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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UniCredit Knock-Out SREN   45.09% Call SWISS RE N Endless 5.250 5.280 60.71 60.71 Yes +85.21%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   45.09% Call SWISS RE N Endless 5.230 5.280 60.71 60.71 Yes +84.91%
Soc. Generale Knock-Out SREN   43.84% Call SWISS RE N Endless - - 60.87 62.09 Yes -
Soc. Generale Knock-Out SREN   44.71% Call SWISS RE N Endless 5.190 5.330 61.13 61.13 Yes +74.66%
Soc. Generale Knock-Out SREN   44.71% Call SWISS RE N Endless - - 61.13 61.13 Yes +76.43%
Soc. Generale Knock-Out SREN   43.23% Call SWISS RE N Endless - - 61.54 62.77 Yes +78.28%
Soc. Generale Knock-Out SREN   43.23% Call SWISS RE N Endless 5.120 5.260 61.54 62.77 Yes +76.12%
BVT Knock-Out SREN   44.02% Call SWISS RE N Endless - - 61.89 61.89 Yes +87.14%
BVT Knock-Out SREN   44.02% Call SWISS RE N Endless - - 61.89 61.89 Yes +83.93%
BVT Knock-Out SREN   42.51% Call SWISS RE N Endless - - 61.91 63.56 Yes +83.57%
BVT Knock-Out SREN   42.51% Call SWISS RE N Endless - - 61.91 63.56 Yes +88.13%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   43.86% Call SWISS RE N Endless 5.100 5.150 62.07 62.07 Yes +88.60%
UniCredit Knock-Out SREN   43.86% Call SWISS RE N Endless - - 62.07 62.07 Yes +88.19%
UniCredit Knock-Out SREN   43.86% Call SWISS RE N Endless 5.110 5.140 62.07 62.07 Yes +88.93%
UniCredit Knock-Out SREN   43.33% Call SWISS RE N Endless 5.050 5.080 62.66 62.66 Yes +90.23%
UniCredit Knock-Out SREN   43.33% Call SWISS RE N Endless - - 62.66 62.66 Yes +89.47%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   43.33% Call SWISS RE N Endless 5.040 5.090 62.66 62.66 Yes +90.60%
BVT Knock-Out SREN   42.96% Call SWISS RE N Endless - - 63.06 63.06 Yes +85.98%
BVT Knock-Out SREN   42.96% Call SWISS RE N Endless - - 63.06 63.06 Yes +90.33%
Soc. Generale Knock-Out SSREF   44.82% Call Swiss Re Ltd Endless 4.960 5.100 63.38 63.38 Yes +79.27%
Soc. Generale Knock-Out SSREF   44.82% Call Swiss Re Ltd Endless - - 63.38 63.38 Yes +82.18%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   42.30% Call SWISS RE N Endless 4.9100 4.9600 63.80 63.80 Yes +94.12%
UniCredit Knock-Out SREN   42.30% Call SWISS RE N Endless - - 63.80 63.80 Yes +93.70%
UniCredit Knock-Out SREN   42.30% Call SWISS RE N Endless 4.930 4.960 63.80 63.80 Yes +93.73%
BVT Knock-Out SREN   42.01% Call SWISS RE N Endless - - 64.12 64.12 Yes +88.89%
BVT Knock-Out SREN   42.01% Call SWISS RE N Endless - - 64.12 64.12 Yes +93.44%
UniCredit Knock-Out SREN   41.47% Call SWISS RE N Endless 4.840 4.870 64.71 64.71 Yes +97.15%
UniCredit Knock-Out SREN   41.47% Call SWISS RE N Endless - - 64.71 64.71 Yes +95.94%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   41.47% Call SWISS RE N Endless 4.8200 4.8700 64.71 64.71 Yes +96.76%
BVT Knock-Out SREN   39.90% Call SWISS RE N Endless - - 64.73 66.45 Yes +96.41%
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