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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out ENL   30.00% Call ENEL S.P.A. ... Endless - - 4.62 4.62 Yes +51.85%
UniCredit Knock-Out ENL   24.55% Call ENEL S.P.A. ... Endless - - 4.91 4.98 Yes +63.89%
Morgan Stanley Knock-Out ENL   39.20% Call ENEL S.P.A. ... Endless - - 4.01 4.01 Yes +36.60%
Soc. Generale Knock-Out ENL   35.61% Call ENEL S.P.A. ... Endless - - 4.17 4.25 Yes +33.33%
Morgan Stanley Knock-Out ENL   35.90% Call ENEL S.P.A. ... Endless - - 4.23 4.23 Yes +39.66%
BVT Knock-Out ENL   42.42% Call ENEL S.P.A. ... Endless - - 3.80 3.80 Yes +36.02%
Morgan Stanley Knock-Out ENL   42.75% Call ENEL S.P.A. ... Endless - - 3.78 3.78 Yes +33.95%
DZ Bank Knock-Out ENL   36.98% Call ENEL S.P.A. ... Endless - - 4.16 4.16 Yes +44.71%
Soc. Generale Knock-Out ENL   29.46% Call ENEL S.P.A. ... Endless - - 4.66 4.66 Yes +42.55%
Soc. Generale Knock-Out ENL   49.70% Call ENEL S.P.A. ... Endless - - 3.32 3.32 Yes +25.00%
Soc. Generale Knock-Out ENL   39.75% Call ENEL S.P.A. ... Endless - - 3.98 3.98 Yes +28.92%
Soc. Generale Knock-Out ENL   56.69% Call ENEL S.P.A. ... Endless - - 2.86 2.86 Yes +23.61%
Soc. Generale Knock-Out ENL   55.76% Call ENEL S.P.A. ... Endless - - 2.86 2.92 Yes +23.68%
UniCredit Knock-Out ENL   51.06% Call ENEL S.P.A. ... Endless - - 3.15 3.23 Yes +30.26%
Soc. Generale Knock-Out ENL   43.79% Call ENEL S.P.A. ... Endless - - 3.64 3.71 Yes +28.45%
Morgan Stanley Knock-Out ENL   44.70% Call ENEL S.P.A. ... Endless - - 3.44 3.65 Yes +31.02%
Soc. Generale Knock-Out ENL   60.22% Call ENEL S.P.A. ... Endless - - 2.63 2.63 Yes +22.32%
BVT Knock-Out ENL   34.24% Call ENEL S.P.A. ... Endless - - 4.23 4.34 Yes +45.24%
DZ Bank Knock-Out ENL   27.47% Call ENEL S.P.A. ... Endless - - 4.60 4.79 Yes -
UniCredit Knock-Out ENL   26.36% Call ENEL S.P.A. ... Endless - - 4.79 4.86 Yes +57.98%
Soc. Generale Knock-Out ENL   31.51% Call ENEL S.P.A. ... Endless - - 4.52 4.52 Yes +37.25%
Morgan Stanley Knock-Out ENL   31.36% Call ENEL S.P.A. ... Endless - - 4.28 4.53 Yes +41.67%
Goldman Sachs Knock-Out ENL   30.74% Call ENEL S.P.A. ... Endless - - 4.57 4.57 Yes +55.73%
Morgan Stanley Knock-Out ENL   29.21% Call ENEL S.P.A. ... Endless - - 4.67 4.67 Yes +47.37%
UniCredit Knock-Out ENL   30.57% Call ENEL S.P.A. ... Endless - - 4.58 4.58 Yes +51.08%
UniCredit Knock-Out ENL   -15.91% Put ENEL S.P.A. ... Endless - - 7.78 7.65 Yes -
Soc. Generale Knock-Out ENL   -14.92% Put ENEL S.P.A. ... Endless - - 7.58 7.58 Yes -53.33%
UniCredit Knock-Out ENL   25.83% Call ENEL S.P.A. ... Endless - - 4.89 4.89 Yes +62.73%
Soc. Generale Knock-Out ENL   21.36% Call ENEL S.P.A. ... Endless - - 5.08 5.19 Yes +52.00%
Soc. Generale Knock-Out ENL   16.46% Call ENEL S.P.A. ... Endless - - 5.51 5.51 Yes +76.19%
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