Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out OC   9.70% Call Owens Corning I... Endless 3.04 3.37 136.75 148.99 Yes -
Morgan Stanley Knock-Out OC   11.73% Call Owens Corning I... Endless 2.22 2.55 145.65 145.65 Yes -
Morgan Stanley Knock-Out OC   24.42% Call Owens Corning I... Endless 4.22 4.55 124.71 124.71 Yes -
Morgan Stanley Knock-Out OC   24.79% Call Owens Corning I... Endless 5.24 5.57 113.90 124.09 Yes -
Morgan Stanley Knock-Out OC   0.87% Call Owens Corning I... Endless 1.74 2.07 150.13 163.57 Yes -
Morgan Stanley Knock-Out OC   50.73% Call Owens Corning I... Endless 9.04 9.37 74.61 81.29 Yes -
Morgan Stanley Knock-Out OC   0.77% Call Owens Corning I... Endless 0.520 0.850 163.73 163.73 Yes -
Morgan Stanley Knock-Out OC   -20.79% Put Owens Corning I... Endless 2.89 3.22 199.30 199.30 Yes -
Morgan Stanley Knock-Out OC   -20.82% Put Owens Corning I... Endless 4.77 5.10 219.08 199.36 Yes -
BNP Paribas Knock-Out OC   9.30% Call Owens Corning I... Endless - - 149.66 149.66 Yes -
BNP Paribas Knock-Out OC   35.44% Call Owens Corning I... Endless - - 106.52 106.52 Yes -
BNP Paribas Knock-Out OC   22.37% Call Owens Corning I... Endless - - 128.09 128.09 Yes -
BNP Paribas Knock-Out OC   16.55% Call Owens Corning I... Endless - - 128.09 137.70 Yes -
BNP Paribas Knock-Out OC   30.60% Call Owens Corning I... Endless - - 106.52 114.51 Yes -
BNP Paribas Knock-Out OC   5.91% Call Owens Corning I... Endless - - 144.42 155.25 Yes -
BNP Paribas Knock-Out OC   0.90% Call Owens Corning I... Endless - - 163.51 163.51 Yes -
BNP Paribas Knock-Out OC   0.16% Call Owens Corning I... Endless - - 153.24 164.73 Yes -
BNP Paribas Knock-Out OC   16.55% Call Owens Corning I... Endless - - 128.09 137.70 Yes -
BNP Paribas Knock-Out OC   30.60% Call Owens Corning I... Endless - - 106.52 114.51 Yes -
BNP Paribas Knock-Out OC   9.30% Call Owens Corning I... Endless - - 149.66 149.66 Yes -
BNP Paribas Knock-Out OC   35.44% Call Owens Corning I... Endless - - 106.52 106.52 Yes -
BNP Paribas Knock-Out OC   22.37% Call Owens Corning I... Endless - - 128.09 128.09 Yes -
BNP Paribas Knock-Out OC   5.91% Call Owens Corning I... Endless - - 144.42 155.25 Yes -
BNP Paribas Knock-Out OC   0.16% Call Owens Corning I... Endless - - 153.24 164.73 Yes -
BNP Paribas Knock-Out OC   0.90% Call Owens Corning I... Endless - - 163.51 163.51 Yes -