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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UniCredit Knock-Out TRN   4.79% Call TERNA Endless 0.540 0.580 7.25 7.25 Yes -
UC TUR.WAR.OP.END. UEI   4.79% Call TERNA Endless 0.5400 0.5800 7.25 7.25 Yes -
Goldman Sachs Knock-Out TRN   5.25% Call TERNA Endless - - 7.22 7.22 Yes -
UniCredit Knock-Out TRN   6.12% Call TERNA Endless - - 7.15 7.15 Yes -39.00%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   6.12% Call TERNA Endless 0.6200 0.6600 7.15 7.15 Yes -39.60%
UniCredit Knock-Out TRN   6.12% Call TERNA Endless 0.620 0.660 7.15 7.15 Yes -39.00%
Goldman Sachs Knock-Out TRN   6.37% Call TERNA Endless - - 7.13 7.13 Yes -41.49%
UniCredit Knock-Out TRN   7.24% Call TERNA Endless - - 7.06 7.06 Yes -37.04%
UniCredit Knock-Out TRN   7.24% Call TERNA Endless 0.700 0.740 7.06 7.06 Yes -36.11%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   7.24% Call TERNA Endless 0.7000 0.7400 7.06 7.06 Yes -35.19%
Goldman Sachs Knock-Out TRN   7.55% Call TERNA Endless - - 7.04 7.04 Yes -40.78%
Morgan Stanley Knock-Out TRN   7.78% Call TERNA Endless - - 7.02 7.02 Yes -34.82%
Goldman Sachs Knock-Out TRN   9.12% Call TERNA Endless - - 6.92 6.92 Yes -34.55%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   9.60% Call TERNA Endless 0.8700 0.9100 6.88 6.88 Yes -30.40%
UniCredit Knock-Out TRN   9.60% Call TERNA Endless 0.870 0.910 6.88 6.88 Yes -30.65%
UniCredit Knock-Out TRN   9.60% Call TERNA Endless - - 6.88 6.88 Yes -31.20%
Morgan Stanley Knock-Out TRN   4.39% Call TERNA Endless - - 6.87 7.28 Yes -
Goldman Sachs Knock-Out TRN   10.25% Call TERNA Endless - - 6.84 6.84 Yes -31.36%
UniCredit Knock-Out TRN   11.22% Call TERNA Endless - - 6.76 6.76 Yes -28.68%
UniCredit Knock-Out TRN   11.22% Call TERNA Endless 0.990 1.030 6.76 6.76 Yes -27.94%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   11.22% Call TERNA Endless 0.9900 1.0300 6.76 6.76 Yes -27.21%
Goldman Sachs Knock-Out TRN   11.68% Call TERNA Endless - - 6.73 6.73 Yes -
Goldman Sachs Knock-Out TRN   12.58% Call TERNA Endless - - 6.66 6.66 Yes -
UniCredit Knock-Out TRN   13.38% Call TERNA Endless - - 6.60 6.60 Yes -25.17%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   13.38% Call TERNA Endless 1.1500 1.1900 6.60 6.60 Yes -23.84%
UniCredit Knock-Out TRN   13.38% Call TERNA Endless 1.150 1.190 6.60 6.60 Yes -24.00%
Goldman Sachs Knock-Out TRN   13.41% Call TERNA Endless - - 6.59 6.59 Yes -
Soc. Generale Knock-Out TRN   12.14% Call TERNA Endless - - 6.57 6.69 Yes -
Goldman Sachs Knock-Out TRN   15.62% Call TERNA Endless - - 6.43 6.43 Yes -
UniCredit Knock-Out TRN   15.66% Call TERNA Endless - - 6.42 6.42 Yes -20.96%