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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out SREN   13.79% Call SWISS RE N Endless 1.64 1.65 92.78 92.78 Yes -
UniCredit Knock-Out SREN   34.62% Call SWISS RE N Endless 3.98 3.99 70.35 70.35 Yes +74.67%
BVT Knock-Out SREN   29.70% Call SWISS RE N Endless 3.46 3.47 75.63 75.63 Yes +88.59%
UniCredit Knock-Out SREN   33.43% Call SWISS RE N Endless 3.85 3.86 71.62 71.62 Yes +78.24%
Soc. Generale Knock-Out SREN   30.55% Call SWISS RE N Endless 3.55 3.56 74.72 74.72 Yes +75.74%
BVT Knock-Out SREN   33.60% Call SWISS RE N Endless 3.90 3.91 71.44 71.44 Yes +73.01%
Goldman Sachs Knock-Out SREN   6.15% Call SWISS RE N Endless 0.820 0.830 101.00 101.00 Yes -
BVT Knock-Out SSREF   - Call Swiss Re Ltd Endless - - 106.49 106.49 Yes -
Morgan Stanley Knock-Out SREN   55.35% Call SWISS RE N Endless 6.31 6.32 48.04 48.04 Yes +34.12%
Soc. Generale Knock-Out SSREF   56.41% Call Swiss Re Ltd Endless 6.24 6.25 48.89 48.89 Yes +36.84%
Soc. Generale Knock-Out SSREF   53.32% Call Swiss Re Ltd Endless 5.88 5.89 52.35 52.35 Yes +39.34%
BVT Knock-Out SREN   37.59% Call SWISS RE N Endless 4.35 4.36 67.15 67.15 Yes +62.69%
Soc. Generale Knock-Out SREN   36.20% Call SWISS RE N Endless 4.29 4.30 67.27 68.64 Yes +58.46%
UniCredit Knock-Out SREN   38.34% Call SWISS RE N Endless 4.40 4.41 66.34 66.34 Yes +65.17%
Soc. Generale Knock-Out SREN   30.94% Call SWISS RE N Endless 3.72 3.73 72.81 74.30 Yes +71.10%
Soc. Generale Knock-Out SREN   47.06% Call SWISS RE N Endless 5.40 5.41 56.96 56.96 Yes +43.24%
Soc. Generale Knock-Out SSREF   41.21% Call Swiss Re Ltd Endless 4.46 4.47 65.94 65.94 Yes +55.02%
UniCredit Knock-Out SREN   52.77% Call SWISS RE N Endless 6.01 6.02 50.81 50.81 Yes +42.76%
UniCredit Knock-Out SREN   46.89% Call SWISS RE N Endless 5.35 5.36 57.14 57.14 Yes +49.72%
UniCredit Knock-Out SREN   41.50% Call SWISS RE N Endless 4.75 4.76 62.94 62.94 Yes +57.48%
BVT Knock-Out SREN   46.89% Call SWISS RE N Endless 5.53 5.54 55.68 57.14 Yes +46.17%
Goldman Sachs Knock-Out SREN   24.33% Call SWISS RE N Endless 2.82 2.83 81.44 81.44 Yes -
Soc. Generale Knock-Out SREN   18.54% Call SWISS RE N Endless 2.21 2.22 87.64 87.64 Yes -
BVT Knock-Out SREN   18.21% Call SWISS RE N Endless 2.40 2.41 85.73 88.00 Yes -
BVT Knock-Out SREN   16.00% Call SWISS RE N Endless 1.93 1.94 90.37 90.37 Yes -
BNP Paribas Knock-Out SREN   16.84% Call SWISS RE N Endless 2.42 2.43 85.21 89.47 Yes -
Goldman Sachs Knock-Out SREN   19.23% Call SWISS RE N Endless 2.24 2.25 86.93 86.93 Yes -
BVT Knock-Out SREN   26.80% Call SWISS RE N Endless 3.14 3.15 78.75 78.75 Yes +105.88%
BVT Knock-Out SREN   31.28% Call SWISS RE N Endless 3.64 3.65 73.93 73.93 Yes +81.59%
BVT Knock-Out SREN   22.92% Call SWISS RE N Endless 2.70 2.71 82.93 82.93 Yes +141.96%
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