15.05.2013Ticker Name GICS_SECTOR_NAME ATM RefDividendYieldNext Ex-DividendDateATM Vol -30DATM Vol -60DATM Vol -90DATM Vol...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM RefDividendYieldNext Ex-DividendDateATM Vol -30DATM Vol -60DATM Vol -90DATM Vol...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM2 RefDividendYieldNext Ex-DividendDateATM2Vol - 30DATM2Vol - 60DATM2Vol - 90DATM...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM2 RefDividendYieldNext Ex-DividendDateATM2Vol - 30DATM2Vol - 60DATM2Vol - 90DATM...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM3 RefDividendYieldNext Ex-DividendDateATM3Vol - 30DATM3Vol - 60DATM3Vol - 90DATM...
Upcoming SlideShare
Loading in …5
×

STOXX 600 Index - Dividends and Implied Volatility Surfaces Parameters

533 views

Published on

STOXX 600 Index - Dividends and Implied Volatility Surfaces Parameters

Published in: Business, Economy & Finance
  • Be the first to comment

  • Be the first to like this

STOXX 600 Index - Dividends and Implied Volatility Surfaces Parameters

  1. 1. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM RefDividendYieldNext Ex-DividendDateATM Vol -30DATM Vol -60DATM Vol -90DATM Vol -6MATM Vol -12MATM Vol -18MATM Vol -24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24MNESN VX Equity NESTLE SA-REG Consumer Staples 68.00 3.16% 16.04.2014 13.86 13.64 13.69 13.85 14.29 14.85 15.07 -0.412 -0.309 -0.270 -0.207 -0.131 -0.085 -0.047 0.056 0.023 0.017 0.008 0.003 0.002 0.002HSBA LN Equity HSBC HOLDINGS PLC Financials 755.10 5.23% 21.08.2013 18.59 16.88 17.32 18.52 19.14 19.45 19.93 -0.208 -0.220 -0.196 -0.144 -0.048 -0.018 -0.015 0.010 0.010 0.008 0.004 0.002 0.002 0.002NOVN VX Equity NOVARTIS AG-REG Health Care 73.20 3.28% 28.02.2014 14.73 14.73 14.79 14.95 15.03 14.98 15.06 -0.183 -0.139 -0.132 -0.115 -0.051 -0.041 -0.028 0.047 0.017 0.011 0.005 0.002 0.002 0.001ROG VX Equity ROCHE HOLDING AG-GENUSSCHEIN Health Care 248.30 3.30% 10.03.2014 16.81 16.19 16.33 16.87 16.63 17.40 17.48 -0.274 -0.165 -0.146 -0.118 -0.051 -0.039 -0.018 0.040 0.012 0.008 0.004 0.003 0.003 0.004VOD LN Equity VODAFONE GROUP PLC Telecommunication Services195.85 5.25% 05.06.2013 23.71 23.67 23.17 22.10 20.70 17.78 16.87 0.095 0.086 0.065 0.012 0.003 0.020 0.025 0.014 0.006 0.003 0.002 0.001 0.001 0.000BP/ LN Equity BP PLC Energy 468.80 5.26% 07.08.2013 16.28 16.01 16.62 17.55 18.93 19.17 18.71 -0.249 -0.212 -0.173 -0.126 -0.067 -0.097 -0.122 0.039 0.007 0.004 0.003 0.001 0.003 0.003SAN FP Equity SANOFI Health Care 84.80 3.66% 12.05.2014 20.70 20.32 20.57 21.00 20.91 22.47 21.64 -0.311 -0.231 -0.212 -0.175 -0.095 -0.059 -0.055 0.041 0.010 0.006 0.004 0.002 0.001 0.001GSK LN Equity GLAXOSMITHKLINE PLC Health Care 1718.50 4.66% 07.08.2013 14.47 13.97 14.46 15.02 15.63 16.24 15.52 -0.097 -0.120 -0.109 -0.087 -0.050 -0.085 -0.069 0.002 0.005 0.005 0.003 0.002 0.005 0.004RDSA NA Equity ROYAL DUTCH SHELL PLC-A SHS Energy 26.35 5.36% 14.08.2013 10.23 11.36 11.57 12.35 13.10 13.10 12.98 -0.422 -0.227 -0.194 -0.119 -0.082 -0.048 -0.012 0.045 0.015 0.010 0.009 0.005 0.003 0.003BATS LN Equity BRITISH AMERICAN TOBACCO PLC Consumer Staples 3759.00 3.88% 21.08.2013 17.15 17.10 17.16 17.62 -0.556 -0.236 -0.168 -0.101 0.025 0.011 0.008 0.004FP FP Equity TOTAL SA Energy 38.80 6.13% 16.12.2013 16.73 16.74 16.91 17.47 18.05 18.71 18.24 -0.233 -0.123 -0.136 -0.131 -0.066 -0.047 -0.040 0.045 0.015 0.010 0.005 0.002 0.001 0.001BAYN GY Equity BAYER AG-REG Health Care 85.00 2.35% 28.04.2014 19.77 20.17 20.65 21.71 22.26 22.06 21.63 -0.303 -0.216 -0.182 -0.130 -0.088 -0.063 -0.058 0.040 0.010 0.007 0.003 0.002 0.002 0.002SIE GY Equity SIEMENS AG-REG Industrials 81.19 3.70% 24.01.2014 14.83 15.00 15.55 16.86 18.13 18.76 19.24 -0.233 -0.206 -0.203 -0.185 -0.132 -0.106 -0.094 0.043 0.012 0.008 0.004 0.002 0.001 0.001BAS GY Equity BASF SE Materials 73.41 3.68% 02.05.2014 20.50 20.16 20.66 21.46 23.38 23.24 23.61 -0.293 -0.193 -0.151 -0.091 -0.034 -0.007 0.021 0.039 0.009 0.005 0.002 0.000 -0.001 -0.002DGE LN Equity DIAGEO PLC Consumer Staples 2060.00 2.33% 04.09.2013 14.94 14.82 14.94 15.94 16.26 15.88 15.77 -0.142 -0.170 -0.158 -0.129 -0.091 -0.060 -0.049 0.019 0.015 0.009 0.004 0.003 0.003 0.002SAP GY Equity SAP AG Information Technology 64.00 1.33% 26.05.2014 20.82 19.89 20.07 20.23 20.60 21.83 22.07 -0.300 -0.296 -0.275 -0.216 -0.177 -0.150 -0.135 0.043 0.011 0.007 0.004 0.002 0.001 0.001NOVOB DC Equity NOVO NORDISK A/S-B Health Care 1015.00 2.07% 20.03.2014 23.05 22.24 23.41 22.03 -0.066 -0.055 -0.033 -0.003 0.001 0.000 0.000 0.000ABI BB Equity ANHEUSER-BUSCH INBEV NV Consumer Staples 75.82 2.37% 16.10.2013 18.90 19.35 19.61 19.90 20.29 20.29 -0.246 -0.109 -0.118 -0.129 -0.103 -0.103 0.033 0.005 0.003 0.003 0.002 0.002SAN SQ Equity BANCO SANTANDER SA Financials 5.44 11.03% 08.07.2013 31.24 31.19 30.49 30.01 28.28 25.83 24.08 -0.152 -0.229 -0.217 -0.165 -0.069 0.039 0.289 0.001 0.003 0.002 0.000 -0.001 0.000 0.000ALV GY Equity ALLIANZ SE-REG Financials 118.25 4.06% 08.05.2014 22.42 20.97 21.21 21.84 22.79 22.64 20.46 -0.248 -0.190 -0.166 -0.133 -0.096 -0.061 -0.043 0.038 0.010 0.006 0.003 0.001 0.000 0.000UNA NA Equity UNILEVER NV-CVA Consumer Staples 32.90 3.30% 07.08.2013 13.35 13.42 13.97 14.88 15.72 15.85 15.57 -0.176 -0.127 -0.134 -0.144 -0.093 -0.068 -0.045 0.047 0.013 0.009 0.005 0.004 0.003 0.003UBSN VX Equity UBS AG-REG Financials 17.64 1.30% 06.05.2014 24.40 23.35 23.48 24.33 25.10 25.58 24.70 -0.253 -0.157 -0.157 -0.173 -0.150 -0.136 -0.130 0.051 0.014 0.009 0.004 0.002 0.001 0.001ENI IM Equity ENI SPA Energy 18.90 5.77% 23.09.2013 18.71 18.39 18.99 19.96 19.81 19.39 18.36 -0.139 -0.201 -0.192 -0.152 -0.117 -0.098 -0.081 0.039 0.013 0.009 0.005 0.002 0.002 0.002AZN LN Equity ASTRAZENECA PLC Health Care 3379.00 5.64% 07.08.2013 13.17 13.22 13.97 14.84 15.53 15.39 15.37 -0.212 -0.169 -0.135 -0.118 -0.059 -0.063 -0.065 0.013 0.009 0.007 0.004 0.002 0.002 0.003BG/ LN Equity BG GROUP PLC Energy 1222.50 1.55% 31.07.2013 25.25 23.55 23.98 24.74 24.88 24.88 -0.018 -0.115 -0.106 -0.052 -0.040 -0.040 0.005 0.004 0.003 0.001 0.000 0.000BNP FP Equity BNP PARIBAS Financials 45.67 3.28% 30.05.2014 29.65 29.04 29.24 29.97 28.46 28.37 27.24 -0.272 -0.190 -0.169 -0.150 -0.124 -0.081 -0.084 0.034 0.006 0.005 0.003 0.002 0.002 0.003BLT LN Equity BHP BILLITON PLC Materials 1905.50 4.18% 04.09.2013 25.76 24.85 24.85 25.75 25.91 26.19 27.44 -0.167 -0.177 -0.161 -0.137 -0.081 -0.068 -0.088 0.011 0.006 0.002 0.001 0.000 0.002 0.001DAI GY Equity DAIMLER AG-REGISTERED SHARES Consumer Discretionary 46.47 4.73% 10.04.2014 26.46 24.50 24.78 25.37 25.95 25.56 26.27 -0.263 -0.159 -0.117 -0.072 -0.029 0.014 0.029 0.038 0.006 0.003 0.001 0.000 0.000 0.000TEF SQ Equity TELEFONICA SA Telecommunication Services 11.18 3.13% 07.11.2013 22.49 22.90 23.12 23.59 22.32 21.87 19.91 -0.141 -0.212 -0.210 -0.176 -0.159 -0.059 0.084 0.003 0.002 0.000 0.000 0.002 0.001 -0.002ULVR LN Equity UNILEVER PLC Consumer Staples 2855.00 3.24% 07.08.2013 14.15 13.80 14.27 15.05 15.18 15.18 -0.123 -0.150 -0.156 -0.131 -0.102 -0.102 0.005 0.006 0.006 0.004 0.003 0.003SAB LN Equity SABMILLER PLC Consumer Staples 3665.50 1.88% 07.08.2013 19.23 18.88 18.67 18.22 -0.057 -0.071 -0.090 -0.102 0.002 0.002 0.003 0.004RIO LN Equity RIO TINTO PLC Materials 2914.50 4.06% 14.08.2013 30.70 29.59 29.56 30.26 30.66 31.51 31.51 -0.170 -0.163 -0.148 -0.111 -0.083 -0.055 -0.047 0.008 0.004 0.002 0.001 0.000 -0.001 -0.001BARC LN Equity BARCLAYS PLC Financials 319.80 2.35% 07.08.2013 27.03 26.69 27.24 28.26 30.12 29.47 29.33 -0.331 -0.260 -0.224 -0.167 -0.114 -0.066 -0.067 0.011 0.007 0.005 0.002 0.001 0.001 0.002BBVA SQ Equity BANCO BILBAO VIZCAYA ARGENTA Financials 7.46 5.63% 08.07.2013 30.02 30.66 30.46 30.28 29.43 29.10 29.09 -0.179 -0.281 -0.290 -0.253 -0.154 -0.120 -0.028 0.002 0.001 0.001 0.000 -0.003 -0.003 -0.006ABBN VX Equity ABB LTD-REG Industrials 21.64 3.23% 30.04.2014 18.26 17.55 18.12 19.38 20.40 20.78 20.88 -0.116 -0.160 -0.166 -0.154 -0.104 -0.093 -0.091 0.044 0.013 0.009 0.004 0.002 0.001 0.001NG/ LN Equity NATIONAL GRID PLC Utilities 845.00 4.83% 05.06.2013 17.00 14.59 14.68 14.72 14.88 14.88 -0.030 -0.078 -0.097 -0.080 -0.058 -0.058 0.006 0.005 0.004 0.004 0.003 0.003RB/ LN Equity RECKITT BENCKISER GROUP PLC Consumer Staples 4791.00 2.84% 07.08.2013 17.32 17.28 17.77 18.62 19.00 19.00 -0.088 -0.101 -0.084 -0.059 -0.057 -0.057 0.011 0.008 0.005 0.002 0.001 0.001STAN LN Equity STANDARD CHARTERED PLC Financials 1581.00 3.79% 07.08.2013 25.80 23.91 24.29 24.76 24.98 24.98 -0.283 -0.259 -0.212 -0.137 -0.124 -0.124 0.009 0.004 0.002 0.002 0.001 0.001MC FP Equity LVMH MOET HENNESSY LOUIS VUI Consumer Discretionary 137.95 2.32% 29.11.2013 21.06 20.49 20.78 21.58 22.41 22.08 22.60 -0.179 -0.159 -0.159 -0.133 -0.099 -0.098 -0.082 0.030 0.006 0.005 0.003 0.001 0.001 0.000PRU LN Equity PRUDENTIAL PLC Financials 1184.00 2.50% 21.08.2013 32.96 28.27 27.71 27.48 26.34 23.14 21.83 -0.319 -0.250 -0.211 -0.144 -0.131 -0.026 -0.009 0.016 0.008 0.006 0.003 0.002 0.003 0.003BN FP Equity DANONE Consumer Staples 58.90 2.63% 06.05.2014 21.16 20.02 20.12 20.64 20.87 21.17 19.27 -0.395 -0.262 -0.206 -0.142 -0.052 -0.015 -0.044 0.042 0.012 0.008 0.004 0.002 0.002 0.002CFR VX Equity CIE FINANCIERE RICHEMON-BR A Consumer Discretionary 82.80 0.74% 18.09.2013 28.54 26.64 26.72 27.31 27.30 27.77 -0.407 -0.184 -0.167 -0.135 -0.090 -0.080 0.020 0.005 0.004 0.002 0.001 0.001CSGN VX Equity CREDIT SUISSE GROUP AG-REG Financials 28.84 2.60% 30.04.2014 27.16 25.53 25.71 26.34 27.02 26.75 26.55 -0.189 -0.205 -0.199 -0.178 -0.145 -0.124 -0.118 0.042 0.009 0.006 0.003 0.001 0.001 0.002DBK GY Equity DEUTSCHE BANK AG-REGISTERED Financials 36.73 2.04% 23.05.2014 32.94 29.97 29.74 29.70 29.70 30.07 30.25 -0.316 -0.264 -0.245 -0.201 -0.144 -0.128 -0.112 0.037 0.006 0.004 0.002 0.001 0.002 0.001TSCO LN Equity TESCO PLC Consumer Staples 375.15 3.93% 09.10.2013 17.65 17.13 16.98 17.29 17.84 17.08 16.68 -0.197 -0.123 -0.100 -0.081 -0.048 -0.036 -0.049 0.011 0.005 0.004 0.003 0.001 0.001 0.002GLEN LN Equity GLENCORE XSTRATA PLC Materials 333.95 5.33% 28.08.2013 32.58 31.03 30.43 29.65 28.47 27.28 25.99 -0.400 -0.222 -0.169 -0.133 -0.059 -0.009 -0.018 0.025 0.004 0.005 0.002 0.003 0.008 0.006OR FP Equity LOREAL Consumer Staples 135.70 1.77% 28.04.2014 21.56 21.00 21.06 21.15 21.44 20.57 20.60 -0.286 -0.234 -0.212 -0.165 -0.117 -0.080 -0.107 0.035 0.009 0.006 0.003 0.001 0.001 0.000SU FP Equity SCHNEIDER ELECTRIC SA Industrials 58.81 3.32% 02.05.2014 25.29 25.59 26.27 27.72 29.18 28.49 28.50 -0.259 -0.184 -0.166 -0.137 -0.099 -0.053 0.007 0.036 0.007 0.005 0.002 0.001 0.000 0.001ZURN VX Equity ZURICH INSURANCE GROUP AG Financials 270.60 6.47% 02.04.2014 20.55 16.33 16.06 15.98 16.25 16.18 16.02 -0.310 -0.240 -0.207 -0.172 -0.129 -0.080 -0.057 0.037 0.015 0.011 0.006 0.003 0.002 0.002CS FP Equity AXA SA Financials 14.97 5.35% 05.05.2014 26.00 25.04 25.30 26.21 27.60 26.76 24.96 -0.278 -0.151 -0.137 -0.130 -0.073 -0.031 -0.087 0.045 0.008 0.006 0.003 0.002 0.002 0.003AI FP Equity AIR LIQUIDE SA Materials 97.69 5.32% 12.05.2014 16.36 16.75 16.92 17.78 18.22 18.90 19.38 -0.008 -0.131 -0.133 -0.113 -0.115 -0.095 -0.076 0.042 0.012 0.008 0.004 0.002 0.003 0.001BT/A LN Equity BT GROUP PLC Telecommunication Services312.40 3.14% 23.12.2013 23.53 22.28 22.95 23.43 23.52 19.13 17.35 -0.187 -0.265 -0.205 -0.114 -0.083 -0.085 -0.114 0.008 0.003 0.002 0.003 0.002 0.000 -0.001SYNN VX Equity SYNGENTA AG-REG Materials 399.20 2.58% 28.04.2014 17.78 16.99 17.44 18.48 19.16 19.10 18.97 -0.225 -0.117 -0.124 -0.167 -0.116 -0.103 -0.090 0.040 0.009 0.005 0.003 0.002 0.001 0.002LLOY LN Equity LLOYDS BANKING GROUP PLC Financials 59.43 07.08.2013 27.88 25.40 26.59 28.75 28.22 33.46 35.17 -0.398 -0.210 -0.174 -0.154 -0.178 -0.062 -0.016 0.015 0.014 0.009 0.003 0.003 0.001 -0.001ERICB SS Equity ERICSSON LM-B SHS Information Technology 82.85 3.50% 10.04.2014 21.37 24.60 25.01 24.43 26.34 26.34 26.34 -0.281 -0.156 -0.133 -0.120 -0.116 -0.116 -0.116 0.067 0.014 0.005 0.003 0.003 0.003 0.003DTE GY Equity DEUTSCHE TELEKOM AG-REG Telecommunication Services 9.77 7.17% 19.05.2014 30.76 24.22 23.25 22.19 19.91 19.86 19.32 0.613 0.190 0.149 0.069 0.007 0.015 0.038 0.041 0.014 0.010 0.004 0.003 0.002 0.000LIN GY Equity LINDE AG Materials 151.10 3.77% 07.05.2014 16.53 16.31 16.85 18.09 19.50 20.36 20.26 -0.216 -0.168 -0.155 -0.122 -0.088 -0.069 -0.054 0.042 0.010 0.006 0.003 0.001 0.001 0.000RR/ LN Equity ROLLS-ROYCE HOLDINGS PLC Industrials 1226.00 1.77% 23.10.2013 21.48 21.53 21.60 21.72 -0.315 -0.264 -0.194 -0.094 0.012 0.009 0.006 0.001IMT LN Equity IMPERIAL TOBACCO GROUP PLC Consumer Staples 2292.00 5.06% 15.01.2014 16.93 17.03 17.47 17.81 -0.113 -0.085 -0.048 0.001 0.009 0.008 0.006 0.004INGA NA Equity ING GROEP NV-CVA Financials 6.88 2.91% 08.08.2013 31.44 30.40 30.73 31.66 31.62 30.66 32.38 -0.497 -0.245 -0.209 -0.134 -0.063 0.073 0.167 0.038 0.009 0.006 0.003 0.002 0.001 -0.002EOAN GY Equity E.ON SE Utilities 12.94 5.80% 09.05.2014 21.99 21.82 22.21 22.82 22.45 20.79 22.08 -0.238 -0.173 -0.165 -0.127 -0.037 0.029 0.135 0.051 0.013 0.008 0.003 0.002 0.002 0.000HMB SS Equity HENNES & MAURITZ AB-B SHS Consumer Discretionary 233.70 4.28% 24.04.2014 18.81 17.15 5.50 17.88 19.11 19.11 -0.226 -0.167 -0.090 -0.137 -0.113 -0.113 0.058 0.019 0.019 0.005 0.001 0.001AAL LN Equity ANGLO AMERICAN PLC Materials 1543.50 3.83% 14.08.2013 34.69 31.70 31.62 32.20 31.58 32.14 32.03 -0.180 -0.133 -0.109 -0.073 -0.011 -0.055 -0.051 0.005 0.003 0.001 -0.001 -0.001 -0.001 -0.001MUV2 GY Equity MUENCHENER RUECKVER AG-REG Financials 150.75 4.64% 24.04.2014 20.80 20.59 20.53 20.51 20.75 20.37 21.37 -0.323 -0.195 -0.167 -0.129 -0.076 -0.042 -0.062 0.039 0.010 0.007 0.004 0.002 0.001 0.001NDA SS Equity NORDEA BANK AB Financials 78.95 4.35% 14.03.2014 15.42 18.97 21.88 21.45 21.95 21.95 -0.204 -0.253 -0.290 -0.185 -0.137 -0.137 0.052 0.020 0.013 0.005 0.003 0.003GLE FP Equity SOCIETE GENERALE Financials 30.57 1.47% 02.06.2014 36.72 35.15 34.88 34.83 33.03 34.93 32.93 -0.304 -0.254 -0.229 -0.186 -0.125 -0.059 -0.020 0.032 0.006 0.005 0.003 0.001 0.000 0.001CNA LN Equity CENTRICA PLC Utilities 385.70 4.60% 25.09.2013 15.36 14.56 14.99 15.87 15.88 15.88 0.066 -0.074 -0.154 -0.148 -0.070 -0.070 0.008 0.010 0.010 0.006 0.002 0.002GSZ FP Equity GDF SUEZ Utilities 16.49 9.10% 15.11.2013 22.71 21.64 22.02 21.82 22.89 23.09 22.21 -0.221 -0.144 -0.142 -0.099 -0.067 -0.006 -0.010 0.045 0.010 0.007 0.003 0.002 0.002 0.003VOW3 GY Equity VOLKSWAGEN AG-PREF Consumer Discretionary 163.00 2.67% 22.04.2014 24.83 23.62 23.80 24.55 25.36 25.36 25.09 -0.205 -0.154 -0.143 -0.120 -0.078 -0.049 -0.032 0.029 0.005 0.004 0.002 0.002 0.002 0.003BMW GY Equity BAYERISCHE MOTOREN WERKE AG Consumer Discretionary 71.90 19.05.2014 22.34 22.13 22.36 23.14 22.61 23.97 23.44 0.119 -0.016 -0.030 -0.035 -0.029 -0.018 0.007 0.031 0.005 0.004 0.002 0.001 0.001 0.000UCG IM Equity UNICREDIT SPA Financials 4.19 2.15% 19.05.2014 36.71 35.73 36.19 37.14 36.20 36.85 38.18 -0.176 -0.143 -0.150 -0.135 -0.110 -0.053 -0.235 0.034 0.006 0.004 0.001 0.001 0.000 -0.001ITX SQ Equity INDITEX Consumer Discretionary 105.25 1.95% 02.05.2014 26.24 25.47 25.44 25.65 25.29 25.20 25.08 0.135 -0.155 -0.154 -0.138 -0.166 -0.116 -0.076 0.007 0.002 0.002 0.002 0.001 0.002 0.002ASML NA Equity ASML HOLDING NV Information Technology 60.77 0.95% 25.04.2014 25.07 26.83 27.21 26.98 27.83 28.09 28.39 -0.379 -0.218 -0.201 -0.167 -0.124 -0.103 -0.091 0.030 0.006 0.004 0.002 0.001 0.000 0.000IBE SQ Equity IBERDROLA SA Utilities 4.25 4.07% 03.01.2014 28.90 35.07 35.84 33.32 30.10 28.79 26.52 -0.153 -0.339 -0.394 -0.380 -0.295 -0.234 -0.136 0.005 0.003 0.002 0.001 0.002 0.001 -0.001EAD FP Equity EADS NV Industrials 43.14 1.39% 04.06.2014 26.35 25.75 26.01 26.71 26.21 27.18 27.07 -0.364 -0.177 -0.166 -0.145 -0.114 -0.115 -0.069 0.032 0.006 0.003 0.001 0.000 0.001 0.002ISP IM Equity INTESA SANPAOLO Financials 1.46 3.42% 19.05.2014 32.83 33.27 33.95 33.60 32.65 32.47 31.47 -0.326 -0.203 -0.200 -0.178 -0.110 -0.114 -0.042 0.045 0.005 0.003 0.003 0.001 0.001 0.002PHIA NA Equity KONINKLIJKE PHILIPS NV Industrials 22.40 3.57% 02.05.2014 23.22 21.69 22.14 23.35 23.95 23.59 24.02 -0.177 -0.226 -0.209 -0.170 -0.120 -0.092 -0.086 0.036 0.010 0.006 0.004 0.002 0.001 0.001SREN VX Equity SWISS RE AG Financials 74.20 5.12% 14.04.2014 21.22 19.16 19.06 19.33 19.72 19.82 19.99 -0.171 -0.181 -0.180 -0.152 -0.099 -0.067 -0.054 0.044 0.013 0.009 0.004 0.003 0.002 0.002VIV FP Equity VIVENDI Telecommunication Services 15.70 6.37% 05.05.2014 32.26 27.26 27.35 27.86 29.75 27.71 27.45 -0.277 -0.133 -0.122 -0.110 -0.045 -0.007 -0.015 0.033 0.006 0.005 0.002 -0.001 0.001 0.002G IM Equity ASSICURAZIONI GENERALI Financials 14.62 1.37% 19.05.2014 28.34 27.68 27.96 28.73 27.74 27.83 26.44 0.198 -0.250 -0.228 -0.184 -0.110 -0.063 -0.046 0.047 0.005 0.003 0.001 0.001 0.001 0.001RI FP Equity PERNOD-RICARD SA Consumer Staples 94.17 1.85% 02.07.2013 18.61 18.27 18.71 19.62 20.37 19.63 19.45 -0.252 -0.194 -0.156 -0.134 -0.073 -0.098 -0.111 0.038 0.008 0.004 0.003 0.002 0.001 0.001CPG LN Equity COMPASS GROUP PLC Consumer Discretionary 880.50 2.68% 22.01.2014 19.92 18.06 17.98 18.46 18.61 18.61 -0.389 -0.258 -0.187 -0.128 -0.109 -0.109 0.012 0.008 0.006 0.004 0.003 0.003DG FP Equity VINCI SA Industrials 37.86 1.45% 11.11.2013 20.00 19.96 20.66 21.99 22.65 21.88 21.96 -0.289 -0.218 -0.211 -0.150 -0.100 -0.110 -0.082 0.038 0.009 0.006 0.003 0.001 0.002 0.003UL NA Equity UNIBAIL-RODAMCO SE Financials 201.85 4.36% 07.05.2014 21.03 19.53 19.38 19.61 19.55 19.55 19.55 -0.260 -0.175 -0.156 -0.136 -0.116 -0.116 -0.116 0.037 0.012 0.009 0.005 0.003 0.003 0.003EI FP Equity ESSILOR INTERNATIONAL Health Care 88.84 0.99% 26.05.2014 22.62 22.10 22.40 22.86 22.32 22.37 22.33 -0.293 -0.156 -0.148 -0.127 -0.093 -0.093 -0.094 0.027 0.005 0.004 0.003 0.001 0.001 0.001ENEL IM Equity ENEL SPA Utilities 2.94 5.11% 23.06.2014 25.67 24.88 24.39 24.56 24.65 23.11 24.17 -0.294 -0.176 -0.145 -0.146 -0.152 -0.149 -0.085 0.068 0.006 0.004 0.001 0.001 0.001 0.001STL NO Equity STATOIL ASA Energy 130.80 15.05.2014 25.23 17.76 18.49 19.53 18.49 20.28 0.488 0.120 0.051 -0.010 -0.064 -0.045 0.058 0.013 0.007 0.007 0.000 -0.001SSE LN Equity SSE PLC Utilities 1592.00 5.36% 24.07.2013 14.15 13.89 14.05 13.59 -0.165 -0.131 -0.089 -0.037 0.005 0.005 0.004 0.003SWEDA SS Equity SWEDBANK AB - A SHARES Financials 165.50 6.28% 21.03.2014 20.46 20.78 7.28 21.94 23.03 23.03 -0.489 -0.297 -0.213 -0.183 -0.051 -0.051 0.068 0.021 0.025 0.006 0.002 0.002DPW GY Equity DEUTSCHE POST AG-REG Industrials 19.86 3.53% 30.05.2014 21.26 19.29 19.64 20.68 19.97 21.12 20.62 -0.034 -0.019 -0.037 -0.038 -0.035 -0.020 0.015 0.045 0.010 0.006 0.003 0.001 0.000 0.000ARM LN Equity ARM HOLDINGS PLC Information Technology 1098.00 0.46% 04.09.2013 26.71 27.19 27.86 28.95 -0.101 -0.099 -0.096 -0.090 0.004 0.003 0.002 0.001ADS GY Equity ADIDAS AG Consumer Discretionary 84.88 2.02% 09.05.2014 24.28 22.90 22.84 23.07 23.70 24.63 24.45 -0.150 -0.125 -0.116 -0.093 -0.067 -0.031 -0.009 0.039 0.009 0.005 0.002 0.000 0.000 -0.001WPP LN Equity WPP PLC Consumer Discretionary 1156.00 2.57% 09.10.2013 24.94 24.66 24.29 23.81 -0.059 -0.047 -0.031 -0.017 0.000 0.000 0.001 0.001SHBA SS Equity SVENSKA HANDELSBANKEN-A SHS Financials 296.80 3.77% 26.03.2014 17.78 18.71 5.16 18.55 20.30 20.30 -0.476 -0.303 -0.311 -0.216 -0.157 -0.157 0.071 0.025 0.030 0.008 0.003 0.003VOLVB SS Equity VOLVO AB-B SHS Industrials 94.15 3.19% 03.04.2014 19.36 18.96 6.90 23.33 25.15 25.15 -0.213 -0.126 -0.096 -0.107 -0.086 -0.086 0.065 0.022 0.021 0.006 0.000 0.000FTE FP Equity FRANCE TELECOM SA Telecommunication Services 8.30 6.03% 09.12.2013 26.13 26.07 26.61 26.17 25.01 22.61 20.49 -0.129 -0.116 -0.125 -0.100 -0.015 0.358 0.326 0.049 0.008 0.005 0.003 0.002 0.003 0.002BA/ LN Equity BAE SYSTEMS PLC Industrials 401.70 5.05% 16.10.2013 20.44 18.75 19.17 20.84 21.10 21.10 -0.011 -0.047 -0.051 -0.073 -0.075 -0.075 0.005 0.004 0.003 0.002 0.002 0.002SAMAS FH Equity SAMPO OYJ-A SHS Financials 32.02 4.37% 21.04.2014 17.13 15.95 16.30 17.33 -0.404 -0.209 -0.180 -0.156 0.033 0.007 0.005 0.003EXPN LN Equity EXPERIAN PLC Industrials 1268.00 1.85% 01.01.2014 18.87 19.29 19.86 20.52 -0.150 -0.132 -0.107 -0.068 0.008 0.007 0.005 0.002REP SQ Equity REPSOL SA Energy 18.42 3.07% 26.12.2013 28.44 27.60 26.64 25.78 23.71 24.23 24.16 -0.222 -0.384 -0.415 -0.385 -0.228 -0.291 -0.208 -0.005 0.002 0.003 0.003 0.000 0.001 -0.001SGO FP Equity COMPAGNIE DE SAINT-GOBAIN Industrials 32.43 3.82% 09.06.2014 25.87 24.75 25.49 27.05 27.03 27.30 26.62 -0.149 -0.098 -0.122 -0.133 -0.099 -0.054 -0.067 0.040 0.009 0.005 0.002 0.001 0.002 0.002UHR VX Equity SWATCH GROUP AG/THE-BR Consumer Discretionary 579.50 1.16% 21.05.2014 24.78 22.81 23.03 23.68 23.85 24.48 24.18 -0.331 -0.152 -0.123 -0.105 -0.087 -0.076 -0.067 0.019 0.005 0.004 0.002 0.002 0.002 0.002HOLN VX Equity HOLCIM LTD-REG Materials 77.45 1.87% 21.04.2014 20.03 19.89 20.32 21.14 21.73 21.69 22.03 -0.354 -0.160 -0.163 -0.142 -0.089 -0.070 -0.073 0.025 0.006 0.005 0.003 0.002 0.002 0.002CA FP Equity CARREFOUR SA Consumer Staples 23.60 2.54% 02.05.2014 31.18 31.24 31.45 31.66 32.08 31.16 30.10 -0.258 -0.175 -0.154 -0.120 -0.071 -0.079 -0.141 0.040 0.007 0.004 0.002 0.001 0.001 0.001HEN3 GY Equity HENKEL AG & CO KGAA VORZUG Consumer Staples 76.90 1.38% 15.04.2014 18.93 18.52 18.85 19.58 20.29 20.38 20.50 -0.162 -0.099 -0.096 -0.080 -0.052 -0.027 -0.017 0.035 0.006 0.004 0.003 0.002 0.002 0.002KNEBV FH Equity KONE OYJ-B Industrials 71.40 2.59% 25.02.2014SHP LN Equity SHIRE PLC Health Care 2043.00 0.64% 04.09.2013 20.86 20.15 21.03 22.72 -0.069 -0.063 -0.040 -0.017 0.004 0.004 0.003 0.001RWE GY Equity RWE AG Utilities 27.41 7.30% 22.04.2014 27.86 22.49 22.25 22.14 24.07 23.80 23.82 -0.239 -0.194 -0.186 -0.155 -0.078 -0.024 0.031 0.033 0.010 0.007 0.003 0.000 -0.001 -0.002ATCOA SS Equity ATLAS COPCO AB-A SHS Industrials 172.90 3.33% 30.04.2014 21.51 22.53 22.60 22.80 25.22 25.22 -0.354 -0.244 -0.207 -0.164 -0.099 -0.099 0.059 0.013 0.007 0.004 0.001 0.001PP FP Equity PPR Consumer Discretionary 172.55 3.97% 02.05.2014 24.05 23.27 23.51 24.41 24.72 22.57 22.77 -0.217 -0.139 -0.128 -0.119 -0.071 -0.052 -0.053 0.026 0.005 0.005 0.002 0.001 0.002 0.002LGEN LN Equity LEGAL & GENERAL GROUP PLC Financials 186.40 4.35% 28.08.2013 19.47 18.62 18.83 19.64 19.84 19.84 -0.209 -0.255 -0.234 -0.151 -0.139 -0.139 0.004 0.004 0.004 0.005 0.004 0.004TEL NO Equity TELENOR ASA Telecommunication Services133.40 4.50% 16.05.2014 24.74 18.28 19.62 19.33 -0.097 0.043 -0.027 -0.110 0.047 0.008 0.002 0.002OML LN Equity OLD MUTUAL PLC Financials 220.70 3.31% 23.10.2013 22.02 22.20 22.45 22.88 -0.340 -0.292 -0.227 -0.127 0.012 0.010 0.008 0.004FRE GY Equity FRESENIUS SE & CO KGAA Health Care 98.35 1.12% 20.05.2014 16.78 16.21 16.47 17.38 17.74 17.44 17.12 0.004 -0.035 -0.040 -0.076 -0.068 -0.066 -0.053 0.034 0.007 0.004 0.002 0.002 0.001 0.001SEBA SS Equity SKANDINAVISKA ENSKILDA BAN-A Financials 70.40 4.05% 24.03.2014 18.99 19.26 6.39 20.13 21.32 21.32 -0.390 -0.302 -0.093 -0.218 -0.136 -0.136 0.075 0.028 0.021 0.009 0.004 0.004SCAB SS Equity SVENSKA CELLULOSA AB-B SHS Consumer Staples 177.40 2.71% 11.04.2014 19.24 19.87 20.42 20.10 20.30 20.30 -0.531 -0.328 -0.245 -0.144 -0.102 -0.102 0.076 0.022 0.011 0.005 0.004 0.004HEIA NA Equity HEINEKEN NV Consumer Staples 57.72 1.77% 26.08.2013 20.13 19.38 19.55 19.92 19.81 19.87 19.81 -0.132 -0.182 -0.158 -0.139 -0.102 -0.070 -0.047 0.033 0.007 0.005 0.003 0.002 0.001 0.001ML FP Equity MICHELIN (CGDE) Consumer Discretionary 68.05 7.27% 13.05.2014 26.90 26.04 26.05 26.41 26.07 26.00 -0.233 -0.183 -0.179 -0.165 -0.117 -0.092 0.033 0.006 0.005 0.003 0.002 0.002SAND SS Equity SANDVIK AB Industrials 94.55 3.97% 28.04.2014 20.57 20.65 22.77 23.00 24.20 24.20 -0.178 -0.086 -0.039 -0.116 -0.137 -0.137 0.095 0.025 0.015 0.006 0.003 0.003RNO FP Equity RENAULT SA Consumer Discretionary 58.48 3.25% 12.05.2014 36.30 33.31 33.37 33.74 32.62 31.36 29.75 -0.225 -0.149 -0.137 -0.117 -0.063 -0.033 -0.044 0.028 0.004 0.003 0.001 0.001 0.002 0.002CRH ID Equity CRH PLC Materials 16.65 3.76% 28.08.2013 33.94 31.10 30.40 30.49 29.68 30.06 -0.299 -0.243 -0.226 -0.179 -0.145 -0.136 0.022 0.003 0.003 0.001 0.001 0.001AH NA Equity KONINKLIJKE AHOLD NV Consumer Staples 12.41 3.87% 22.04.2014 16.36 16.79 16.76 16.77 16.49 16.39 16.82 -0.424 -0.263 -0.233 -0.164 -0.068 -0.023 -0.010 0.054 0.021 0.014 0.007 0.004 0.004 0.004AKZA NA Equity AKZO NOBEL Materials 49.41 3.02% 24.10.2013 21.92 22.85 23.13 23.13 23.44 23.11 23.10 -0.341 -0.229 -0.194 -0.132 -0.092 -0.074 -0.061 0.040 0.009 0.006 0.003 0.002 0.001 0.001TLSN SS Equity TELIASONERA AB Telecommunication Services 45.54 7.14% 04.04.2014 14.11 15.98 16.22 16.65 19.46 19.46 19.46 -0.365 -0.218 -0.274 -0.229 -0.160 -0.160 -0.160 0.088 0.040 0.048 0.020 0.010 0.010 0.010Stoxx600IndexOption Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctAt The Money Implied Volatilities by TermsQ.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  2. 2. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM RefDividendYieldNext Ex-DividendDateATM Vol -30DATM Vol -60DATM Vol -90DATM Vol -6MATM Vol -12MATM Vol -18MATM Vol -24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24MPSON LN Equity PEARSON PLC Consumer Discretionary 1204.00 3.93% 14.08.2013 18.37 18.59 18.89 19.70 -0.120 -0.103 -0.079 -0.060 0.004 0.004 0.003 0.002SAF FP Equity SAFRAN SA Industrials 39.65 2.52% 16.12.2013 25.18 25.17 25.16 24.40 23.81 23.81 -0.056 -0.053 -0.049 -0.051 -0.061 -0.061 0.005 0.005 0.004 0.003 0.003 0.003DNB NO Equity DNB ASA Financials 94.95 2.63% 25.04.2014 29.41 28.09 27.07 25.01 -0.494 -0.326 -0.120 -0.116 0.082 0.019 0.002 0.004SL/ LN Equity STANDARD LIFE PLC Financials 411.90 3.73% 11.09.2013 26.92 26.36 25.59 24.75 -0.231 -0.182 -0.117 -0.043 0.007 0.005 0.004 0.002AV/ LN Equity AVIVA PLC Financials 322.70 6.20% 18.09.2013 21.66 21.88 21.71 22.23 21.25 23.35 22.87 -0.309 -0.253 -0.193 -0.119 -0.075 -0.028 -0.010 0.022 0.010 0.006 0.005 0.004 0.003 0.003TLW LN Equity TULLOW OIL PLC Energy 1047.00 1.29% 04.09.2013 29.81 30.13 30.56 31.04 -0.121 -0.107 -0.087 -0.071 0.008 0.006 0.003 0.000FME GY Equity FRESENIUS MEDICAL CARE AG & Health Care 53.05 1.41% 19.05.2014 20.70 17.66 17.77 18.27 18.30 18.81 18.66 -0.114 -0.078 -0.087 -0.094 -0.067 -0.053 -0.048 0.042 0.009 0.005 0.002 0.001 0.001 0.001NOK1V FH Equity NOKIA OYJ Information Technology 2.92 09.05.2014 46.13 47.08 46.69 44.20 43.66 41.65 39.60 -0.268 -0.200 -0.199 -0.230 -0.219 -0.207 -0.176 0.044 0.009 0.007 0.005 0.005 0.007 0.006WOS LN Equity WOLSELEY PLC Industrials 3380.00 2.19% 09.10.2013 19.89 19.90 19.91 20.14 0.076 0.095 0.121 0.084 0.002 0.004 0.005 0.005REL LN Equity REED ELSEVIER PLC Consumer Discretionary 766.00 3.16% 07.08.2013 18.27 18.56 19.11 19.70 -0.185 -0.172 -0.155 -0.114 0.004 0.004 0.003 0.002SDRL NO Equity SEADRILL LTD Energy 230.10 8.91% 10.06.2013 23.91 24.15 24.47 0.055 0.093 0.143 0.022 0.016 0.008INVEB SS Equity INVESTOR AB-B SHS Financials 200.40 3.87% 16.04.2014 15.46 15.34 15.84 16.59 17.42 17.42 -0.256 -0.164 -0.089 -0.150 -0.164 -0.164 0.065 0.024 0.020 0.009 0.004 0.004ASSAB SS Equity ASSA ABLOY AB-B Industrials 272.80 2.13% 28.04.2014 20.78 20.64 21.12 21.77 22.77 22.77 -0.296 -0.212 -0.224 -0.187 -0.144 -0.144 0.055 0.014 0.007 0.003 0.000 0.000SGSN VX Equity SGS SA-REG Industrials 2346.00 1.41% 21.03.2014 21.84 21.04 21.08 21.07 20.53 20.39 -0.516 -0.145 -0.124 -0.141 -0.062 -0.079 0.026 0.004 0.002 0.003 0.001 0.001AMS SQ Equity AMADEUS IT HOLDING SA-A SHS Information Technology 23.69 2.20% 30.01.2014 16.43 16.66 16.86 17.10 17.65 17.63 17.70 -0.103 -0.086 -0.098 -0.117 -0.081 -0.088 -0.072 0.001 0.001 0.001 0.001 0.000 0.001 0.000CON GY Equity CONTINENTAL AG Consumer Discretionary 99.15 16.05.2014 27.62 25.44 25.49 26.07 26.35 27.15 26.72 -0.115 -0.128 -0.123 -0.101 -0.057 -0.029 -0.009 0.030 0.005 0.004 0.002 0.001 0.000 0.000MT NA Equity ARCELORMITTAL Materials 9.77 1.59% 09.05.2014 35.14 33.83 33.80 33.98 35.00 35.75 35.93 -0.287 -0.149 -0.130 -0.124 -0.079 -0.049 -0.047 0.039 0.004 0.003 0.001 0.000 -0.001 -0.001PUB FP Equity PUBLICIS GROUPE Consumer Discretionary 55.27 1.63% 27.06.2014 21.04 21.58 21.72 21.53 21.50 20.94 20.77 -0.141 -0.125 -0.151 -0.139 -0.104 -0.073 -0.069 0.041 0.011 0.007 0.003 0.001 0.002 0.002LG FP Equity LAFARGE SA Materials 53.80 1.86% 03.07.2014 26.19 25.67 26.33 27.93 28.94 28.11 27.78 -0.318 -0.217 -0.179 -0.150 -0.118 -0.073 -0.056 0.035 0.009 0.007 0.003 0.001 0.002 0.001DB1 GY Equity DEUTSCHE BOERSE AG Financials 49.27 4.26% 15.05.2014 33.75 23.50 21.84 20.26 20.23 20.97 20.21 0.013 -0.182 -0.204 -0.183 -0.147 -0.112 -0.084 0.035 0.005 0.003 0.003 0.002 0.002 0.002PAH3 GY Equity PORSCHE AUTOMOBIL HLDG-PRF Consumer Discretionary 62.07 23.06.2014 33.37 31.70 30.12 28.26 29.42 28.88 29.23 0.038 0.023 0.004 -0.019 -0.059 -0.018 -0.029 0.028 0.000 0.000 0.000 0.000 0.001 0.001BSY LN Equity BRITISH SKY BROADCASTING GRO Consumer Discretionary 825.50 3.53% 23.10.2013 18.41 17.09 17.53 18.58 18.51 18.51 -0.284 -0.137 -0.086 -0.057 -0.038 -0.038 0.012 0.004 0.002 0.001 -0.001 -0.001LR FP Equity LEGRAND SA Industrials 37.98 2.63% 02.06.2014 24.55 24.60 24.68 26.23 24.22 24.22 -0.102 -0.112 -0.124 -0.130 -0.114 -0.114 0.006 0.005 0.003 0.001 0.003 0.003RYA ID Equity RYANAIR HOLDINGS PLC Industrials 6.37 28.66 27.86 27.23 26.07 25.40 25.27 -0.350 -0.117 -0.091 -0.071 -0.042 -0.028 0.036 0.004 0.002 0.001 0.000 0.000LAND LN Equity LAND SECURITIES GROUP PLC Financials 989.00 3.07% 11.09.2013 15.95 14.62 14.60 14.86 -0.344 -0.240 -0.182 -0.130 0.011 0.008 0.006 0.004KGF LN Equity KINGFISHER PLC Consumer Discretionary 327.20 3.22% 09.10.2013 22.60 21.99 21.60 21.31 -0.294 -0.172 -0.108 -0.055 0.023 0.004 -0.001 0.001TEC FP Equity TECHNIP SA Energy 84.70 2.36% 08.05.2014 23.82 24.38 25.16 26.73 28.14 27.25 -0.064 -0.063 -0.061 -0.058 -0.026 -0.009 0.004 0.003 0.002 0.000 0.000 0.001AGN NA Equity AEGON NV Financials 5.01 4.39% 15.08.2013 27.68 27.99 27.71 28.50 27.48 25.73 24.07 -0.075 -0.181 -0.174 -0.114 -0.069 -0.047 -0.021 0.053 0.010 0.007 0.004 0.002 0.005 0.006NXT LN Equity NEXT PLC Consumer Discretionary 4618.00 2.34% 20.11.2013 14.25 15.01 15.69 16.78 -0.090 -0.092 -0.092 -0.070 0.005 0.004 0.003 0.002REN NA Equity REED ELSEVIER NV Consumer Discretionary 12.97 3.71% 08.08.2013 17.27 17.74 18.18 18.63 18.73 18.40 18.47 -0.228 -0.223 -0.218 -0.142 -0.090 -0.062 -0.041 0.058 0.015 0.009 0.004 0.002 0.002 0.002ABF LN Equity ASSOCIATED BRITISH FOODS PLC Consumer Staples 2033.00 1.53% 04.12.2013 12.57 12.62 12.69 12.73 -0.051 -0.049 -0.048 -0.046 0.001 0.001 0.001 0.001DANSKE DC EquityDANSKE BANK A/S Financials 102.30 1.96% 19.03.2014 26.39 23.64 26.51 26.10 -0.302 -0.224 -0.076 -0.052 0.067 0.016 0.001 0.000HEI GY Equity HEIDELBERGCEMENT AG Materials 59.47 1.43% 05.05.2014 30.23 27.78 27.81 28.39 29.38 30.02 30.26 -0.425 -0.204 -0.171 -0.120 -0.085 -0.063 -0.040 0.025 0.007 0.004 0.002 0.001 0.000 -0.001MKS LN Equity MARKS & SPENCER GROUP PLC Consumer Discretionary 437.70 3.93% 29.05.2013 25.23 25.15 24.45 23.00 22.35 21.08 20.27 0.083 0.018 0.004 -0.006 -0.011 -0.041 -0.060 0.003 0.002 0.002 0.002 0.001 0.001 0.001SN/ LN Equity SMITH & NEPHEW PLC Health Care 778.50 2.28% 09.10.2013 14.59 15.14 15.90 17.36 -0.376 -0.325 -0.255 -0.132 0.014 0.012 0.009 0.004DSM NA Equity KONINKLIJKE DSM NV Materials 49.02 3.16% 07.08.2013 17.82 17.11 17.78 18.96 19.52 19.44 19.09 -0.433 -0.169 -0.147 -0.143 -0.110 -0.087 -0.063 0.030 0.005 0.004 0.004 0.002 0.002 0.002CARLB DC Equity CARLSBERG AS-B Consumer Staples 576.50 1.13% 24.03.2014 28.66 25.61 24.79 25.47 -0.062 0.012 0.002 0.033 0.006 0.000 0.000 -0.001ACA FP Equity CREDIT AGRICOLE SA Financials 7.19 26.05.2014 35.29 34.49 35.29 37.03 35.30 36.90 35.40 -0.184 -0.116 -0.145 -0.129 -0.046 0.066 0.087 0.047 0.010 0.007 0.002 0.001 -0.001 -0.002TEN IM Equity TENARIS SA Energy 16.86 1.98% 18.11.2013 22.86 22.91 23.27 24.22 -0.156 -0.170 -0.147 -0.125 0.031 0.007 0.006 0.004MRW LN Equity WM MORRISON SUPERMARKETS Consumer Staples 282.00 4.63% 25.09.2013 14.22 14.15 15.11 16.36 0.042 0.143 0.091 -0.043 0.002 0.008 0.007 0.001SCMN VX Equity SWISSCOM AG-REG Telecommunication Services433.60 5.07% 11.04.2014 12.68 11.25 11.61 12.30 12.98 13.28 13.44 -0.276 -0.163 -0.168 -0.193 -0.130 -0.086 -0.071 0.042 0.013 0.009 0.006 0.003 0.003 0.003MRK GY Equity MERCK KGAA Health Care 119.10 1.51% 22.04.2014 23.04 21.25 21.50 21.79 21.42 20.94 20.80 -0.299 -0.183 -0.156 -0.116 -0.104 -0.098 -0.101 0.034 0.006 0.004 0.002 0.000 0.000 0.001RBS LN Equity ROYAL BANK OF SCOTLAND GROUP Financials 308.00 07.08.2013 32.53 31.33 31.56 32.28 32.16 32.04 32.57 -0.273 -0.200 -0.173 -0.134 -0.093 -0.065 0.000 0.029 0.006 0.005 0.002 0.001 0.000 -0.002GIVN VX Equity GIVAUDAN-REG Materials 1270.00 3.15% 26.03.2014 17.41 16.27 16.49 17.12 17.60 17.53 -0.462 -0.179 -0.151 -0.122 -0.079 -0.058 0.018 0.005 0.005 0.004 0.002 0.002CPI LN Equity CAPITA PLC Industrials 948.00 2.69% 11.09.2013CDI FP Equity CHRISTIAN DIOR Consumer Discretionary 139.00 2.16% 29.11.2013 23.75 23.92 24.14 24.52 25.09 25.09 -0.136 -0.144 -0.156 -0.154 -0.122 -0.122 0.004 0.004 0.004 0.003 0.002 0.002GEBN VX Equity GEBERIT AG-REG Industrials 239.00 3.01% 08.04.2014 16.69 16.71 17.13 18.09 19.72 19.69 -0.288 -0.246 -0.214 -0.163 -0.106 -0.093 0.034 0.008 0.006 0.004 0.002 0.002MAERSKB DC EquityAP MOELLER-MAERSK A/S-B Industrials 40600.00 2.96% 14.04.2014 29.32 21.91 22.13 22.16 -0.107 -0.119 -0.097 -0.060 0.011 0.002 0.001 0.000BRBY LN Equity BURBERRY GROUP PLC Consumer Discretionary 1421.00 2.04% 03.07.2013 32.38 31.92 31.18 30.22 30.75 31.11 -0.158 0.017 0.002 -0.005 0.003 0.008 0.026 0.001 0.000 -0.001 -0.001 -0.002SESG FP Equity SES Consumer Discretionary 22.75 4.70% 18.04.2014FI IM Equity FIAT INDUSTRIAL Industrials 8.80 3.13% 21.04.2014 27.26 27.27 27.79 28.70 29.62 29.62 -0.035 -0.278 -0.252 -0.182 -0.122 -0.122 0.043 0.008 0.006 0.002 0.000 0.000IFX GY Equity INFINEON TECHNOLOGIES AG Information Technology 6.54 1.99% 07.03.2014 34.38 31.51 31.81 32.79 32.78 33.20 32.62 -0.348 -0.204 -0.196 -0.126 -0.075 -0.055 0.009 0.034 0.005 0.004 0.002 0.001 0.001 0.001BAER VX Equity JULIUS BAER GROUP LTD Financials 39.32 1.65% 11.04.2014 23.94 20.39 20.78 21.87 24.12 25.11 25.27 -0.401 -0.181 -0.161 -0.143 -0.091 -0.083 -0.076 0.029 0.006 0.004 0.002 0.001 0.001 0.001SKFB SS Equity SKF AB-B SHARES Industrials 160.40 3.58% 29.04.2014 18.95 20.38 20.91 21.36 22.94 22.94 -0.315 -0.206 -0.220 -0.134 -0.108 -0.108 0.059 0.016 0.011 0.004 0.002 0.002EBS AV Equity ERSTE GROUP BANK AG Financials 25.49 1.57% 22.05.2014 33.62 30.46 31.28 32.74 36.64 36.87 -0.246 -0.131 -0.114 -0.072 0.500 0.634 0.079 0.012 0.004 0.003 -0.002 -0.003BEI GY Equity BEIERSDORF AG Consumer Staples 69.90 1.29% 22.04.2014 18.21 18.12 18.36 19.10 19.00 18.45 18.25 -0.220 -0.109 -0.111 -0.113 -0.065 -0.057 -0.044 0.031 0.005 0.003 0.003 0.001 0.001 0.002SOLB BB Equity SOLVAY SA Materials 114.45 2.84% 16.01.2014 26.66 24.85 25.29 26.36 26.08 26.08 -0.157 -0.157 -0.141 -0.110 -0.096 -0.096 0.029 0.006 0.004 0.001 0.002 0.002BLND LN Equity BRITISH LAND CO PLC Financials 635.00 4.25% 02.10.2013 13.62 13.97 14.24 14.97 -0.457 -0.362 -0.228 -0.089 0.020 0.016 0.010 0.001ADN LN Equity ABERDEEN ASSET MGMT PLC Financials 475.90 3.07% 04.12.2013LUX IM Equity LUXOTTICA GROUP SPA Consumer Discretionary 42.19 1.37% 19.05.2014 22.94 22.57 22.38 22.85 23.22 23.22 -0.049 -0.162 -0.147 -0.108 -0.071 -0.071 0.028 0.005 0.005 0.003 0.002 0.002KBC BB Equity KBC GROEP NV Financials 31.43 13.05.2015 41.74 35.89 35.27 34.33 33.10 33.10 -0.243 -0.190 -0.177 -0.142 -0.110 -0.110 0.024 0.003 0.003 0.003 0.002 0.002CBK GY Equity COMMERZBANK AG Financials 7.79 23.05.2014 53.93 45.27 44.35 42.78 39.65 37.68 37.10 -0.743 -0.498 -0.411 -0.287 -0.206 -0.162 0.051 0.034 0.011 0.007 0.003 0.003 0.002 -0.001TIT IM Equity TELECOM ITALIA SPA Telecommunication Services 0.64 3.13% 21.04.2014 44.92 44.28 42.32 39.08 37.74 37.57 36.46 -0.639 -0.065 -0.078 -0.081 -0.047 -0.016 -0.046 0.060 0.005 0.003 0.001 0.000 -0.001 0.000AGS BB Equity AGEAS Financials 28.73 4.18% 28.04.2014 31.29 25.66 25.07 25.11 24.97 24.53 25.25 -0.304 -0.111 -0.106 -0.087 -0.066 -0.029 -0.022 0.022 0.003 0.002 0.001 0.001 0.000 0.000JMAT LN Equity JOHNSON MATTHEY PLC Materials 2644.00 2.34% 12.06.2013KYG ID Equity KERRY GROUP PLC-A Consumer Staples 45.33 0.87% 16.10.2013 19.73 19.20 19.26 19.72 20.30 20.35 -0.084 -0.104 -0.106 -0.117 -0.091 -0.085 0.034 0.003 0.000 0.001 0.001 0.001ITRK LN Equity INTERTEK GROUP PLC Industrials 3452.00 1.24% 30.10.2013FUM1V FH Equity FORTUM OYJ Utilities 14.72 6.79% 10.04.2014 21.87 22.82 23.15 23.05 -0.309 -0.127 -0.099 -0.079 0.034 0.005 0.002 0.001CAP FP Equity CAP GEMINI Information Technology 39.45 2.53% 04.06.2014 25.74 25.81 27.00 29.00 28.74 29.11 29.16 -0.278 -0.183 -0.169 -0.130 -0.092 -0.072 -0.071 0.040 0.010 0.006 0.002 0.001 0.001 0.001SW FP Equity SODEXO Consumer Discretionary 64.98 2.74% 30.01.2014 20.99 20.86 20.68 20.34 19.74 19.03 18.75 -0.193 -0.185 -0.176 -0.144 -0.082 -0.089 -0.079 0.011 0.009 0.006 0.002 0.002 0.003 0.003SRG IM Equity SNAM SPA Utilities 3.80 6.59% 21.10.2013 17.10 15.82 15.65 15.69 15.54 15.54 0.241 -0.013 -0.083 -0.047 -0.031 -0.031 0.058 0.008 0.002 0.002 0.001 0.001ALO FP Equity ALSTOM Industrials 29.15 2.88% 03.07.2014 29.73 29.37 29.45 29.65 29.75 28.93 28.41 -0.240 -0.149 -0.131 -0.109 -0.089 -0.094 -0.091 0.034 0.005 0.004 0.002 0.001 0.002 0.003KD8 GY Equity KABEL DEUTSCHLAND HOLDING AG Consumer Discretionary 75.41 3.32% 13.10.2014 20.25 20.49 21.41 22.71 22.60 22.66 22.74 -0.232 -0.101 -0.095 -0.101 -0.086 -0.085 -0.074 0.017 0.002 0.001 0.001 0.000 0.000 0.000SBRY LN Equity SAINSBURY (J) PLC Consumer Staples 378.10 4.60% 20.11.2013 20.11 20.18 20.26 20.38 20.32 20.32 0.009 0.023 0.021 -0.009 0.013 0.013 0.009 0.005 0.003 0.002 0.001 0.001IHG LN Equity INTERCONTINENTAL HOTELS GROU Consumer Discretionary 1954.00 2.35% 21.08.2013 20.05 20.29 20.61 21.71 0.025 -0.007 -0.051 -0.097 0.010 0.008 0.006 0.001BNR GY Equity BRENNTAG AG Industrials 120.70 1.99% 20.06.2014 19.57 20.11 20.51 20.86 20.28 20.31 19.51 -0.126 -0.106 -0.102 -0.098 -0.077 -0.067 -0.051 0.033 0.004 0.001 0.000 0.001 0.001 0.002YAR NO Equity YARA INTERNATIONAL ASA Materials 258.00 16.05.2014 22.52 21.23 23.82 23.50 0.099 -0.005 -0.079 -0.139 0.051 0.010 0.000 0.003UU/ LN Equity UNITED UTILITIES GROUP PLC Utilities 762.50 4.58% 19.06.2013 25.89 25.21 24.28 22.29 -0.122 -0.091 -0.049 -0.001 -0.002 -0.001 -0.001 0.000DSY FP Equity DASSAULT SYSTEMES SA Information Technology 93.58 0.85% 16.06.2014 15.96 16.42 17.05 18.44 19.60 19.60 -0.084 -0.102 -0.126 -0.133 -0.099 -0.099 0.016 0.013 0.008 0.003 0.002 0.002SMIN LN Equity SMITHS GROUP PLC Industrials 1315.00 3.09% 23.10.2013DE NA Equity DE MASTER BLENDERS1753 NV Consumer Staples 12.12 13.63 12.58 14.28 15.95 14.64 14.64 14.64 -0.374 -0.329 -0.374 -0.416 -0.214 -0.214 -0.214 0.064 0.032 0.024 0.011 0.005 0.005 0.005WEIR LN Equity WEIR GROUP PLC/THE Industrials 2419.00 1.66% 02.10.2013EDP PL Equity EDP-ENERGIAS DE PORTUGAL SA Utilities 2.60 14.21% 12.05.2014WRT1V FH Equity WARTSILA OYJ ABP Industrials 38.83 2.83% 10.03.2014NZYMB DC Equity NOVOZYMES A/S-B SHARES Materials 204.10 1.15% 27.02.2014 19.93 20.70 22.15 22.00 0.121 -0.018 -0.029 -0.011 0.034 0.003 0.000 0.000SVT LN Equity SEVERN TRENT PLC Utilities 2085.00 3.72% 19.06.2013 19.50 20.24 21.26 19.70 0.349 0.255 0.128 -0.035 0.051 0.039 0.022 0.001SWMA SS Equity SWEDISH MATCH AB Consumer Staples 242.70 3.30% 05.05.2014 22.93 23.86 23.36 22.48 -0.419 -0.101 -0.044 -0.015 0.044 0.010 0.003 0.003GKN LN Equity GKN PLC Consumer Discretionary 292.30 2.84% 07.08.2013SDF GY Equity K+S AG-REG Materials 33.18 15.05.2014 21.43 20.86 20.83 21.18 21.54 23.10 22.52 0.129 -0.008 -0.008 -0.009 -0.009 0.005 0.020 0.041 0.006 0.004 0.003 0.001 0.001 0.001WTB LN Equity WHITBREAD PLC Consumer Discretionary 2705.00 2.29% 06.11.2013 17.26 17.07 16.81 17.04 0.084 0.075 0.064 0.047 0.007 0.007 0.008 0.008ADEN VX Equity ADECCO SA-REG Industrials 55.15 3.26% 28.04.2014 22.45 22.33 23.00 24.43 25.19 24.84 25.23 -0.249 -0.167 -0.162 -0.139 -0.099 -0.090 -0.101 0.035 0.006 0.004 0.003 0.001 0.001 0.001TKA GY Equity THYSSENKRUPP AG Materials 14.79 1.69% 20.01.2014 53.87 40.04 38.10 35.64 33.68 33.65 33.65 -0.189 -0.080 -0.065 -0.051 -0.003 0.019 0.056 0.014 0.003 0.002 0.001 0.001 0.000 -0.001HEXAB SS Equity HEXAGON AB-B SHS Information Technology 202.50 1.23% 12.05.2014 26.01 28.20 29.36 29.36 0.000 -0.070 -0.107 -0.107 0.000 -0.001 -0.001 -0.001SPM IM Equity SAIPEM SPA Energy 22.22 3.06% 19.05.2014 23.99 23.97 24.48 25.59 26.32 26.32 -0.114 -0.049 -0.062 -0.044 0.040 0.040 0.027 0.005 0.004 0.002 0.000 0.000AGK LN Equity AGGREKO PLC Industrials 1749.00 1.50% 04.09.2013OMV AV Equity OMV AG Energy 38.51 3.11% 19.05.2014 22.92 21.51 21.99 21.79 29.50 30.48 -0.697 -0.137 -0.077 -0.157 0.616 0.773 0.044 0.008 0.005 0.003 -0.003 -0.005ITV LN Equity ITV PLC Consumer Discretionary 129.00 2.40% 30.10.2013 20.55 20.69 20.88 20.56 0.252 0.197 0.123 0.025 0.022 0.017 0.010 0.002ORK NO Equity ORKLA ASA Consumer Staples 51.45 4.86% 18.04.2014 26.92 23.53 21.77 19.51 -0.436 -0.105 -0.072 -0.220 0.099 0.030 0.015 0.008EN FP Equity BOUYGUES SA Industrials 21.37 7.49% 30.04.2014 43.59 33.86 32.90 32.16 32.78 31.16 31.18 -0.162 -0.100 -0.094 -0.089 -0.033 0.017 0.056 0.024 0.005 0.003 0.002 0.000 0.000 -0.001ATLN VX Equity ACTELION LTD-REG Health Care 59.55 1.68% 22.04.2014 23.81 22.51 22.56 23.05 23.82 23.85 -0.628 -0.219 -0.157 -0.137 -0.106 -0.095 0.036 0.006 0.004 0.003 0.002 0.002ALFA SS Equity ALFA LAVAL AB Industrials 150.00 2.50% 24.04.2014 20.64 22.33 22.82 22.65 23.99 23.99 -0.319 -0.170 -0.120 -0.118 -0.094 -0.094 0.059 0.014 0.005 0.003 0.000 0.000FER SQ Equity FERROVIAL SA Industrials 13.24 3.40% 12.12.2013 25.31 25.11 25.20 25.41 24.83 24.48 24.41 -0.040 -0.057 -0.076 -0.131 -0.099 -0.095 -0.075 0.000 0.001 0.000 0.000 -0.001 0.000 0.000COLOB DC Equity COLOPLAST-B Health Care 331.50 1.51% 12.12.2013SKAB SS Equity SKANSKA AB-B SHS Industrials 119.70 5.22% 14.04.2014 16.57 17.83 19.00 18.82 19.61 19.61 -0.324 -0.344 -0.208 -0.173 -0.153 -0.153 0.102 0.024 0.025 0.009 0.002 0.002SCHP VX Equity SCHINDLER HOLDING-PART CERT Industrials 139.60 1.72% 28.03.2014 17.65 18.26 18.62 19.31 17.60 17.64 -0.127 -0.112 -0.101 -0.082 -0.055 -0.026 0.026 0.005 0.002 0.002 0.002 0.002KPN NA Equity KONINKLIJKE KPN NV Telecommunication Services 1.69 26.07.2013 52.64 48.33 45.19 41.31 39.80 40.35 39.98 -0.306 -0.054 -0.003 -0.037 -0.014 -0.050 -0.062 0.051 0.007 0.008 0.006 0.003 0.000 0.000RRS LN Equity RANDGOLD RESOURCES LTD Materials 4804.00 0.75% 07.05.2014 35.28 33.72 31.59 30.22 -0.244 -0.178 -0.089 -0.087 -0.006 -0.004 -0.002 0.001BNZL LN Equity BUNZL PLC Industrials 1332.00 2.27% 06.11.2013GAS SQ Equity GAS NATURAL SDG SA Utilities 16.55 5.52% 08.01.2014 29.07 27.91 27.10 26.02 24.70 23.00 23.29 -0.113 -0.067 -0.052 -0.054 -0.020 0.143 0.083 0.003 0.001 0.000 0.000 -0.001 -0.001 -0.002CCL LN Equity CARNIVAL PLC Consumer Discretionary 2396.00 2.74% 21.08.2013 19.93 20.33 20.87 22.27 0.029 -0.005 -0.050 -0.088 0.010 0.008 0.005 0.001ABE SQ Equity ABERTIS INFRAESTRUCTURAS SA Industrials 14.83 4.45% 31.10.2013 21.09 21.60 21.72 21.86 20.92 20.37 20.24 -0.118 -0.131 -0.145 -0.182 -0.151 -0.147 -0.121 0.001 0.001 0.001 0.002 0.002 0.002 0.002WKL NA Equity WOLTERS KLUWER Consumer Discretionary 17.05 4.28% 28.04.2014 18.35 18.22 18.45 19.18 20.29 20.93 21.24 -0.324 -0.198 -0.180 -0.153 -0.109 -0.073 -0.069 0.053 0.015 0.009 0.005 0.003 0.002 0.001EDF FP Equity EDF Utilities 18.13 6.89% 12.12.2013 23.36 22.06 22.26 22.30 22.34 21.58 21.21 -0.175 -0.067 -0.088 -0.087 -0.038 0.007 0.071 0.042 0.009 0.006 0.003 0.002 0.003 0.004SGE LN Equity SAGE GROUP PLC/THE Information Technology 352.50 3.08% 12.02.2014 14.76 17.08 20.24 24.82 0.227 0.252 0.286 0.303 0.026 0.019 0.010 -0.003IMI LN Equity IMI PLC Industrials 1329.00 2.71% 04.09.2013REX LN Equity REXAM PLC Materials 537.50 3.16% 07.08.2013GBLB BB Equity GROUPE BRUXELLES LAMBERT SA Financials 61.97 4.41% 28.04.2014 12.99 12.24 12.53 13.48 13.88 13.88 -0.081 -0.117 -0.135 -0.172 -0.139 -0.139 0.039 0.012 0.008 0.004 0.003 0.003DELB BB Equity DELHAIZE GROUP Consumer Staples 48.60 2.88% 28.05.2014 26.68 25.89 25.93 25.94 25.11 25.11 -0.441 -0.154 -0.129 -0.093 -0.076 -0.076 0.024 0.008 0.006 0.004 0.003 0.003ELUXB SS Equity ELECTROLUX AB-SER B Consumer Discretionary 179.50 3.90% 26.03.2014 21.92 22.57 23.96 24.60 24.98 24.98 -0.295 -0.176 -0.186 -0.143 -0.142 -0.142 0.061 0.012 0.005 0.001 0.002 0.002BVI FP Equity BUREAU VERITAS SA Industrials 92.95 1.97% 11.06.2014 25.49 25.80 25.74 25.61 25.32 25.73 -0.157 0.002 0.005 0.006 0.004 0.018 0.020 0.000 0.000 0.000 0.000 0.000G1A GY Equity GEA GROUP AG Industrials 27.80 2.16% 22.04.2014 21.67 20.79 21.49 23.21 24.73 24.54 24.40 -0.361 -0.197 -0.163 -0.109 -0.115 -0.119 -0.125 0.036 0.010 0.007 0.002 0.001 0.001 0.002BAB LN Equity BABCOCK INTL GROUP PLC Industrials 1152.00 2.38% 11.12.2013HEIO NA Equity HEINEKEN HOLDING NV Consumer Staples 49.49 2.06% 26.08.2013RSA LN Equity RSA INSURANCE GROUP PLC Financials 113.60 7.41% 25.09.2013 17.18 14.95 15.42 16.83 17.43 17.43 0.041 -0.087 -0.075 -0.021 -0.026 -0.026 0.002 0.003 0.004 0.004 0.002 0.002MGGT LN Equity MEGGITT PLC Industrials 520.00 2.40% 14.08.2013VK FP Equity VALLOUREC Industrials 41.10 1.68% 05.06.2014 31.22 30.16 30.65 31.94 31.29 31.24 30.06 -0.331 -0.226 -0.182 -0.129 -0.079 -0.051 -0.043 0.034 0.006 0.004 0.002 0.001 0.001 0.003At The Money Implied Volatilities by TermsStoxx600IndexOption Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctQ.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  3. 3. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM2 RefDividendYieldNext Ex-DividendDateATM2Vol - 30DATM2Vol - 60DATM2Vol - 90DATM2Vol - 6MATM2Vol - 12MATM2Vol - 18MATM2Vol - 24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24MBAB LN Equity BABCOCK INTL GROUP PLC Industrials 1152.00 2.38% 11.12.2013LUPE SS Equity LUNDIN PETROLEUM AB Energy 144.90 26.58 25.66 27.54 27.95 28.95 28.95 -0.558 -0.080 -0.025 -0.036 -0.008 -0.008 0.074 0.014 0.005 0.002 -0.002 -0.002AC FP Equity ACCOR SA Consumer Discretionary 26.10 11.06.2014 26.44 26.11 26.48 27.42 26.91 27.22 -0.098 -0.166 -0.166 -0.153 -0.107 -0.124 0.026 0.002 0.002 0.001 0.001 0.001TEL2B SS Equity TELE2 AB-B SHS Telecommunication Services107.80 30.61% 13.05.2014 27.67 67.91 72.25 34.19 39.48 39.48 2.588 0.067 -0.391 1.254 1.194 1.194 0.045 -0.008 -0.012 -0.021 -0.028 -0.028FER SQ Equity FERROVIAL SA Industrials 13.24 3.40% 12.12.2013 25.31 25.11 25.20 25.41 24.83 24.48 24.41 -0.040 -0.057 -0.076 -0.131 -0.099 -0.095 -0.075 0.000 0.001 0.000 0.000 -0.001 0.000 0.000SCVB SS Equity SCANIA AB-B SHS Industrials 143.70 3.41% 06.05.2014 21.83 22.49 22.90 22.57 22.85 22.85 -0.312 -0.257 -0.232 -0.223 -0.159 -0.159 0.065 0.019 0.007 0.004 0.002 0.002G1A GY Equity GEA GROUP AG Industrials 27.80 2.16% 22.04.2014 21.67 20.79 21.49 23.21 24.73 24.54 24.40 -0.361 -0.197 -0.163 -0.109 -0.115 -0.119 -0.125 0.036 0.010 0.007 0.002 0.001 0.001 0.002GKN LN Equity GKN PLC Consumer Discretionary 292.30 2.84% 07.08.2013HMSO LN Equity HAMMERSON PLC Financials 554.50 3.23% 14.08.2013ELN ID Equity ELAN CORP PLC Health Care 8.73 35.55 35.75 35.96 36.22 36.01 35.75 -0.153 -0.039 -0.030 -0.009 0.008 0.011 0.035 0.001 0.000 0.000 0.000 0.000ITV LN Equity ITV PLC Consumer Discretionary 129.00 2.40% 30.10.2013 20.55 20.69 20.88 20.56 0.252 0.197 0.123 0.025 0.022 0.017 0.010 0.002REE SQ Equity RED ELECTRICA CORPORACION SA Utilities 41.48 5.86% 02.01.2014 25.16 23.84 22.76 21.55 19.73 19.19 18.89 -0.111 -0.126 -0.111 -0.135 -0.080 -0.112 -0.069 0.002 0.002 0.001 0.002 0.001 0.002 0.001OMV AV Equity OMV AG Energy 38.51 3.11% 19.05.2014 22.92 21.51 21.99 21.79 29.50 30.48 -0.697 -0.137 -0.077 -0.157 0.616 0.773 0.044 0.008 0.005 0.003 -0.003 -0.005EDEN FP Equity EDENRED Industrials 26.21 3.13% 26.05.2014 25.34 25.17 24.48 23.46 22.67 22.86 0.051 0.037 0.004 -0.056 -0.040 -0.019 0.016 0.000 0.002 0.001 0.000 0.001TATE LN Equity TATE & LYLE PLC Consumer Staples 874.50 3.02% 26.06.2013 16.10 16.13 15.70 14.96 0.045 0.022 -0.010 -0.051 0.006 0.006 0.005 0.002HEXAB SS Equity HEXAGON AB-B SHS Information Technology 202.50 1.23% 12.05.2014 26.01 28.20 29.36 29.36 0.000 -0.070 -0.107 -0.107 0.000 -0.001 -0.001 -0.001SOON VX Equity SONOVA HOLDING AG-REG Health Care 103.10 1.36% 21.06.2013 24.97 24.65 24.52 24.33 24.29 24.40 -0.215 -0.101 -0.090 -0.095 -0.084 -0.080 0.032 0.003 0.002 0.002 0.002 0.002CRDA LN Equity CRODA INTERNATIONAL PLC Materials 2576.00 2.49% 28.08.2013EKTAB SS Equity ELEKTA AB-B SHS Health Care 103.80 1.35% 05.09.2013 20.18 20.18 20.99 23.05 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000ATL IM Equity ATLANTIA SPA Industrials 13.89 5.51% 18.11.2013 19.99 20.31 20.82 21.17 22.60 22.60 -0.231 -0.208 -0.186 -0.140 -0.141 -0.141 0.034 0.009 0.005 0.003 0.002 0.002HEIO NA Equity HEINEKEN HOLDING NV Consumer Staples 49.49 2.06% 26.08.2013GA FP Equity CIE GENERALE DE GEOPHYSIQUE Energy #N/A N/ANRE1V FH Equity NOKIAN RENKAAT OYJ Consumer Discretionary 33.23 4.81% 14.04.2014 28.34 27.68 28.11 -0.126 -0.075 -0.042 0.013 0.001 0.000FRES LN Equity FRESNILLO PLC Materials 1120.00 3.58% 14.08.2013 38.32 37.33 35.97 34.29 -0.175 -0.164 -0.150 -0.118 0.000 0.000 0.000 0.000GRF SQ Equity GRIFOLS SA Health Care 29.14 0.75% 01.07.2013 29.19 27.18 26.30 24.45 22.25 22.28 22.35 -0.086 -0.099 -0.102 -0.112 -0.110 -0.090 -0.082 0.001 0.001 0.001 0.001 0.000 0.000 -0.001MGGT LN Equity MEGGITT PLC Industrials 520.00 2.40% 14.08.2013TRN IM Equity TERNA SPA Utilities 3.51 5.69% 25.11.2013 15.52 13.86 13.64 14.43 14.65 14.65 -0.198 -0.193 -0.136 -0.076 -0.070 -0.070 0.034 0.010 0.006 0.002 0.001 0.001COLOB DC Equity COLOPLAST-B Health Care 331.50 1.51% 12.12.2013CO FP Equity CASINO GUICHARD PERRACHON Consumer Staples 83.70 3.94% 24.04.2014 21.37 20.20 20.64 21.52 21.91 21.24 21.42 -0.361 -0.223 -0.197 -0.150 -0.100 -0.071 -0.047 0.032 0.008 0.006 0.003 0.002 0.002 0.002SCR FP Equity SCOR SE Financials 22.78 5.49% 07.05.2014 21.42 21.36 21.28 21.62 22.29 22.29 -0.171 -0.170 -0.169 -0.157 -0.126 -0.126 0.014 0.012 0.008 0.003 0.002 0.002FUR NA Equity FUGRO NV-CVA Energy 43.47 3.68% 12.05.2014 23.28 22.77 23.65 25.25 25.76 25.76 25.76 -0.353 -0.159 -0.154 -0.146 -0.129 -0.129 -0.129 0.036 0.007 0.005 0.004 0.002 0.002 0.002MRO LN Equity MELROSE INDUSTRIES PLC Industrials 253.30 3.40% 18.09.2013GAS SQ Equity GAS NATURAL SDG SA Utilities 16.55 5.52% 08.01.2014 29.07 27.91 27.10 26.02 24.70 23.00 23.29 -0.113 -0.067 -0.052 -0.054 -0.020 0.143 0.083 0.003 0.001 0.000 0.000 -0.001 -0.001 -0.002MEO1V FH Equity METSO OYJ Industrials 31.91 5.80% 02.04.2014 25.98 25.39 26.51 -0.204 -0.119 -0.086 0.012 0.001 0.000F IM Equity FIAT SPA Consumer Discretionary 5.36 21.04.2014 42.15 41.54 41.20 40.70 39.53 38.60 37.17 -0.084 -0.143 -0.162 -0.158 -0.185 -0.221 -0.218 0.029 0.004 0.002 0.001 0.001 0.001 0.002WG/ LN Equity WOOD GROUP (JOHN) PLC Energy 805.50 1.63% 28.08.2013VK FP Equity VALLOUREC Industrials 41.10 1.68% 05.06.2014 31.22 30.16 30.65 31.94 31.29 31.24 30.06 -0.331 -0.226 -0.182 -0.129 -0.079 -0.051 -0.043 0.034 0.006 0.004 0.002 0.001 0.001 0.003KINVB SS Equity INVESTMENT AB KINNEVIK-B SHS Financials 169.40 16.05.2014 23.08 23.03 22.97 21.35 -0.383 -0.287 -0.162 0.000 0.007 0.005 0.003 0.000BOL SS Equity BOLIDEN AB Materials 96.35 4.46% 05.05.2014 29.03 27.05 27.05 27.48 27.83 27.83 -0.464 -0.253 -0.225 -0.136 -0.137 -0.137 0.065 0.013 0.009 0.002 0.003 0.003IMI LN Equity IMI PLC Industrials 1329.00 2.71% 04.09.2013SRP LN Equity SERCO GROUP PLC Industrials 632.50 1.57% 05.09.2013ARYN SE Equity ARYZTA AG Consumer Staples 59.70 1.17% 29.01.2014 17.38 17.79 18.13 18.88 18.52 18.90 -0.266 -0.052 -0.015 -0.013 0.002 -0.019 0.028 0.002 0.000 0.000 0.001 0.000SPSN VX Equity SWISS PRIME SITE-REG Financials 78.35 4.59% 21.04.2014 13.85 13.11 13.29 13.53 14.09 14.00 -0.319 -0.140 -0.063 -0.013 -0.014 -0.009 0.022 0.005 0.003 0.003 0.002 0.002VIE FP Equity VEOLIA ENVIRONNEMENT Utilities 10.67 6.56% 22.05.2014 27.65 27.66 28.63 29.79 30.19 29.02 28.40 -0.054 -0.034 -0.078 -0.075 -0.017 -0.002 0.039 0.048 0.007 0.004 0.001 0.000 0.003 0.004EEEK GA Equity COCA-COLA HELLENIC BOTTLING Consumer Staples 20.27 25.06.2014SIK VX Equity SIKA AG-BR Materials 2384.00 2.35% 17.04.2014 20.66 20.08 19.56 18.55 17.97 17.91 -0.621 -0.156 -0.074 -0.084 -0.070 -0.077 0.026 0.006 0.002 0.002 0.001 0.001ANDR AV Equity ANDRITZ AG Industrials 43.83 3.31% 26.03.2014 28.50 25.62 25.83 26.37 20.05 17.04 -0.357 0.005 -0.004 0.023 0.389 0.558 0.043 0.010 0.006 0.005 0.002 0.003MTX GY Equity MTU AERO ENGINES HOLDING AG Industrials 78.34 2.11% 09.05.2014 24.60 23.03 23.05 23.44 23.66 23.16 22.82 -0.276 -0.044 -0.052 -0.051 -0.022 -0.007 -0.001 0.021 0.004 0.003 0.002 0.002 0.002 0.002TPK LN Equity TRAVIS PERKINS PLC Industrials 1487.00 1.95% 09.10.2013HNR1 GY Equity HANNOVER RUECKVERSICHERU-REG Financials 61.44 4.39% 08.05.2014 21.92 21.06 21.50 22.25 22.75 22.26 21.46 -0.160 -0.126 -0.124 -0.111 -0.073 -0.053 -0.061 0.033 0.007 0.004 0.002 0.001 0.001 0.002QIA GY Equity QIAGEN N.V. Health Care 14.70 23.58 23.25 23.41 23.89 24.28 24.19 24.20 -0.208 -0.037 -0.028 -0.084 -0.074 -0.073 -0.072 0.045 0.005 0.002 0.001 0.001 0.001 0.001NHY NO Equity NORSK HYDRO ASA Materials 26.06 2.88% 09.05.2014 39.70 31.07 32.84 28.41 -0.719 -0.218 -0.218 -0.072 0.105 0.031 0.018 0.002ETL FP Equity EUTELSAT COMMUNICATIONS Consumer Discretionary 25.22 4.36% 14.11.2013 18.52 18.19 18.12 18.33 19.30 19.23 0.038 0.052 0.021 -0.002 0.000 -0.027 0.038 0.002 0.000 0.000 0.000 0.000VPK NA Equity VOPAK Industrials 45.67 2.15% 28.04.2014 23.42 21.48 21.15 20.90 20.59 20.59 -0.029 -0.070 -0.082 -0.080 -0.086 -0.086 0.037 0.006 0.004 0.003 0.002 0.002BALN VX Equity BALOISE HOLDING AG - REG Financials 94.40 4.77% 06.05.2014 18.11 17.22 17.27 17.45 17.53 16.66 15.61 -0.195 -0.194 -0.191 -0.168 -0.102 -0.068 -0.064 0.043 0.011 0.007 0.004 0.003 0.003 0.003PNN LN Equity PENNON GROUP PLC Utilities 696.50 4.18% 07.08.2013ISAT LN Equity INMARSAT PLC Telecommunication Services672.00 4.78% 02.10.2013DSV DC Equity DSV A/S Industrials 141.50 1.10% 24.03.2014 24.09 21.94 23.62 23.44 -0.368 -0.169 -0.122 -0.065 0.031 0.004 0.002 0.002TNTE NA Equity TNT EXPRESS NV Industrials 5.86 1.71% 11.04.2014 24.81 23.81 25.27 29.42 31.11 31.11 31.11 -0.295 -0.083 -0.060 -0.027 -0.024 -0.024 -0.024 0.053 0.012 0.008 0.002 0.001 0.001 0.001STM IM Equity STMICROELECTRONICS NV Information Technology 7.19 4.33% 09.12.2013 34.47 33.89 33.46 33.29 34.73 34.06 34.20 -0.176 -0.043 -0.018 -0.023 -0.059 0.086 0.051 0.019 0.004 0.004 0.001 0.001 0.000 0.000BELG BB Equity BELGACOM SA Telecommunication Services 17.34 12.58% 10.12.2013 22.07 20.02 19.91 19.41 20.29 20.29 -0.053 -0.117 -0.116 -0.099 -0.052 -0.052 0.039 0.007 0.004 0.003 0.001 0.001LISN SE Equity LINDT & SPRUENGLI AG-REG Consumer Staples 41295.00 1.57% 22.04.2014 14.44 14.39 14.39 14.40 14.77 14.91 -0.232 -0.013 -0.016 -0.035 -0.009 -0.011 0.010 0.001 0.001 0.002 0.001 0.002INF LN Equity INFORMA PLC Consumer Discretionary 504.50 3.96% 14.08.2013MNDI LN Equity MONDI PLC Materials 913.50 2.83% 21.08.2013JMT PL Equity JERONIMO MARTINS Consumer Staples 16.85 2.14% 05.05.2014SY1 GY Equity SYMRISE AG Materials 32.16 16.05.2014 22.67 22.35 22.63 23.40 23.36 23.80 23.61 -0.080 -0.130 -0.112 -0.098 -0.092 -0.093 -0.098 0.031 0.004 0.002 0.001 0.001 0.001 0.001PRY IM Equity PRYSMIAN SPA Industrials 15.75 2.86% 21.04.2014 26.07 26.03 26.25 26.69 26.80 26.80 -0.133 -0.242 -0.204 -0.126 -0.087 -0.087 0.029 0.008 0.005 0.002 0.001 0.001WMH LN Equity WILLIAM HILL PLC Consumer Discretionary 436.40 2.50% 23.10.2013 21.59 22.01 22.58 23.75 -0.072 -0.081 -0.093 -0.090 0.005 0.004 0.004 0.002ZC FP Equity ZODIAC AEROSPACE Industrials 98.14 1.78% 13.01.2014 18.33 18.64 18.95 19.77 20.24 20.32 -0.102 -0.108 -0.107 -0.126 -0.059 -0.055 0.021 0.003 0.002 0.001 -0.001 -0.001ADM LN Equity ADMIRAL GROUP PLC Financials 1285.00 7.09% 11.09.2013GBF GY Equity BILFINGER SE Industrials 77.07 3.89% 22.04.2014 21.24 19.60 20.14 21.27 21.78 21.47 21.69 -0.313 -0.178 -0.179 -0.149 -0.107 -0.096 -0.095 0.028 0.006 0.004 0.003 0.003 0.003 0.003PSN LN Equity PERSIMMON PLC Consumer Discretionary 1147.00 8.28% 30.10.2013COB LN Equity COBHAM PLC Industrials 280.80 3.45% 09.10.2013DELB BB Equity DELHAIZE GROUP Consumer Staples 48.60 2.88% 28.05.2014 26.68 25.89 25.93 25.94 25.11 25.11 -0.441 -0.154 -0.129 -0.093 -0.076 -0.076 0.024 0.008 0.006 0.004 0.003 0.003CABK SQ Equity CAIXABANK S.A Financials 2.83 8.13% 28.05.2013 32.53 30.74 30.84 29.01 26.51 23.59 22.02 0.237 0.220 0.079 -0.110 0.007 0.255 0.090 0.000 -0.006 -0.005 0.000 -0.002 -0.003 0.003PGS NO Equity PETROLEUM GEO-SERVICES Energy 86.95 2.82% 14.05.2014 27.17 28.04 29.17 31.36 -0.041 -0.050 -0.063 -0.077 0.017 0.013 0.008 0.001DIA SQ Equity DISTRIBUIDORA INTERNACIONAL Consumer Staples 6.23 2.09% 16.07.2013 32.42 30.18 29.57 27.14 24.40 23.90 23.81 -0.230 -0.253 -0.246 -0.192 -0.149 -0.156 -0.156 0.004 0.003 0.002 0.001 0.000 0.000 0.000UBI IM Equity UBI BANCA SCPA Financials 3.46 1.44% 19.05.2014 33.70 33.83 33.86 33.97 33.24 33.24 -0.183 -0.183 -0.183 -0.196 -0.176 -0.176 0.024 0.001 0.002 0.004 0.001 0.001IIA AV Equity IMMOFINANZ AG Financials 3.32 4.52% 08.10.2013 33.20 20.32 20.41 22.65 30.13 29.91 -1.156 -0.491 -0.275 0.072 0.603 0.844 0.066 0.028 0.020 0.005 -0.006 -0.007TGS NO Equity TGS NOPEC GEOPHYSICAL CO ASA Energy 217.90 3.67% 04.06.2014 30.40 30.10 29.71 29.04 -0.059 -0.105 -0.166 -0.237 0.018 0.015 0.010 0.004LI FP Equity KLEPIERRE Financials 33.70 4.60% 21.04.2014 19.22 19.65 19.72 19.67 21.87 22.76 -0.274 -0.183 -0.170 -0.152 -0.089 -0.051 0.027 0.005 0.004 0.004 0.003 0.003ATO FP Equity ATOS Information Technology 55.75 1.08% 06.06.2014 23.59 23.88 24.27 25.00 24.36 24.36 -0.128 -0.132 -0.137 -0.138 -0.134 -0.134 0.008 0.006 0.004 0.001 0.002 0.002ENG SQ Equity ENAGAS SA Utilities 20.05 5.83% 04.07.2013 22.16 21.12 20.77 22.35 19.89 17.19 18.85 -0.072 -0.044 -0.040 -0.167 -0.020 -0.002 0.010 0.001 0.001 0.000 0.001 0.000 0.002 -0.001KBC BB Equity KBC GROEP NV Financials 31.43 13.05.2015 41.74 35.89 35.27 34.33 33.10 33.10 -0.243 -0.190 -0.177 -0.142 -0.110 -0.110 0.024 0.003 0.003 0.003 0.002 0.002PSPN SE Equity PSP SWISS PROPERTY AG-REG Financials 91.10 3.40% 07.04.2014 10.34 10.43 10.47 11.59 12.72 12.51 -0.249 -0.169 -0.148 -0.123 -0.124 -0.113 0.017 0.005 0.005 0.005 0.002 0.002SLHN VX Equity SWISS LIFE HOLDING AG-REG Financials 153.80 2.93% 25.04.2014 26.04 24.25 24.06 24.06 24.40 23.76 23.48 -0.210 -0.150 -0.141 -0.124 -0.081 -0.060 -0.065 0.031 0.006 0.004 0.003 0.001 0.001 0.002STERV FH Equity STORA ENSO OYJ-R SHS Materials 5.76 5.21% 23.04.2014 24.58 26.56 27.04 27.50 -0.393 -0.168 -0.120 -0.067 0.045 0.003 0.000 0.000HO FP Equity THALES SA Industrials 36.23 2.57% 11.12.2013 26.24 24.23 23.90 23.72 22.94 22.52 22.55 -0.164 -0.056 -0.066 -0.084 -0.068 -0.074 -0.075 0.032 0.005 0.004 0.002 0.001 0.001 0.000MAN GY Equity MAN SE Industrials 86.00 1.16% 10.06.2014 8.22 7.75 7.52 7.20 7.44 7.64 7.42 -0.200 0.004 -0.005 -0.017 -0.002 -0.004 -0.004 0.026 0.006 0.008 0.009 0.001 0.000 0.000PWL ID Equity PADDY POWER PLC Consumer Discretionary 66.37 2.11% 04.09.2013COLR BB Equity COLRUYT SA Consumer Staples 40.45 2.42% 27.09.2013 17.58 18.40 18.45 18.83 18.16 18.16 -0.346 -0.111 -0.091 -0.086 -0.069 -0.069 0.037 0.006 0.002 0.003 0.003 0.003GALP PL Equity GALP ENERGIA SGPS SA Energy 12.50 2.30% 09.09.2013III LN Equity 3I GROUP PLC Financials 362.70 2.26% 19.06.2013 20.58 20.39 20.13 20.08 0.076 0.031 -0.031 -0.071 0.002 0.000 -0.002 -0.001GET FP Equity GROUPE EUROTUNNEL SA - REGR Industrials 6.42 1.87% 03.06.2014 17.76 18.11 18.32 19.52 19.81 20.07 -0.183 -0.135 -0.149 -0.128 -0.144 -0.131 0.038 0.010 0.007 0.002 0.001 0.001ACS SQ Equity ACS ACTIVIDADES CONS Y SERV Industrials 22.51 5.11% 05.07.2013 27.86 26.72 25.83 25.76 25.68 23.63 24.56 -0.633 0.072 0.108 0.053 -0.235 -0.136 -0.213 0.016 0.001 0.001 0.001 0.002 0.001 0.002SUN VX Equity SULZER AG-REG Industrials 166.40 1.98% 11.04.2014 20.11 20.33 20.71 21.51 23.17 23.04 -0.393 -0.234 -0.196 -0.133 -0.101 -0.097 0.025 0.007 0.006 0.002 0.001 0.001PTC PL Equity PORTUGAL TELECOM SGPS SA-REG Telecommunication Services 3.57 20.05.2014MEO GY Equity METRO AG Consumer Staples 24.66 4.06% 14.02.2014 26.14 25.92 25.91 26.32 23.79 23.98 23.41 -0.162 -0.051 -0.040 -0.034 0.109 0.092 0.127 0.038 0.005 0.004 0.002 0.005 0.006 0.007AKSO NO Equity AKER SOLUTIONS ASA Energy 85.65 4.67% 18.04.2014 36.18 35.70 35.07 34.28 -0.585 -0.501 -0.391 -0.258 0.004 0.003 0.002 0.002BBY LN Equity BALFOUR BEATTY PLC Industrials 227.50 6.20% 09.10.2013ILD FP Equity ILIAD SA Telecommunication Services175.75 0.21% 04.06.2013 28.05 27.23 26.92 26.81 26.49 26.56 -0.263 -0.092 -0.094 -0.103 -0.090 -0.091 0.020 0.003 0.003 0.002 0.001 0.001DLN LN Equity DERWENT LONDON PLC Financials 2497.00 1.40% 25.09.2013BB FP Equity SOCIETE BIC SA Industrials 84.60 3.03% 21.05.2014 24.78 23.60 23.95 24.24 23.86 24.44 -0.124 -0.076 -0.092 -0.098 -0.089 -0.075 0.029 0.004 0.004 0.004 0.003 0.003CLN VX Equity CLARIANT AG-REG Materials 14.44 2.29% 27.03.2014 23.75 23.47 24.06 25.21 26.01 25.55 25.69 -0.156 -0.093 -0.115 -0.093 -0.050 -0.051 -0.053 0.043 0.010 0.005 0.002 0.002 0.001 0.002CSCG LN Equity CAPITAL SHOPPING CENTRES GRO Financials #N/A N/AAGS LN Equity AEGIS GROUP PLC #N/A N/A #N/A N/ALHA GY Equity DEUTSCHE LUFTHANSA-REG Industrials 15.76 3.17% 08.05.2014 31.43 29.82 29.61 29.41 30.05 29.94 28.66 -0.288 -0.166 -0.131 -0.088 -0.005 0.045 0.089 0.038 0.006 0.004 0.001 0.000 -0.002 -0.003RAND NA Equity RANDSTAD HOLDING NV Industrials 33.53 2.98% 03.04.2014 23.46 22.89 23.40 24.73 25.49 25.49 25.59 -0.342 -0.204 -0.189 -0.144 -0.108 -0.108 -0.108 0.038 0.009 0.006 0.003 0.001 0.001 0.001ROR LN Equity ROTORK PLC Industrials 2889.00 1.71% 28.08.2013AML LN Equity AMLIN PLC Financials 434.10 5.81% 04.09.2013VOE AV Equity VOESTALPINE AG Materials 25.48 3.34% 08.07.2013 33.34 25.62 25.48 26.43 35.21 35.77 -0.457 -0.009 0.018 -0.030 0.556 0.758 0.093 0.031 0.016 0.004 -0.007 -0.008SDR LN Equity SCHRODERS PLC Financials 2555.00 1.72% 15.08.2013ELI1V FH Equity ELISA OYJ Telecommunication Services 14.41 9.02% 26.03.2014 19.44 20.64 20.81 21.09 -0.026 -0.123 -0.155 -0.115 0.030 0.006 0.003 0.002FR FP Equity VALEO SA Consumer Discretionary 48.55 3.09% 27.06.2014 27.68 28.83 29.16 30.06 30.86 30.86 -0.097 -0.096 -0.090 -0.083 -0.063 -0.063 0.008 0.006 0.004 0.001 0.000 0.000BKG LN Equity BERKELEY GROUP HOLDINGS Consumer Discretionary 2171.00SCH NO Equity SCHIBSTED ASA Consumer Discretionary 243.00 16.05.2014DRX LN Equity DRAX GROUP PLC Utilities 580.00 2.22% 25.09.2013TDC DC Equity TDC A/S Telecommunication Services 48.05 7.70% 09.08.2013 33.89 22.63 22.01 22.01 -2.284 -0.160 -0.166 -0.166 0.056 0.038 0.040 0.040PMO LN Equity PREMIER OIL PLC Energy 381.60PFG LN Equity PROVIDENT FINANCIAL PLC Financials 1566.00 8.26% 30.10.2013CHR DC Equity CHR HANSEN HOLDING A/S Materials 209.60 1.60% 27.11.2013TCY LN Equity TELECITY GROUP PLC Information Technology 950.00 0.95% 14.08.2013FLS DC Equity FLSMIDTH & CO A/S Industrials 333.30 3.15% 07.04.2014 36.35 25.62 25.88 26.57 -0.185 -0.095 -0.064 -0.052 0.018 0.002 0.000 0.000SMDS LN Equity DS SMITH PLC Materials 254.00 2.91% 02.10.2013Option Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctAt The Money Implied Volatilities by TermsStoxx600IndexQ.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  4. 4. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM2 RefDividendYieldNext Ex-DividendDateATM2Vol - 30DATM2Vol - 60DATM2Vol - 90DATM2Vol - 6MATM2Vol - 12MATM2Vol - 18MATM2Vol - 24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24MINVP LN Equity INVESTEC PLC Financials 502.50 3.58% 24.07.2013 18.88 19.03 19.60 19.33 0.113 0.085 0.049 -0.050 0.013 0.010 0.008 0.003SXS LN Equity SPECTRIS PLC Information Technology 2142.00 1.87% 16.10.2013TW/ LN Equity TAYLOR WIMPEY PLC Consumer Discretionary 96.80 1.03% 21.08.2013PGHN SE Equity PARTNERS GROUP HOLDING AG Financials 242.80 2.68% 05.05.2014 14.27 14.21 14.21 14.21 14.35 14.21 -0.184 -0.063 -0.028 0.002 0.006 0.011 0.030 0.005 0.002 0.000 0.000 0.001OPHR LN Equity OPHIR ENERGY PLC Energy 394.40CORA NA Equity CORIO NV Financials 36.10 7.65% 23.04.2014 22.84 17.85 17.49 17.99 18.33 18.33 18.33 -0.212 -0.165 -0.158 -0.152 -0.136 -0.136 -0.136 0.037 0.008 0.005 0.005 0.003 0.003 0.003BP IM Equity BANCO POPOLARE SCARL Financials 1.19 19.05.2014 39.89 38.66 38.74 38.79 39.15 39.15 -0.571 -0.327 -0.311 -0.271 -0.174 -0.174 0.042 0.009 0.008 0.004 0.002 0.002SEV FP Equity SUEZ ENVIRONNEMENT CO Utilities 11.18 5.82% 26.05.2014 24.76 23.44 23.89 25.17 24.97 26.01 24.78 0.049 0.062 -0.009 -0.061 -0.078 -0.053 -0.061 0.051 0.010 0.005 0.001 0.001 0.001 0.001ISYS LN Equity INVENSYS PLC Industrials 395.60 1.29% 19.06.2013 26.93 26.51 25.93 25.00 -0.355 -0.290 -0.202 -0.067 0.017 0.014 0.010 0.003KN FP Equity NATIXIS Financials 3.59 2.78% 02.06.2014 35.59 33.43 33.75 34.25 33.49 32.74 -0.210 -0.012 -0.017 -0.089 -0.069 -0.050 0.053 0.013 0.010 0.004 0.004 0.005MB IM Equity MEDIOBANCA SPA Financials 5.18 3.09% 18.11.2013 38.08 38.21 38.25 37.48 39.09 39.09 0.003 -0.212 -0.192 -0.062 0.002 0.002 0.039 0.006 0.004 0.001 0.002 0.002UBM LN Equity UBM PLC Consumer Discretionary 736.00 3.93% 21.08.2013BDEV LN Equity BARRATT DEVELOPMENTS PLC Consumer Discretionary 329.00 1.06% 23.10.2013 16.90 17.08 17.31 19.84 -0.016 -0.030 -0.048 -0.018 0.002 0.002 0.002 -0.001RMV LN Equity RIGHTMOVE PLC Consumer Discretionary 2022.00 1.19% 09.10.2013CGL LN Equity CATLIN GROUP LTD Financials 543.00 5.52% 21.08.2013IAP LN Equity ICAP PLC Financials 339.40 6.48% 01.01.2014 27.08 28.52 28.53 28.53 -0.219 -0.186 -0.126 -0.032 0.012 0.009 0.005 0.000INDUA SS Equity INDUSTRIVARDEN AB-A SHS Financials 125.40 4.19% 08.05.2014AHT LN Equity ASHTEAD GROUP PLC Industrials 636.50 0.76% 14.08.2013SGRO LN Equity SEGRO PLC Financials 294.50 5.13% 04.09.2013CNE LN Equity CAIRN ENERGY PLC Energy 277.00 28.98 29.44 30.07 31.42 -0.162 -0.152 -0.139 -0.119 0.003 0.003 0.002 0.002GALN SE Equity GALENICA AG-REG Health Care 632.00 1.74% 07.05.2014 24.38 23.14 23.63 24.44 24.55 24.40 -0.511 -0.228 -0.205 -0.235 -0.201 -0.198 0.023 0.004 0.002 0.002 0.001 0.001ETE GA Equity NATIONAL BANK OF GREECE Financials 1.26 02.06.2014 43.62 43.62 43.62 43.62 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000DWNI GY Equity DEUTSCHE WOHNEN AG-BR Financials 15.08 1.39% 28.05.2014 24.57 24.61 24.90 24.59 23.84 23.95 23.42 -0.414 -0.109 -0.116 -0.106 -0.106 -0.092 -0.091 0.033 0.006 0.003 0.001 0.001 0.001 0.001BOKA NA Equity BOSKALIS WESTMINSTER Industrials 32.05 3.96% 12.05.2014 19.78 18.88 19.50 21.16 -0.154 -0.147 -0.140 -0.158 0.038 0.009 0.005 0.004EGPW IM Equity ENEL GREEN POWER SPA Utilities 1.66 1.56% 19.05.2014 32.22 31.89 32.04 32.69 32.97 32.97 -0.174 -0.154 -0.125 -0.091 -0.086 -0.086 0.000 0.003 0.002 0.000 0.000 0.000GN DC Equity GN STORE NORD A/S Health Care 115.80 0.78% 21.03.2014 27.03 24.96 27.06 27.07 -0.234 -0.207 -0.051 -0.040 0.053 0.016 0.001 0.002MMB FP Equity LAGARDERE S.C.A. Consumer Discretionary 27.71 4.69% 08.05.2014 37.40 35.59 33.13 29.70 29.87 28.52 -0.043 -0.048 -0.056 -0.076 -0.084 -0.066 0.006 0.005 0.003 0.001 0.001 0.001RMS FP Equity HERMES INTERNATIONAL Consumer Discretionary 272.80 1.04% 26.02.2014 22.60 21.24 21.06 21.43 21.75 22.14 -0.194 -0.082 -0.071 -0.067 -0.065 -0.054 0.019 0.001 0.001 0.000 0.000 0.000EMG LN Equity MAN GROUP PLC Financials 125.20 11.56% 14.08.2013 46.65 43.15 41.10 40.11 -0.124 -0.107 0.008 0.129 0.007 0.007 0.007 0.010LSE LN Equity LONDON STOCK EXCHANGE GROUP Financials 1413.00 2.14% 04.12.2013 23.03 23.16 23.69 23.80 0.088 0.058 0.017 -0.048 0.003 0.003 0.002 0.001POH1S FH Equity POHJOLA BANK PLC-A SHS Financials 13.38 3.74% 25.03.2014HL/ LN Equity HARGREAVES LANSDOWN PLC Financials 1027.00 2.69% 11.09.2013MF FP Equity WENDEL Financials 88.69 1.97% 09.06.2014 27.41 22.96 22.87 24.07 25.00 25.40 -0.342 -0.054 -0.079 -0.121 -0.132 -0.128 0.020 0.004 0.003 0.003 0.002 0.002LAD LN Equity LADBROKES PLC Consumer Discretionary 211.70 4.06% 11.09.2013 24.09 24.34 24.68 25.97 -0.022 -0.034 -0.050 -0.060 0.006 0.004 0.002 0.001IGG LN Equity IG GROUP HOLDINGS PLC Financials 561.50 4.01% 18.09.2013POP SQ Equity BANCO POPULAR ESPANOL Financials 0.60 2.72% 18.06.2013 64.66 58.81 56.05 51.95 53.90 54.67 56.65 -0.198 -0.727 -0.725 -0.453 -0.231 -0.171 0.182 0.014 0.008 0.002 0.001 0.000 0.000 -0.002DUFN SE Equity DUFRY AG-REG Consumer Discretionary 130.60 16.05.2014 26.98 27.76 28.02 28.24 28.27 28.18 -0.078 -0.024 -0.042 -0.058 -0.051 -0.049 0.024 0.000 0.001 0.001 0.000 0.001GJF NO Equity GJENSIDIGE FORSIKRING ASA Financials 90.15 6.21% 25.04.2014 20.24 20.23 20.22 20.06 -0.203 -0.175 -0.139 -0.073 0.042 0.035 0.026 0.007TNET BB Equity TELENET GROUP HOLDING NV Consumer Discretionary 37.19 28.08.2014TRELB SS Equity TRELLEBORG AB-B SHS Industrials 99.90 3.20% 25.04.2014 20.78 20.10 20.07 20.00 19.96 19.96 -0.202 0.000 0.000 0.000 0.000 0.000 0.010 0.000 0.000 0.000 0.000 0.000RTO LN Equity RENTOKIL INITIAL PLC Industrials 94.25 2.65% 11.09.2013 19.80 20.12 20.56 21.30 0.020 0.023 0.028 -0.044 0.000 0.000 0.000 0.000HLMA LN Equity HALMA PLC Information Technology 527.00 2.03% 17.07.2013PC IM Equity PIRELLI & C. Consumer Discretionary 8.75 3.66% 19.05.2014 27.05 26.79 26.95 27.54 27.28 27.28 -0.050 -0.132 -0.134 -0.103 -0.078 -0.078 0.034 0.010 0.006 0.003 0.000 0.000SOW GY Equity SOFTWARE AG Information Technology 26.65 1.91% 05.05.2014 34.27 33.34 33.07 32.70 35.01 34.96 35.02 -0.177 -0.119 -0.118 -0.118 -0.153 -0.161 -0.185 0.029 0.001 0.001 0.001 0.001 0.001 0.002ADP FP Equity ADP Industrials 68.98 6.07% 12.05.2014 21.49 21.28 21.34 21.37 21.66 22.59 -0.001 0.048 0.046 0.037 0.027 0.029 0.015 0.000 0.000 0.000 0.000 0.000AFR LN Equity AFREN PLC Energy 134.90FPE3 GY Equity FUCHS PETROLUB AG -PREF Materials 61.76 2.02% 12.05.2014 24.19 24.54 24.75 25.33 24.68 25.25 24.68 -0.113 -0.220 -0.190 -0.171 -0.086 -0.081 -0.096 0.023 0.003 0.003 0.003 0.002 0.002 0.003LONN VX Equity LONZA GROUP AG-REG Health Care 73.70 2.92% 07.04.2014 21.37 21.13 21.82 23.12 24.07 24.10 -0.319 -0.119 -0.102 -0.083 -0.066 -0.066 0.030 0.007 0.005 0.003 0.002 0.001INCH LN Equity INCHCAPE PLC Consumer Discretionary 525.50 2.85% 07.08.2013SZU GY Equity SUEDZUCKER AG Consumer Staples 29.29 3.07% 02.08.2013 21.06 21.73 22.60 23.07 23.07 22.85 22.83 -0.084 -0.042 -0.025 -0.004 -0.011 0.000 0.011 0.036 0.001 0.000 0.001 0.001 0.002 0.002CAPC LN Equity CAPITAL & COUNTIES PROPERTIE Financials 333.50 0.78% 21.08.2013KAZ LN Equity KAZAKHMYS PLC Materials 354.20 3.34% 04.09.2013 66.16 63.60 60.12 54.58 -0.174 -0.157 -0.133 -0.087 0.001 0.001 0.000 0.000SPX LN Equity SPIRAX-SARCO ENGINEERING PLC Industrials 2825.00 2.05% 09.10.2013WDI GY Equity WIRECARD AG Information Technology 21.29 0.52% 27.06.2014 25.63 26.69 27.10 28.05 28.68 28.36 28.39 -0.003 0.000 -0.033 -0.079 -0.053 -0.051 -0.054 0.028 0.001 0.000 0.000 0.000 0.001 0.002CPR IM Equity DAVIDE CAMPARI-MILANO SPA Consumer Staples 6.02 1.16% 19.05.2014 22.29 22.12 21.85 22.17 22.41 22.36 0.188 -0.039 -0.098 -0.046 -0.032 0.013 0.027 0.002 0.002 0.001 0.000 0.000RHK GY Equity RHOEN-KLINIKUM AG Health Care 17.00 1.47% 12.06.2014 33.55 29.78 30.39 31.42 30.26 30.44 29.80 -0.181 -0.003 0.004 0.011 0.005 0.027 0.052 0.018 0.003 0.001 0.000 0.000 0.001 0.001SBMO NA Equity SBM OFFSHORE NV Energy 13.35 03.04.2014 30.51 29.69 30.15 31.30 31.76 32.27 32.44 -0.251 -0.124 -0.120 -0.105 -0.094 -0.080 -0.076 0.039 0.006 0.004 0.002 0.001 0.001 0.001CKSN LN Equity VESUVIUS PLC Industrials #N/A N/ASECUB SS Equity SECURITAS AB-B SHS Industrials 62.40 4.81% 08.05.2014 21.31 18.93 22.08 22.05 21.33 21.33 -0.409 -0.195 -0.166 -0.165 -0.105 -0.105 0.108 0.036 0.030 0.015 0.005 0.005PSM GY Equity PROSIEBEN SAT.1 MEDIA AG-PRF Consumer Discretionary 30.40 18.52% 23.07.2014 34.67 33.58 31.91 15.86 26.06 30.87 33.50 -0.144 -0.055 0.385 1.167 1.125 1.084 0.986 0.020 0.000 0.001 0.005 -0.003 -0.005 -0.007MEDAA SS Equity MEDA AB-A SHS Health Care 76.80 2.99% 12.05.2014 24.10 19.65 20.87 21.56 -0.468 -0.239 -0.171 -0.040 0.110 0.043 0.030 0.011NUO NA Equity NUTRECO NV Consumer Staples 34.03 3.23% 30.07.2013 21.79 19.63 19.46 19.57 -0.190 -0.209 -0.168 -0.129 0.038 0.006 0.003 0.003RCO FP Equity REMY COINTREAU Consumer Staples 89.98 1.56% 02.08.2013 21.50 22.18 23.31 25.74 26.93 27.30 -0.115 -0.119 -0.134 -0.130 -0.085 -0.087 0.008 0.002 0.003 0.003 0.002 0.002MHG NO Equity MARINE HARVEST Consumer Staples 6.27 1.59% 30.54 31.38 32.46 -0.192 -0.168 -0.137 0.058 0.046 0.030DCC ID Equity DCC PLC Industrials 28.94 21.93 21.58 21.18 20.35 20.01 19.88 -0.287 -0.065 -0.091 -0.124 -0.115 -0.108 0.033 0.011 0.007 0.003 0.002 0.003BOSS GY Equity HUGO BOSS AG -ORD Consumer Discretionary 89.43 7.63% 05.05.2014 20.49 23.35 24.42 26.69 29.13 29.01 29.45 -0.135 -0.055 -0.070 -0.085 -0.071 -0.047 -0.025 0.022 0.003 0.001 0.001 0.001 0.001 0.001IAG LN Equity INTL CONSOLIDATED AIRLINE-DI Industrials 269.40 06.08.2013 41.87 37.02 36.48 36.02 -0.178 -0.099 -0.089 -0.090 0.007 0.005 0.004 0.002GPOR LN Equity GREAT PORTLAND ESTATES PLC Financials 591.00 1.47% 29.05.2013CAST SS Equity CASTELLUM AB Financials 104.90 3.91% 21.03.2014GAM SE Equity GAM HOLDING AG Financials 17.75 3.10% 21.04.2014 27.88 26.78 26.98 27.56 28.44 28.22 -0.474 -0.167 -0.127 -0.089 -0.069 -0.068 0.028 0.006 0.005 0.003 0.001 0.001DMGT LN Equity DAILY MAIL&GENERAL TST-A NV Consumer Discretionary 766.00 2.48% 29.05.2013DEB LN Equity DEBENHAMS PLC Consumer Discretionary 93.20 3.54% 04.12.2013IM NA Equity ROYAL IMTECH NV Industrials 8.73 5.73% 07.04.2014 49.56 47.77 45.61 42.67 -0.658 -0.594 -0.550 -0.473 0.045 0.010 0.008 0.004ORNBV FH Equity ORION OYJ-CLASS B Health Care 21.49 5.35% 20.03.2014ALU FP Equity ALCATEL-LUCENT Information Technology 1.18 09.06.2014 62.25 57.96 58.32 59.33 59.32 59.38 59.49 -0.058 0.060 0.051 0.086 -0.017 -0.038 -0.054 0.054 0.000 -0.001 0.000 0.000 -0.001 -0.001MTGB SS Equity MODERN TIMES GROUP-B SHS Consumer Discretionary 270.00 15.05.2014 51.38 51.38 51.38 51.38 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000BMPS IM Equity BANCA MONTE DEI PASCHI SIENA Financials 0.23 19.05.2014 47.91 47.93 47.22 45.80 41.43 39.26 36.26 -0.591 -0.257 -0.261 -0.121 -0.621 -1.065 -1.301 0.065 0.008 0.009 0.004 0.005 0.011 0.014YTY1V FH Equity YIT OYJ Industrials 15.49 5.16% 18.03.2014 42.82 42.82 42.82 -0.661 -0.661 -0.661 0.039 0.039 0.039FDR FP Equity FONCIERE DES REGIONS Financials 64.52 6.66% 05.05.2014 25.24 25.18 25.14 24.99 26.88 26.95 -0.272 -0.009 0.004 0.004 0.005 0.001 0.020 0.000 0.000 0.000 0.000 0.000BOK LN Equity BOOKER GROUP PLC Consumer Staples 126.50 2.01% 05.06.2013FGR FP Equity EIFFAGE Industrials 35.11 3.70% 24.04.2014 36.60 34.16 34.20 35.26 36.33 36.26 -0.314 -0.188 -0.163 -0.134 -0.098 -0.083 0.017 0.004 0.003 0.002 0.002 0.001RXL FP Equity REXEL SA Industrials 17.28 4.34% 26.05.2014AVV LN Equity AVEVA GROUP PLC Information Technology 2292.00 1.07% 19.06.2013HELN SE Equity HELVETIA HOLDING AG-REG Financials 400.00 4.50% 08.05.2014 20.39 20.51 20.77 21.17 22.33 22.49 0.008 -0.286 -0.214 -0.011 0.005 0.015 0.018 0.002 0.001 0.000 0.000 -0.001GFC FP Equity GECINA SA Financials 97.16 4.63% 21.04.2014 22.61 22.47 22.40 22.35 24.20 24.50 -0.017 -0.005 -0.002 0.011 -0.001 -0.026 0.014 0.000 0.000 0.000 0.000 0.000DL NA Equity DELTA LLOYD NV Financials 15.65 6.58% 12.08.2013 23.95 22.01 22.47 22.76 23.09 23.09 -0.326 -0.158 -0.153 -0.091 -0.091 -0.091 0.042 0.012 0.008 0.005 0.003 0.003SHB LN Equity SHAFTESBURY PLC Financials 655.00 1.92% 12.06.2013BKIR ID Equity BANK OF IRELAND Financials 0.18 14.08.2013 43.86 42.76 42.51 42.85 43.57 44.21 -0.252 0.036 0.068 0.007 0.015 0.018 0.053 -0.001 -0.001 0.001 0.001 0.000FNC IM Equity FINMECCANICA SPA Industrials 4.40 19.05.2014 40.42 38.92 38.93 39.03 38.49 38.49 -0.189 -0.200 -0.174 -0.121 -0.101 -0.101 0.025 0.005 0.003 0.001 0.001 0.001OTE1V FH Equity OUTOTEC OYJ Industrials 11.40 2.89% 27.03.2014ASHM LN Equity ASHMORE GROUP PLC Financials 427.60 3.73% 06.11.2013WDH DC Equity WILLIAM DEMANT HOLDING Health Care 483.50JYSK DC Equity JYSKE BANK-REG Financials 232.00GNK LN Equity GREENE KING PLC Consumer Discretionary 755.00 3.54% 07.08.2013QQ/ LN Equity QINETIQ GROUP PLC Industrials 197.60 1.72% 07.08.2013VIS SQ Equity VISCOFAN SA Consumer Staples 40.29 2.79% 23.12.2013 29.23 29.21 29.35 30.44 27.91 28.03 27.34 -0.026 -0.037 -0.052 -0.110 -0.001 0.018 0.032 0.000 0.000 0.000 0.000 0.000 0.000 0.000BARN SE Equity BARRY CALLEBAUT AG-REG Consumer Staples 923.50 1.84% 27.02.2014 16.35 16.22 16.35 16.53 16.78 16.74 -0.287 -0.067 -0.045 -0.033 -0.028 -0.027 0.016 0.002 0.001 0.001 0.001 0.001HGG LN Equity HENDERSON GROUP PLC Financials 178.80 4.36% 28.08.2013BPE IM Equity BANCA POPOL EMILIA ROMAGNA Financials 6.49 19.05.2014 48.31 48.20 43.61 45.37 44.88 49.85 -0.120 -0.052 -0.157 -0.090 -0.112 -0.069 0.001 0.000 0.001 0.001 0.002 0.003NDA GY Equity AURUBIS AG Materials 46.27 2.92% 28.02.2014 28.49 27.12 26.22 25.40 26.41 26.58 26.53 -0.403 -0.214 -0.148 -0.103 -0.096 -0.091 -0.077 0.033 0.001 0.000 0.001 0.001 0.000 0.001ING FP Equity INGENICO Information Technology 51.68 1.35% 12.05.2014FRA GY Equity FRAPORT AG FRANKFURT AIRPORT Industrials 46.41 2.69% 15.05.2014 21.32 19.20 19.37 20.17 21.01 21.60 21.07 -0.173 -0.118 -0.121 -0.108 -0.110 -0.110 -0.102 0.028 0.005 0.002 0.002 0.002 0.002 0.002CLLN LN Equity CARILLION PLC Industrials 255.40 6.81% 04.09.2013TOP DC Equity TOPDANMARK A/S Financials 148.30HUSQB SS Equity HUSQVARNA AB-B SHS Consumer Discretionary 40.01 4.00% 14.04.2014 23.76 22.41 23.56 24.15 26.83 26.83 -0.300 -0.242 -0.024 -0.110 -0.128 -0.128 0.143 0.032 0.025 0.013 0.003 0.003CNP FP Equity CNP ASSURANCES Financials 11.53 6.85% 30.04.2014 28.34 27.79 27.05 26.20 25.52 25.52 -0.125 -0.139 -0.157 -0.163 -0.127 -0.127 0.009 0.008 0.006 0.003 0.002 0.002RHM GY Equity RHEINMETALL AG Industrials 37.38 4.95% 14.05.2014 28.72 31.46 31.06 30.10 28.49 29.81 29.00 0.048 -0.059 -0.034 0.022 -0.040 -0.058 -0.087 0.029 0.003 0.001 0.000 0.000 0.000 0.001ICAD FP Equity ICADE Financials 74.15 26.06.2014 22.10 21.96 21.89 21.84 25.40 24.86 -0.203 -0.009 0.003 0.003 -0.117 -0.062 0.016 0.001 0.000 0.000 -0.003 -0.001CBG LN Equity CLOSE BROTHERS GROUP PLC Financials 1079.00 4.17% 16.10.2013FLTR LN Equity FILTRONA PLC Materials 743.50 1.96% 25.09.2013ICP LN Equity INTERMEDIATE CAPITAL GROUP Financials 450.70 4.48% 29.05.2013BES PL Equity BANCO ESPIRITO SANTO-REG Financials 0.79 08.04.2014NK FP Equity IMERYS SA Materials 51.13 2.93% 06.05.2014 27.56 27.29 27.31 27.30 28.16 28.19 -0.086 0.003 0.012 0.005 -0.005 -0.009 0.023 0.000 0.000 0.000 0.000 0.000EZJ LN Equity EASYJET PLC Industrials 1222.00 2.13% 26.02.2014MAP SQ Equity MAPFRE SA Financials 2.86 4.20% 01.07.2013 34.20 31.45 29.61 26.08 24.49 23.58 24.07 -0.139 -0.162 -0.172 -0.225 -0.290 -0.355 -0.312 -0.002 0.000 0.000 0.000 -0.002 0.000 -0.002SGC LN Equity STAGECOACH GROUP PLC Industrials 313.40 2.78% 28.08.2013KESBV FH Equity KESKO OYJ-B SHS Consumer Staples 23.98 5.21% 08.04.2014GIB GY Equity GSW IMMOBILIEN AG Financials 32.94 2.73% 30.06.2014 20.57 21.46 21.94 22.83 23.36 23.67 23.48 -0.413 -0.175 -0.160 -0.145 -0.135 -0.128 -0.111 0.024 0.004 0.003 0.001 0.002 0.002 0.002BTG LN Equity BTG PLC Health Care 353.70NEO FP Equity NEOPOST SA Information Technology 53.50 7.29% 10.07.2013 23.28 24.49 24.71 28.11 25.21 28.99 -0.206 -0.062 -0.043 -0.138 -0.051 -0.142 0.022 0.001 0.000 -0.002 0.001 0.000VCT LN Equity VICTREX PLC Materials 1629.00 2.39% 12.06.2013BWY LN Equity BELLWAY PLC Consumer Discretionary 1319.00 1.93% 11.12.2013PMI IM Equity BANCA POPOLARE DI MILANO Financials 0.46 19.05.2014 48.04 46.56 46.89 46.61 47.12 47.12 -0.856 -0.194 -0.151 -0.117 -0.070 -0.070 0.051 0.003 0.001 0.001 0.000 0.000HTG LN Equity HUNTING PLC Energy 864.50 2.23% 23.10.2013VED LN Equity VEDANTA RESOURCES PLC Materials 1256.00 3.04% 14.08.2013 33.02 33.26 33.59 34.94 -0.107 -0.099 -0.089 -0.098 0.003 0.002 0.001 0.000AF FP Equity AIR FRANCE-KLM Industrials 7.41 16.07.2013 43.73 40.36 40.44 40.82 40.56 34.96 35.84 -0.279 -0.198 -0.172 -0.128 -0.110 -0.090 -0.126 0.037 0.004 0.003 0.002 0.000 0.000 0.000Stoxx600IndexAt The Money Implied Volatilities by TermsOption Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctQ.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  5. 5. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM3 RefDividendYieldNext Ex-DividendDateATM3Vol - 30DATM3Vol - 60DATM3Vol - 90DATM3Vol - 6MATM3Vol - 12MATM3Vol - 18MATM3Vol - 24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24MUTDI GY Equity UNITED INTERNET AG-REG SHARE Information Technology 22.57 1.33% 02.06.2014 16.05 17.07 17.53 19.13 20.97 21.44 21.11 -0.271 -0.122 -0.106 -0.083 -0.096 -0.088 -0.069 0.046 0.008 0.005 0.004 0.002 0.002 0.002PARG SE Equity PARGESA HOLDING SA-BR Financials 66.75 3.90% 13.05.2014 16.83 17.41 17.75 18.74 20.08 21.68 -0.119 -0.136 -0.141 -0.136 -0.102 -0.093 0.033 0.005 0.002 0.002 0.002 0.003BPSO IM Equity BANCA POPOLARE DI SONDRIO Financials 4.55 19.05.2014 47.79 48.23 48.23 48.08 47.31 49.71 -0.071 0.012 0.007 0.008 0.109 0.220 0.023 0.000 0.000 0.000 -0.001 -0.002ACKB BB Equity ACKERMANS & VAN HAAREN Financials 69.44 2.40% 02.06.2014TKA AV Equity TELEKOM AUSTRIA AG Telecommunication Services 5.48 0.91% 26.05.2014 28.48 25.03 26.09 27.53 27.57 26.91 -0.017 -0.096 -0.047 0.107 0.389 0.500 0.062 0.008 0.003 0.006 -0.002 -0.002RATOB SS Equity RATOS AB-B SHS Financials 59.80 5.43% 17.04.2014UG FP Equity PEUGEOT SA Consumer Discretionary 6.54 04.06.2014 44.23 43.62 43.69 43.57 43.32 44.07 43.91 -0.239 -0.192 -0.160 -0.120 -0.165 -0.256 -0.213 0.044 0.007 0.004 0.002 0.003 0.002 0.000ULE LN Equity ULTRA ELECTRONICS HLDGS PLC Industrials 1742.00 2.41% 14.08.2013STB NO Equity STOREBRAND ASA Financials 26.75 4.86% 17.04.2014 43.49 42.56 41.34 36.37 -0.398 -0.343 -0.272 -0.092 0.066 0.051 0.032 0.002SK FP Equity SEB SA Consumer Discretionary 57.50 2.30% 15.05.2014 26.83 27.51 27.46 27.40 27.40 27.96 0.094 0.008 0.013 0.015 -0.006 -0.001 0.018 0.000 0.000 0.000 0.000 0.000SAZ GY Equity STADA ARZNEIMITTEL AG Health Care 33.62 1.49% 28.05.2014 27.74 26.22 27.05 28.41 27.12 27.43 26.37 -0.297 -0.101 -0.074 -0.047 -0.021 -0.005 0.029 0.030 0.007 0.006 0.003 0.002 0.002 0.002SPR GY Equity AXEL SPRINGER AG Consumer Discretionary 32.53 5.69% 24.04.2014 21.32 20.73 20.31 19.90 21.41 21.41 22.78 -0.204 0.019 0.028 0.028 0.014 -0.001 -0.056 0.026 0.001 0.000 0.000 0.000 0.000 0.000AALB NA Equity AALBERTS INDUSTRIES NV Industrials 18.06 2.05% 29.04.2014 18.69 17.33 17.87 19.10 -0.378 -0.189 -0.160 -0.079 0.042 0.013 0.008 0.004ZOT SQ Equity ZARDOYA OTIS SA Industrials 11.23 3.56% 08.10.2013NES1V FH Equity NESTE OIL OYJ Energy 12.16 3.45% 07.04.2014 27.80 28.45 29.02 30.15 -0.220 -0.087 -0.078 -0.067 0.039 0.003 0.001 0.000ELE SQ Equity ENDESA SA Utilities 18.05 02.07.2014 30.33 29.21 28.67 27.71 26.47 24.50 24.92 -0.034 -0.029 -0.026 -0.026 -0.023 0.111 0.137 0.000 0.000 0.000 0.000 0.000 0.000 0.000DEQ GY Equity DEUTSCHE EUROSHOP AG Financials 34.28 3.50% 20.06.2014 12.06 13.29 14.03 15.37 15.52 16.61 17.23 -0.136 -0.058 -0.049 -0.031 0.000 -0.007 -0.023 0.034 0.009 0.005 0.002 0.001 0.001 0.001MPI LN Equity MICHAEL PAGE INTERNATIONAL Industrials 393.10 4.45% 04.09.2013RBI AV Equity RAIFFEISEN BANK INTERNATIONA Financials 27.98 4.18% 02.07.2014 26.42 25.79 25.63 26.75 39.42 41.81 -1.153 -0.233 -0.111 -0.039 0.559 0.759 0.067 0.016 0.008 0.009 -0.012 -0.015CFAO FP Equity CFAO Consumer Discretionary 31.14 2.93%MTO LN Equity MITIE GROUP PLC Industrials 271.70 3.85% 19.06.2013COFB BB Equity COFINIMMO Financials 88.95 6.75% 28.04.2014 11.77 12.42 12.60 13.05 15.08 15.35 0.385 0.061 -0.001 -0.052 -0.065 -0.052 0.028 0.008 0.007 0.005 0.004 0.004TT/ LN Equity TUI TRAVEL PLC Consumer Discretionary 355.90 3.58% 05.03.2014HIK LN Equity HIKMA PHARMACEUTICALS PLC Health Care 990.00 1.33% 28.08.2013VIG AV Equity VIENNA INSURANCE GROUP AG Financials 40.00 3.38% 12.05.2014 18.53 19.41 20.05 21.54 29.57 33.01 -0.906 -0.080 -0.061 -0.092 0.352 0.524 0.076 0.019 0.008 0.002 -0.006 -0.009DLAR LN Equity DE LA RUE PLC Industrials 965.00 4.38% 03.07.2013FNTN GY Equity FREENET AG Telecommunication Services 19.22 14.05% 12.05.2014 29.67 28.13 27.43 26.47 25.05 26.59 25.12 -0.082 0.043 -0.017 -0.060 -0.008 0.042 0.099 0.038 0.007 0.005 0.003 0.002 0.003 0.002HAS LN Equity HAYS PLC Industrials 96.00 2.78% 09.10.2013OERL SE Equity OC OERLIKON CORP AG-REG Industrials 11.65 33.24 32.23 32.90 33.73 33.08 32.96 -0.418 -0.230 -0.203 -0.152 -0.153 -0.193 0.036 0.007 0.005 0.003 0.003 0.004ELM LN Equity ELEMENTIS PLC Materials 247.00 2.24% 04.09.2013TRYG DC Equity TRYG A/S Financials 510.00 5.29% 22.04.2014 23.53 21.68 21.15 20.16 -0.076 0.040 0.080 0.104 0.006 -0.001 -0.001 -0.001RCF FP Equity TELEPERFORMANCE Industrials 37.34 1.82% 02.06.2014 23.25 22.92 22.86 22.73 22.01 22.02 -0.277 -0.023 -0.005 0.000 0.020 0.041 0.024 0.001 0.000 0.000 0.001 0.001JLT LN Equity JARDINE LLOYD THOMPSON GROUP Financials 914.00 3.02% 04.09.2013PZC LN Equity PZ CUSSONS PLC Consumer Staples 381.00 1.97% 14.08.2013PNL NA Equity POSTNL NV Industrials 1.79 06.08.2013 48.44 45.51 45.97 45.80 45.46 45.46 45.46 -0.118 -0.015 -0.001 0.004 -0.035 -0.035 -0.035 0.053 0.001 -0.002 -0.002 -0.001 -0.001 -0.001EMSN SE Equity EMS-CHEMIE HOLDING AG-REG Materials 285.00 2.63%GCC ID Equity C&C GROUP PLC Consumer Staples 4.75 1.95% 30.10.2013 29.93 28.03 27.35 26.57 26.07 26.59 -0.113 -0.107 -0.146 -0.168 -0.172 -0.163 0.050 0.005 0.003 0.002 0.002 0.002EBRO SQ Equity EBRO FOODS SA Consumer Staples 15.47 3.36% 10.01.2014 30.54 29.54 28.57 26.80 24.15 24.35 24.36 -0.077 -0.102 -0.111 -0.133 -0.052 -0.083 -0.054 0.000 0.000 0.000 0.001 0.000 0.000 0.000SPT LN Equity SPIRENT COMMUNICATIONS PLC Information Technology 136.50 1.72% 07.08.2013GXI GY Equity GERRESHEIMER AG Health Care 46.53 1.61% 22.04.2014 20.02 21.94 22.62 23.42 24.32 24.17 24.10 -0.469 -0.115 -0.095 -0.093 -0.083 -0.074 -0.059 0.024 0.003 0.002 0.002 0.001 0.001 0.001AMEAS FH Equity AMER SPORTS OYJ Consumer Discretionary 13.94 2.87% 10.03.2014SOF BB Equity SOFINA Financials 73.10 2.99% 08.05.2014 12.94 11.94 11.95 11.94 12.28 12.22 -0.104 -0.072 -0.066 -0.022 0.002 0.005 0.016 0.004 0.003 0.001 0.000 0.000SZG GY Equity SALZGITTER AG Materials 31.15 0.80% 22.05.2014 41.35 36.31 36.01 35.16 33.70 33.47 33.17 -0.116 -0.043 -0.036 -0.035 -0.029 -0.033 -0.043 0.026 0.002 0.001 0.000 0.000 0.000 0.000IMG LN Equity IMAGINATION TECH GROUP PLC Information Technology 317.90BCVN SE Equity BANQUE CANTONALE VAUDOIS-REG Financials 515.00 6.21% 29.04.2014 20.85 20.95 20.98 21.10 20.04 19.30 -0.005 -0.010 0.000 0.003 0.057 0.099 0.017 0.000 0.000 0.000 0.001 0.001RF FP Equity EURAZEO Financials 42.13 2.85% 16.05.2014 27.43 27.57 27.56 27.54 27.42 28.17 -0.162 -0.019 -0.003 0.000 0.006 0.010 0.016 0.000 0.000 0.000 0.000 0.000KCR1V FH Equity KONECRANES OYJ Industrials 27.92 3.94% 21.03.2014BME SQ Equity BOLSAS Y MERCADOS ESPANOLES Financials 20.14 9.09% 06.09.2013 28.92 28.30 27.22 25.50 23.85 22.72 22.55 -0.095 0.030 0.055 0.012 0.023 -0.026 0.009 0.001 -0.001 -0.002 -0.001 -0.001 0.000 -0.001TRE SQ Equity TECNICAS REUNIDAS SA Energy 38.29 3.69% 11.07.2013 33.00 31.94 31.49 31.35 30.48 30.26 30.21 -0.104 -0.111 -0.104 -0.107 -0.079 -0.092 -0.087 0.001 0.001 0.000 0.001 0.000 0.000 -0.001VATN SE Equity VALIANT HOLDING AG-REG Financials 87.75 3.65% 29.05.2014 19.03 18.69 18.70 18.69 18.73 19.43 -0.120 0.001 0.002 0.000 -0.017 -0.020 0.011 0.000 0.000 0.000 0.000 0.000ANA SQ Equity ACCIONA SA Utilities 49.40 5.16% 21.01.2014 34.56 33.17 32.38 31.95 28.61 30.88 28.71 -0.141 -0.116 -0.118 -0.146 -0.109 -0.162 -0.115 0.001 0.000 0.000 0.000 0.001 0.000 0.000CLS1 GY Equity CELESIO AG Health Care 15.56 1.93% 19.05.2014 30.82 27.01 26.78 27.34 26.22 26.46 26.08 0.132 0.032 0.002 -0.021 -0.045 -0.048 -0.027 0.038 0.006 0.004 0.001 0.001 0.000 0.000KABN SE Equity KABA HOLDING AG-REG B Industrials 374.00 2.41% 31.10.2013 16.43 17.03 17.24 17.76 17.68 17.15 -0.312 -0.094 -0.083 -0.098 -0.079 -0.054 0.021 0.002 0.001 0.001 0.001 0.002FI/N SE Equity FISCHER (GEORG)-REG Industrials 442.50 3.39% 26.03.2014 22.81 21.65 21.84 23.13 25.70 25.59 -0.193 -0.101 -0.085 -0.082 -0.018 -0.009 0.022 0.004 0.003 0.003 0.004 0.003ALLN SE Equity ALLREAL HOLDING AG-REG Financials 138.80 3.96% 10.04.2014MS IM Equity MEDIASET SPA Consumer Discretionary 2.35 19.05.2014 49.14 44.19 43.56 42.42 40.31 40.31 0.130 -0.226 -0.213 -0.146 -0.143 -0.143 0.033 0.005 0.004 0.001 0.003 0.003LOGN SE Equity LOGITECH INTERNATIONAL-REG Information Technology 6.30 37.84 37.54 36.63 35.55 32.91 29.63 -0.361 -0.279 -0.301 -0.371 -0.426 -0.501 0.045 0.004 0.003 0.005 0.006 0.012ECM LN Equity ELECTROCOMPONENTS PLC Information Technology 264.80 4.44% 19.06.2013CWC LN Equity CABLE & WIRELESS COMMUNICATI Telecommunication Services 43.14 6.20% 29.05.2013 25.09 25.04 24.97 24.78 0.207 0.144 0.058 -0.079 -0.001 0.000 0.002 0.003VER AV Equity VERBUND AG Utilities 17.00 5.88% 24.04.2014 20.22 18.71 19.32 20.71 29.88 33.10 -0.433 -0.101 -0.085 -0.031 0.415 0.620 0.097 0.020 0.012 0.010 -0.008 -0.013HUFVA SS Equity HUFVUDSTADEN AB-A SHS Financials 91.60 3.00% 21.03.2014DEC FP Equity JC DECAUX SA Consumer Discretionary 20.82 2.11% 15.05.2014 35.98 33.90 33.17 33.03 32.46 32.99 0.051 -0.045 -0.062 -0.072 -0.062 -0.047 0.011 0.001 0.001 0.002 0.001 0.001BKIA SQ Equity BANKIA SA Financials 3.58 40.50 41.43 42.68 44.23 40.38 37.75 37.78 -0.386 -0.378 -0.368 -0.246 -0.150 -0.163 -0.160 0.011 0.011 0.012 0.005 0.000 0.001 0.001HOLMB SS Equity HOLMEN AB-B SHARES Materials 184.20 4.89% 10.04.2014 15.12 14.67 15.97 17.92 -0.485 -0.329 -0.255 -0.156 0.090 0.034 0.019 0.008EXO IM Equity EXOR SPA Financials 24.72 1.36% 23.06.2014 23.58 23.75 23.80 24.17 -0.268 -0.114 -0.108 -0.097 0.044 0.002 0.001 0.000JM SS Equity JM AB Consumer Discretionary 146.75 4.77% 25.04.2014EVR LN Equity EVRAZ PLC Materials 159.80 04.09.2013 42.59 42.16 41.58 40.62 -0.004 -0.012 -0.023 -0.032 -0.003 -0.003 -0.001 0.000FGP LN Equity FIRSTGROUP PLC Industrials 221.80 4.91% 10.07.2013NCCB SS Equity NCC AB-B SHS Industrials 159.10 6.29% 10.04.2014MOBN SE Equity MOBIMO HOLDING AG-REG Financials 212.40 4.24% 11.04.2014NEX LN Equity NATIONAL EXPRESS GROUP PLC Industrials 211.40 5.11% 04.09.2013ASM NA Equity ASM INTERNATIONAL NV Information Technology 26.72 1.85% 26.51 25.73 26.11 26.65 -0.167 -0.055 -0.045 -0.038 0.045 0.007 0.003 0.003BVIC LN Equity BRITVIC PLC Consumer Staples 466.20 3.84% 29.05.2013KRA1V FH Equity KEMIRA OYJ Materials 11.91 4.62% 27.03.2014HOT GY Equity HOCHTIEF AG Industrials 56.74 3.52% 08.05.2014 28.52 28.43 28.75 29.57 30.69 30.69 29.70 -0.142 -0.076 -0.088 -0.087 -0.064 -0.052 -0.078 0.028 0.002 0.001 0.001 0.000 0.000 0.001ORI SS Equity ORIFLAME COSMETICS SA-SDR Consumer Staples 244.60 6.14% 22.05.2014 57.58 57.58 57.58 57.58 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000LUNDB SS Equity LUNDBERGS AB-B SHS Financials 267.00 1.69% 14.04.2014POG LN Equity PETROPAVLOVSK PLC Materials 135.20 5.17% 02.10.2013SYDB DC Equity SYDBANK A/S Financials 125.00 1.60% 14.03.2014ECMPA NA Equity EUROCOMMERCIAL PROPERTIE-CV Financials 31.49 6.02% 31.10.2013BPTY LN Equity BWIN.PARTY DIGITAL ENTERTAIN Consumer Discretionary 143.90 4.08% 11.09.2013BIM FP Equity BIOMERIEUX Health Care 75.10 1.29% 02.06.2014 20.13 19.77 19.71 19.80 19.84 20.04 -0.179 -0.020 0.006 0.006 0.003 0.001 0.017 0.001 0.000 0.000 0.000 0.000HAV FP Equity HAVAS SA Consumer Discretionary 4.99 2.18% 15.05.2014 39.09 38.99 38.85 38.10 0.041 0.041 0.041 0.039 -0.004 -0.003 -0.002 0.000WHA NA Equity WERELDHAVE NV Financials 58.46 6.00% 22.04.2014 15.94 14.71 14.96 15.67 16.06 16.06 16.06 -0.310 -0.198 -0.186 -0.149 -0.133 -0.133 -0.133 0.040 0.009 0.005 0.006 0.003 0.003 0.003ENRC LN Equity EURASIAN NATURAL RESOURCES Materials 298.60 1.65% 28.08.2013 113.45 105.42 94.48 76.76 -0.157 -0.148 -0.137 -0.075 0.004 0.003 0.002 -0.001MAU FP Equity MAUREL ET PROM Energy 13.09 3.06% 23.06.2014 23.42 24.40 24.69 25.61 26.80 27.11 -0.412 -0.160 -0.137 -0.120 -0.124 -0.053 0.033 0.004 0.003 0.001 0.001 0.001WIN GY Equity WINCOR NIXDORF AG Information Technology 42.54 3.10% 21.01.2014 22.53 23.89 24.68 26.21 26.26 26.88 27.08 -0.349 -0.113 -0.118 -0.108 -0.061 -0.055 -0.059 0.022 0.003 0.003 0.003 0.002 0.001 0.002SSABA SS Equity SSAB AB-A SHARES Materials 46.79 2.35% 15.04.2014 31.15 29.70 29.94 29.79 31.69 31.69 -0.607 -0.230 -0.207 -0.131 -0.065 -0.065 0.111 0.026 0.021 0.003 0.003 0.003LMI LN Equity LONMIN PLC Materials 267.20 08.01.2014 56.05 54.97 53.51 49.86 -0.251 -0.209 -0.151 -0.082 0.004 0.002 0.001 0.000ACX SQ Equity ACERINOX SA Materials 8.10 8.02% 05.07.2013 26.38 26.90 26.39 26.66 24.23 23.52 23.35 -0.007 -0.049 -0.055 -0.057 0.108 0.142 0.168 0.002 0.000 0.000 0.001 0.001 0.001 0.001NOBN SE Equity NOBEL BIOCARE HOLDING AG-REG Health Care 12.05 1.83% 03.04.2014 34.58 31.09 31.49 32.54 32.96 32.83 32.97 -0.243 -0.139 -0.128 -0.109 -0.094 -0.094 -0.094 0.024 0.005 0.004 0.001 0.001 0.001 0.001AIXA GY Equity AIXTRON SE Information Technology 11.85 26.05.2014 32.38 33.40 34.58 36.83 37.28 36.23 35.51 -0.156 -0.078 -0.075 -0.056 -0.146 -0.220 -0.333 0.034 0.003 0.002 0.000 0.003 0.005 0.009OPAP GA Equity OPAP SA Consumer Discretionary 7.94 7.20% 20.06.2014 56.67 55.64 54.25 48.91 -1.256 -0.952 -0.538 0.000 -0.043 -0.032 -0.018 0.000GBB FP Equity BOURBON SA Energy 21.57 3.59% 05.06.2014SGL GY Equity SGL CARBON SE Industrials 28.31 0.71% 02.05.2014 27.81 24.51 25.12 26.67 27.58 28.17 28.77 -0.171 -0.045 -0.069 -0.126 -0.196 -0.230 -0.273 0.034 0.006 0.004 0.001 -0.003 -0.006 -0.007LEO GY Equity LEONI AG Consumer Discretionary 36.82 3.67% 02.05.2014 31.41 27.67 28.30 30.22 32.67 33.37 33.47 -0.159 -0.060 -0.073 -0.055 -0.018 0.010 -0.006 0.022 0.002 0.001 0.000 0.000 -0.001 0.000STMN SE Equity STRAUMANN HOLDING AG-REG Health Care 125.40 2.99% 09.04.2014 30.22 27.14 27.31 27.17 27.76 27.75 -0.173 -0.046 -0.046 -0.033 -0.028 -0.019 0.018 0.003 0.003 0.002 0.001 0.001WCH GY Equity WACKER CHEMIE AG Materials 52.00 0.67% 09.05.2014 46.38 44.79 46.95 48.91 48.69 48.76 47.59 -0.214 -0.457 -0.491 -0.522 -0.538 -0.537 -0.531 0.012 0.000 -0.002 -0.006 -0.013 -0.020 -0.019PUM GY Equity PUMA SE Consumer Discretionary 227.70 0.91% 08.05.2014 19.55 18.33 17.76 16.95 17.37 17.47 17.36 0.090 0.043 0.036 0.039 0.023 0.012 -0.001 0.020 -0.001 -0.001 0.000 0.000 0.000 0.000TOD IM Equity TODS SPA Consumer Discretionary 114.40 2.36% 19.05.2014 24.33 22.85 23.21 23.65 -0.168 -0.165 -0.161 -0.124 0.022 0.002 0.003 0.0040 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid SecurityAt The Money Implied Volatilities by TermsOption Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctStoxx600IndexQ.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

×