Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out PNC   15.46% Call PNC Financial S... Endless 2.35 2.42 134.30 134.30 Yes -
Goldman Sachs Knock-Out PNC   16.36% Call PNC Financial S... Endless 2.48 2.55 132.88 132.88 Yes -
Goldman Sachs Knock-Out PNC   17.32% Call PNC Financial S... Endless 2.62 2.69 131.34 131.34 Yes -
Goldman Sachs Knock-Out PNC   18.23% Call PNC Financial S... Endless 2.76 2.83 129.89 129.89 Yes -
Goldman Sachs Knock-Out PNC   19.66% Call PNC Financial S... Endless 2.96 3.03 127.63 127.63 Yes -
Goldman Sachs Knock-Out PNC   20.81% Call PNC Financial S... Endless 3.13 3.20 125.79 125.79 Yes -
Morgan Stanley Knock-Out PNC   21.29% Call PNC Financial S... Endless 4.30 4.41 112.86 125.00 Yes -
Goldman Sachs Knock-Out PNC   21.80% Call PNC Financial S... Endless 3.28 3.35 124.23 124.23 Yes -
Goldman Sachs Knock-Out PNC   22.65% Call PNC Financial S... Endless 3.40 3.47 122.88 122.88 Yes -
Morgan Stanley Knock-Out PNC   24.03% Call PNC Financial S... Endless 3.60 3.71 120.66 120.66 Yes -
Goldman Sachs Knock-Out PNC   24.15% Call PNC Financial S... Endless 3.62 3.69 120.49 120.49 Yes -
Goldman Sachs Knock-Out PNC   25.64% Call PNC Financial S... Endless 3.84 3.91 118.13 118.13 Yes -
Goldman Sachs Knock-Out PNC   27.22% Call PNC Financial S... Endless 4.07 4.14 115.61 115.61 Yes -
Morgan Stanley Knock-Out PNC   22.31% Call PNC Financial S... Endless 4.20 4.31 113.92 113.92 Yes +133.89%
Goldman Sachs Knock-Out PNC   32.57% Call PNC Financial S... Endless 4.86 4.93 107.12 107.12 Yes -
Morgan Stanley Knock-Out PNC   33.81% Call PNC Financial S... Endless 5.96 6.07 94.91 105.13 Yes -
Morgan Stanley Knock-Out PNC   37.24% Call PNC Financial S... Endless 5.53 5.64 99.67 99.67 Yes -
Morgan Stanley Knock-Out PNC   40.62% Call PNC Financial S... Endless 6.03 6.14 94.31 94.31 Yes -
Morgan Stanley Knock-Out PNC   47.63% Call PNC Financial S... Endless 7.79 7.90 75.10 83.18 Yes -
Goldman Sachs Knock-Out PNC   46.01% Call PNC Financial S... Endless 7.44 7.51 79.18 79.18 Yes +65.99%
Morgan Stanley Knock-Out PNC   50.75% Call PNC Financial S... Endless 7.52 7.63 78.22 78.22 Yes -
Morgan Stanley Knock-Out PNC   53.86% Call PNC Financial S... Endless 7.97 8.08 73.28 73.28 Yes -
Goldman Sachs Knock-Out PNC   84.91% Call PNC Financial S... Endless 12.71 12.78 22.14 22.14 Yes +37.24%