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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BNP Paribas Knock-Out EWL   35.02% Call EDWARDS LIFESCI... Endless 3.270 3.280 51.93 51.93 Yes -10.68%
BNP Paribas Knock-Out EWL   -26.77% Put EDWARDS LIFESCI... Endless 1.39 1.40 101.32 101.32 Yes +0.72%
BVT Knock-Out EW   34.13% Call Edwards Lifesci... Endless 2.740 2.750 57.29 57.29 Yes -
JP Morgan Knock-Out EWL   -32.28% Put EDWARDS LIFESCI... Endless 1.76 1.77 105.72 105.72 Yes -9.42%
BVT Knock-Out EWL   -47.38% Put EDWARDS LIFESCI... Endless 2.870 2.880 117.79 117.79 Yes -
Soc. Generale Knock-Out EW   -34.90% Put Edwards Lifesci... Endless 0.570 0.580 117.32 117.32 Yes -1.72%
BVT Knock-Out EWL   -18.33% Put EDWARDS LIFESCI... Endless 0.730 0.740 94.57 94.57 Yes -
JP Morgan Knock-Out EWL   -27.61% Put EDWARDS LIFESCI... Endless 1.42 1.43 101.99 101.99 Yes -10.90%
BVT Knock-Out EWL   - Put EDWARDS LIFESCI... Endless - - 88.31 88.31 Yes -
Goldman Sachs Knock-Out EW   -4.41% Put Edwards Lifesci... Endless 0.380 0.390 90.80 90.80 Yes -
BVT Knock-Out EW   1.13% Call Edwards Lifesci... Endless 0.115 0.125 85.99 85.99 Yes -
JP Morgan Knock-Out EWL   - Put EDWARDS LIFESCI... Endless - - 88.75 88.75 Yes -
BVT Knock-Out EW   16.35% Call Edwards Lifesci... Endless 1.320 1.330 72.75 72.75 Yes -
BVT Knock-Out EWL   - Call EDWARDS LIFESCI... Endless - - 86.01 86.01 Yes -
BVT Knock-Out EW   31.11% Call Edwards Lifesci... Endless 2.500 2.510 59.91 59.91 Yes -
Soc. Generale Knock-Out EW   -97.14% Put Edwards Lifesci... Endless 7.82 7.83 171.45 171.45 Yes -
BVT Knock-Out EW   28.11% Call Edwards Lifesci... Endless 2.260 2.270 62.52 62.52 Yes -
BVT Knock-Out EWL   - Put EDWARDS LIFESCI... Endless - - 88.29 88.29 Yes -
BVT Knock-Out EW   3.81% Call Edwards Lifesci... Endless 0.320 0.330 83.66 83.66 Yes -
HSBC Knock-Out EWL   - Call EDWARDS LIFESCI... Endless - - 86.72 86.72 Yes -
BVT Knock-Out EWL   - Call EDWARDS LIFESCI... Endless - - 86.01 86.01 Yes -
Soc. Generale Knock-Out EW   12.81% Call Edwards Lifesci... Endless 1.04 1.05 75.83 75.83 Yes -
BVT Knock-Out EWL   - Put EDWARDS LIFESCI... Endless - - 88.29 88.29 Yes -
Goldman Sachs Knock-Out EW   45.95% Call Edwards Lifesci... Endless 3.66 3.67 47.02 47.02 Yes -
BVT Knock-Out EW   8.49% Call Edwards Lifesci... Endless 0.690 0.700 79.59 79.59 Yes -
BVT Knock-Out EW   3.81% Call Edwards Lifesci... Endless 0.310 0.320 83.66 83.66 Yes -
BVT Knock-Out EW   -12.81% Put Edwards Lifesci... Endless 1.060 1.070 98.11 98.11 Yes -
Goldman Sachs Knock-Out EW   1.38% Call Edwards Lifesci... Endless 0.120 0.130 85.79 85.79 Yes -
BVT Knock-Out EW   -19.25% Put Edwards Lifesci... Endless 1.570 1.580 103.71 103.71 Yes -
JP Morgan Knock-Out EW   -4.93% Put Edwards Lifesci... Endless 0.440 0.450 91.26 91.26 Yes -
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