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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out BAC   3.17% Call Bank of America... Endless 0.120 0.130 38.47 38.47 Yes -
Morgan Stanley Knock-Out BAC   37.36% Call Bank of America... Endless 1.38 1.39 24.87 24.87 Yes -
DZ Bank Knock-Out BAC   17.18% Call Bank of America... Endless 0.630 0.650 32.88 32.88 Yes -
Soc. Generale Knock-Out BAC   1.91% Call Bank of America... Endless 0.081 0.091 38.97 38.97 Yes -
Soc. Generale Knock-Out BAC   - Call Bank of America... Endless - - 39.54 39.54 Yes -
Morgan Stanley Knock-Out BAC   63.56% Call Bank of America... Endless 2.34 2.35 14.47 14.47 Yes -
DZ Bank Knock-Out BAC   17.18% Call Bank of America... Endless - - 32.88 32.88 Yes -
Soc. Generale Knock-Out BAC   1.91% Call Bank of America... Endless 0.078 0.088 38.97 38.97 Yes -
Soc. Generale Knock-Out BAC   - Call Bank of America... Endless - - 39.54 39.54 Yes -
Morgan Stanley Knock-Out BAC   42.08% Call Bank of America... Endless 1.55 1.56 23.00 23.00 Yes -
DZ Bank Knock-Out BAC   17.97% Call Bank of America... Endless 0.660 0.680 32.56 32.56 Yes -
Soc. Generale Knock-Out BAC   - Call Bank of America... Endless - - 39.56 39.56 Yes -
Soc. Generale Knock-Out BAC   17.85% Call Bank of America... Endless 6.64 - 32.64 32.64 Yes -
Morgan Stanley Knock-Out BAC   41.52% Call Bank of America... Endless 1.53 1.54 23.22 23.22 Yes -
DZ Bank Knock-Out BAC   17.97% Call Bank of America... Endless - - 32.56 32.56 Yes -
Soc. Generale Knock-Out BAC   - Call Bank of America... Endless - - 39.56 39.56 Yes -
Soc. Generale Knock-Out BAC   20.35% Call Bank of America... Endless 7.56 7.68 31.65 31.65 Yes -
Morgan Stanley Knock-Out BAC   45.02% Call Bank of America... Endless 1.66 1.67 21.83 21.83 Yes -
DZ Bank Knock-Out BAC   14.10% Call Bank of America... Endless 0.520 0.530 34.10 34.10 Yes -
Soc. Generale Knock-Out BAC   16.05% Call Bank of America... Endless 6.82 - 32.35 33.33 Yes -
Soc. Generale Knock-Out NCB   6.28% Call BANK AMERICA ... Endless 0.98 1.00 34.55 34.55 Yes -
Morgan Stanley Knock-Out BAC   54.49% Call Bank of America... Endless 2.01 2.02 18.07 18.07 Yes -
DZ Bank Knock-Out BAC   14.10% Call Bank of America... Endless - - 34.10 34.10 Yes -
Soc. Generale Knock-Out BAC   4.99% Call Bank of America... Endless 0.280 0.290 36.62 37.72 Yes -
Soc. Generale Knock-Out BAC   1.26% Call Bank of America... Endless 0.130 0.140 38.30 39.20 Yes -
Morgan Stanley Knock-Out BAC   38.45% Call Bank of America... Endless 1.42 1.43 24.43 24.43 Yes -
DZ Bank Knock-Out BAC   11.69% Call Bank of America... Endless 0.430 0.440 35.06 35.06 Yes -
Soc. Generale Knock-Out BAC   4.99% Call Bank of America... Endless 0.280 0.290 36.62 37.72 Yes -
Soc. Generale Knock-Out BAC   1.26% Call Bank of America... Endless 0.120 0.130 38.30 39.20 Yes -
Morgan Stanley Knock-Out BAC   29.82% Call Bank of America... Endless 1.10 1.11 27.86 27.86 Yes -
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