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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.52 6.52 Yes -
UniCredit Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.61 6.61 Yes -
Goldman Sachs Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.47 6.59 Yes -
DZ Bank Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.51 6.51 Yes -
DZ Bank Knock-Out ENL   47.00% Call ENEL S.P.A. ... Endless - - 3.30 3.46 Yes +28.57%
UniCredit Knock-Out ENL   -19.30% Put ENEL S.P.A. ... Endless - - 7.79 7.79 Yes -45.41%
UniCredit Knock-Out ENL   -6.67% Put ENEL S.P.A. ... Endless - - 6.97 6.97 Yes -71.03%
UniCredit Knock-Out ENL   46.71% Call ENEL S.P.A. ... Endless - - 3.40 3.48 Yes +28.05%
Soc. Generale Knock-Out ENL   53.66% Call ENEL S.P.A. ... Endless - - 3.03 3.03 Yes +21.03%
Morgan Stanley Knock-Out ENL   45.79% Call ENEL S.P.A. ... Endless - - 3.34 3.54 Yes +25.59%
Soc. Generale Knock-Out ENL   58.07% Call ENEL S.P.A. ... Endless - - 2.74 2.74 Yes +23.00%
Soc. Generale Knock-Out ENL   39.82% Call ENEL S.P.A. ... Endless 2.71 2.72 3.84 3.93 Yes +29.38%
Soc. Generale Knock-Out ENL   37.88% Call ENEL S.P.A. ... Endless - - 4.06 4.06 Yes +29.53%
UniCredit Knock-Out ENL   43.95% Call ENEL S.P.A. ... Endless - - 3.58 3.66 Yes +29.13%
Soc. Generale Knock-Out ENL   30.54% Call ENEL S.P.A. ... Endless - - 4.54 4.54 Yes +35.57%
UniCredit Knock-Out ENL   31.58% Call ENEL S.P.A. ... Endless - - 4.47 4.47 Yes +40.94%
Soc. Generale Knock-Out ENL   25.88% Call ENEL S.P.A. ... Endless - - 4.74 4.84 Yes +42.64%
UniCredit Knock-Out ENL   30.47% Call ENEL S.P.A. ... Endless - - 4.46 4.54 Yes +40.94%
DZ Bank Knock-Out ENL   29.32% Call ENEL S.P.A. ... Endless - - 4.62 4.62 Yes +45.80%
UniCredit Knock-Out ENL   32.31% Call ENEL S.P.A. ... Endless - - 4.35 4.42 Yes +38.75%
BVT Knock-Out ENL   27.72% Call ENEL S.P.A. ... Endless - - 4.72 4.72 Yes +52.42%
BVT Knock-Out ENL   31.55% Call ENEL S.P.A. ... Endless - - 4.36 4.47 Yes +43.31%
Goldman Sachs Knock-Out ENL   15.54% Call ENEL S.P.A. ... Endless - - 5.43 5.52 Yes +112.96%
Soc. Generale Knock-Out ENL   -8.73% Put ENEL S.P.A. ... Endless - - 7.24 7.10 Yes -59.09%
Goldman Sachs Knock-Out ENL   22.43% Call ENEL S.P.A. ... Endless - - 5.07 5.07 Yes -
DZ Bank Knock-Out ENL   21.65% Call ENEL S.P.A. ... Endless - - 4.91 5.12 Yes -
DZ Bank Knock-Out ENL   20.28% Call ENEL S.P.A. ... Endless - - 5.21 5.21 Yes -
Goldman Sachs Knock-Out ENL   -34.77% Put ENEL S.P.A. ... Endless - - 8.80 8.80 Yes -
Goldman Sachs Knock-Out ENL   25.74% Call ENEL S.P.A. ... Endless - - 4.77 4.85 Yes -
Soc. Generale Knock-Out ENL   -20.00% Put ENEL S.P.A. ... Endless 1.30 1.31 7.84 7.84 Yes -
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