Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
DZ Bank Knock-Out BSD2   7.17% Put BCO SANTANDER N... Endless 0.150 0.150 3.10 2.95 Yes -
DZ Bank Knock-Out BSD2   7.23% Put BCO SANTANDER N... Endless 0.001 - 2.95 2.95 Yes -
Soc. Generale Knock-Out BSD2   7.49% Put BCO SANTANDER N... Endless - - 3.06 2.94 Yes -
Soc. Generale Knock-Out BSD2   10.95% Call BCO SANTANDER N... Endless 0.001 - 2.83 2.83 Yes -
Goldman Sachs Knock-Out BSD2   1.20% Put BCO SANTANDER N... Endless - - 3.21 3.14 Yes -
Goldman Sachs Knock-Out BSD2   7.49% Put BCO SANTANDER N... Endless - - 3.00 2.94 Yes -
Soc. Generale Knock-Out BSD2   11.58% Call BCO SANTANDER N... Endless - - 2.70 2.81 Yes -
Goldman Sachs Knock-Out BSD2   8.75% Put BCO SANTANDER N... Endless - - 2.96 2.90 Yes -
Citi Knock-Out BSD2   5.71% Put BCO SANTANDER N... Endless - - 3.00 3.00 Yes -
Citi Knock-Out BSD2   -0.57% Put BCO SANTANDER N... Endless - - 3.20 3.20 Yes -
Soc. Generale Knock-Out BSD2   11.58% Call BCO SANTANDER N... Endless 0.100 0.120 2.70 2.81 Yes -
Goldman Sachs Knock-Out BSD2   -5.94% Put BCO SANTANDER N... Endless 0.190 0.230 3.43 3.37 Yes -
Goldman Sachs Knock-Out BSD2   -2.86% Put BCO SANTANDER N... Endless 0.088 0.130 3.33 3.27 Yes -
Goldman Sachs Knock-Out BSD2   -0.75% Put BCO SANTANDER N... Endless - - 3.27 3.20 Yes -
DZ Bank Knock-Out BSD2   7.36% Put BCO SANTANDER N... Endless - - 3.09 2.94 Yes -
DZ Bank Knock-Out BSD2   7.73% Put BCO SANTANDER N... Endless - - 2.93 2.93 Yes -
Goldman Sachs Knock-Out BSD2   5.60% Put BCO SANTANDER N... Endless - - 3.07 3.00 Yes -
Morgan Stanley Knock-Out BSD2   14.16% Call BCO SANTANDER N... Endless - - 2.53 2.73 Yes -
Soc. Generale Knock-Out BSD2   10.95% Call BCO SANTANDER N... Endless 0.001 - 2.83 2.83 Yes -
Soc. Generale Knock-Out BSD2   10.95% Call BCO SANTANDER N... Endless - - 2.83 2.83 Yes -
Soc. Generale Knock-Out BSD2   11.73% Call BCO SANTANDER N... Endless - - 2.81 2.81 Yes -
Soc. Generale Knock-Out BSD2   12.21% Call BCO SANTANDER N... Endless - - 2.68 2.79 Yes -
DZ Bank Knock-Out BSD2   11.61% Call BCO SANTANDER N... Endless - - 2.67 2.81 Yes -
DZ Bank Knock-Out BSD2   11.55% Call BCO SANTANDER N... Endless - - 2.81 2.81 Yes -
Citi Knock-Out BSD2   6.22% Call BCO SANTANDER N... Endless - - 2.98 2.98 Yes -
Citi Knock-Out BSD2   12.52% Call BCO SANTANDER N... Endless - - 2.78 2.78 Yes -
Citi Knock-Out BSD2   -24.87% Put BCO SANTANDER N... Endless - - 3.97 3.97 Yes -
Soc. Generale Knock-Out BSD2   5.45% Call BCO SANTANDER N... Endless - - 3.00 3.00 Yes -
Soc. Generale Knock-Out BSD2   4.66% Call BCO SANTANDER N... Endless - - 3.03 3.03 Yes -
Citi Knock-Out BSD2   12.52% Call BCO SANTANDER N... Endless - - 2.67 2.78 Yes -
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