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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out ENL   13.41% Call ENEL S.P.A. ... Endless - - 5.86 5.86 Yes -
Morgan Stanley Knock-Out ENL   3.78% Call ENEL S.P.A. ... Endless - - 6.51 6.51 Yes -
Morgan Stanley Knock-Out ENL   26.08% Call ENEL S.P.A. ... Endless - - 5.00 5.00 Yes +56.48%
Morgan Stanley Knock-Out ENL   10.64% Call ENEL S.P.A. ... Endless - - 5.71 6.05 Yes -
Morgan Stanley Knock-Out ENL   3.99% Call ENEL S.P.A. ... Endless - - 6.15 6.50 Yes -
BVT Knock-Out ENL   - Put ENEL S.P.A. ... Endless - - 6.71 6.71 Yes -
BVT Knock-Out ENL   21.42% Call ENEL S.P.A. ... Endless - - 5.32 5.32 Yes -
BVT Knock-Out ENL   22.90% Call ENEL S.P.A. ... Endless - - 5.22 5.22 Yes -
BVT Knock-Out ENL   19.94% Call ENEL S.P.A. ... Endless - - 5.42 5.42 Yes -
BVT Knock-Out ENL   25.11% Call ENEL S.P.A. ... Endless - - 5.07 5.07 Yes -
BVT Knock-Out ENL   26.59% Call ENEL S.P.A. ... Endless - - 4.97 4.97 Yes -
BVT Knock-Out ENL   10.49% Call ENEL S.P.A. ... Endless - - 6.06 6.06 Yes -
BVT Knock-Out ENL   9.01% Call ENEL S.P.A. ... Endless - - 6.16 6.16 Yes -
BVT Knock-Out ENL   6.20% Call ENEL S.P.A. ... Endless - - 6.35 6.35 Yes -
BVT Knock-Out ENL   28.07% Call ENEL S.P.A. ... Endless - - 4.87 4.87 Yes -
BVT Knock-Out ENL   14.62% Call ENEL S.P.A. ... Endless - - 5.78 5.78 Yes -
BVT Knock-Out ENL   11.96% Call ENEL S.P.A. ... Endless - - 5.96 5.96 Yes -
BVT Knock-Out ENL   4.73% Call ENEL S.P.A. ... Endless - - 6.45 6.45 Yes -
BVT Knock-Out ENL   0.89% Call ENEL S.P.A. ... Endless - - 6.71 6.71 Yes -
BVT Knock-Out ENL   -0.59% Call ENEL S.P.A. ... Endless - - 6.81 6.81 Yes -
BVT Knock-Out ENL   2.36% Call ENEL S.P.A. ... Endless - - 6.61 6.61 Yes -
BVT Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.81 6.81 Yes -
UniCredit Knock-Out ENL   48.30% Call ENEL S.P.A. ... Endless - - 3.41 3.50 Yes +31.47%
UniCredit Knock-Out ENL   47.93% Call ENEL S.P.A. ... Endless - - 3.53 3.53 Yes +32.92%
UniCredit Knock-Out ENL   45.56% Call ENEL S.P.A. ... Endless - - 3.69 3.69 Yes +33.48%
UniCredit Knock-Out ENL   43.75% Call ENEL S.P.A. ... Endless - - 3.81 3.81 Yes +35.35%
UniCredit Knock-Out ENL   -2.88% Put ENEL S.P.A. ... Endless - - 6.97 6.97 Yes -80.71%
UniCredit Knock-Out ENL   -16.45% Put ENEL S.P.A. ... Endless - - 7.88 7.88 Yes -48.92%
UniCredit Knock-Out ENL   -19.14% Put ENEL S.P.A. ... Endless - - 8.07 8.07 Yes -45.60%
Soc. Generale Knock-Out ENL   -39.04% Put ENEL S.P.A. ... Endless - - 9.41 9.41 Yes -32.99%
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