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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out BAC   -9.08% Put Bank of America... Endless - - 43.63 43.63 Yes -75.00%
BVT Knock-Out BAC   52.10% Call Bank of America... Endless - - 19.16 19.16 Yes +108.70%
BVT Knock-Out BAC   43.78% Call Bank of America... Endless - - 22.49 22.49 Yes +155.56%
UniCredit Knock-Out BAC   37.05% Call Bank of America... Endless - - 25.18 25.18 Yes +226.19%
BVT Knock-Out BAC   36.83% Call Bank of America... Endless - - 24.47 25.27 Yes +211.11%
UBS Knock-Out BAC   35.94% Call Bank of America... Endless - - 25.63 25.63 Yes +238.46%
DZ Bank Knock-Out BAC   53.38% Call Bank of America... Endless - - 18.65 18.65 Yes +104.21%
BVT Knock-Out BAC   42.08% Call Bank of America... Endless - - 23.17 23.17 Yes +167.24%
BVT Knock-Out BAC   51.28% Call Bank of America... Endless - - 19.49 19.49 Yes +112.36%
UBS Knock-Out BAC   58.71% Call Bank of America... Endless - - 16.52 16.52 Yes +84.48%
HSBC Knock-Out NCB   41.10% Call BANK AMERICA ... Endless - - 21.72 21.72 Yes +138.02%
UBS Knock-Out BAC   -1.19% Put Bank of America... Endless - - 40.48 40.48 Yes -94.00%
Soc. Generale Knock-Out BAC   -16.52% Put Bank of America... Endless - - 46.61 46.61 Yes -64.44%
Morgan Stanley Knock-Out NCB   40.17% Call BANK AMERICA ... Endless - - 20.42 22.06 Yes +115.66%
BVT Knock-Out BAC   -2.88% Put Bank of America... Endless - - 41.15 41.15 Yes -88.40%
UBS Knock-Out BAC   -15.12% Put Bank of America... Endless - - 46.05 46.05 Yes -66.10%
UBS Knock-Out BAC   46.85% Call Bank of America... Endless - - 21.26 21.26 Yes +128.95%
Citi Knock-Out NCB   29.64% Call BANK AMERICA ... Endless - - 25.94 25.94 Yes +265.71%
UBS Knock-Out BAC   56.17% Call Bank of America... Endless - - 17.53 17.53 Yes +95.33%
Morgan Stanley Knock-Out NCB   54.76% Call BANK AMERICA ... Endless - - 16.68 16.68 Yes +85.22%
UBS Knock-Out BAC   57.39% Call Bank of America... Endless - - 17.04 17.04 Yes +90.99%
Goldman Sachs Knock-Out NCB   50.27% Call BANK AMERICA ... Endless - - 18.11 18.33 Yes +100.00%
UBS Knock-Out BAC   -12.45% Put Bank of America... Endless - - 44.98 44.98 Yes -70.48%
Citi Knock-Out BAC   -14.31% Put Bank of America... Endless - - 45.72 45.72 Yes -65.48%
UBS Knock-Out BAC   -11.09% Put Bank of America... Endless - - 44.44 44.44 Yes -72.67%
Soc. Generale Knock-Out BAC   -7.95% Put Bank of America... Endless - - 43.18 43.18 Yes -78.08%
UBS Knock-Out BAC   43.52% Call Bank of America... Endless - - 22.59 22.59 Yes +146.15%
Soc. Generale Knock-Out BAC   -20.34% Put Bank of America... Endless - - 48.14 48.14 Yes -59.38%
UBS Knock-Out BAC   -17.83% Put Bank of America... Endless - - 47.13 47.13 Yes -63.10%
UBS Knock-Out BAC   -25.38% Put Bank of America... Endless - - 50.15 50.15 Yes -55.35%
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