Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
HSBC Knock-Out NK   - Call Imerys Endless - - 32.45 32.45 Yes -
HSBC Knock-Out NK   34.59% Call Imerys Endless 1.050 1.060 18.97 18.97 Yes -
HSBC TUR.WAR.OP.END. IY4   - Call Imerys Endless - - 31.53 31.53 Yes -
HSBC Knock-Out NK   5.83% Call Imerys Endless 2.30 2.38 27.31 27.31 Yes -
HSBC TUR.WAR.OP.END. IY4   - Call Imerys Endless - - 30.94 30.94 Yes -
HSBC TUR.WAR.OP.END. IY4   - Call Imerys Endless - - 30.03 30.03 Yes -
HSBC Knock-Out NK   - Call Imerys Endless - - 31.53 31.53 Yes -
HSBC Knock-Out NK   5.83% Call Imerys Endless 2.260 2.340 27.31 27.31 Yes -
HSBC Knock-Out NK   - Call Imerys Endless - - 30.94 30.94 Yes -
HSBC Knock-Out NK   - Call Imerys Endless - - 30.03 30.03 Yes -
HSBC Knock-Out NK   - Call Imerys Endless - - 31.53 31.53 Yes -
HSBC TUR.WAR.OP.END. IY4   - Call Imerys Endless - - 29.14 29.14 Yes -
HSBC Knock-Out NK   - Call Imerys Endless - - 30.94 30.94 Yes -
HSBC Knock-Out NK   - Call Imerys Endless - - 30.03 30.03 Yes -
Morgan Stanley Knock-Out NK   38.55% Call Imerys Endless 1.29 1.30 16.50 17.82 Yes -19.25%
HSBC Knock-Out NK   - Call Imerys Endless - - 29.14 29.14 Yes -
HSBC TUR.WAR.OP.END. IY4   - Call Imerys Endless - - 33.52 33.52 Yes -
HSBC TUR.WAR.OP.END. IY4   - Call Imerys Endless - - 31.84 31.84 Yes -
Morgan Stanley Knock-Out NK   34.41% Call Imerys Endless 1.040 1.050 19.02 19.02 Yes -21.90%
HSBC Knock-Out NK   - Call Imerys Endless - - 29.14 29.14 Yes -
Morgan Stanley Knock-Out NK   27.93% Call Imerys Endless 1.000 1.010 19.35 20.90 Yes -29.32%
HSBC Knock-Out NK   - Call Imerys Endless - - 31.84 31.84 Yes -
Morgan Stanley Knock-Out NK   59.83% Call Imerys Endless 1.86 1.87 10.81 11.65 Yes -
HSBC TUR.WAR.OP.END. IY4   - Call Imerys Endless - - 30.33 30.33 Yes -
Morgan Stanley Knock-Out NK   20.66% Call Imerys Endless 0.810 0.820 21.30 23.01 Yes -27.59%
HSBC Knock-Out NK   - Call Imerys Endless - - 31.84 31.84 Yes -
Morgan Stanley Knock-Out NK   5.07% Call Imerys Endless 0.390 0.400 25.49 27.53 Yes -
HSBC Knock-Out NK   - Call Imerys Endless - - 30.33 30.33 Yes -
Morgan Stanley Knock-Out NK   16.15% Call Imerys Endless - - 24.32 24.32 Yes -
Morgan Stanley Knock-Out NK   38.48% Call Imerys Endless 1.16 1.17 17.84 17.84 Yes -26.85%