 Yes -
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