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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out ENL   -5.65% Put ENEL S.P.A. ... Endless 0.400 0.460 7.01 7.01 Yes -
UniCredit Knock-Out ENL   -10.78% Put ENEL S.P.A. ... Endless 0.870 0.880 7.46 7.35 Yes -55.03%
BVT Knock-Out ENL   -8.67% Put ENEL S.P.A. ... Endless 0.600 0.660 7.21 7.21 Yes -66.03%
Goldman Sachs Knock-Out ENL   -32.64% Put ENEL S.P.A. ... Endless 2.20 2.25 8.80 8.80 Yes -
Goldman Sachs Knock-Out ENL   -4.31% Put ENEL S.P.A. ... Endless 0.460 0.510 7.06 6.92 Yes -
Soc. Generale Knock-Out ENL   -6.78% Put ENEL S.P.A. ... Endless 0.510 0.530 7.08 7.08 Yes -73.38%
DZ Bank Knock-Out ENL   -24.71% Put ENEL S.P.A. ... Endless 2.02 2.22 8.69 8.27 Yes -31.23%
BVT Knock-Out ENL   -4.90% Put ENEL S.P.A. ... Endless 0.580 0.640 7.19 6.96 Yes -
Goldman Sachs Knock-Out ENL   -75.78% Put ENEL S.P.A. ... Endless 5.06 5.11 11.66 11.66 Yes -
Soc. Generale Knock-Out ENL   -71.93% Put ENEL S.P.A. ... Endless 4.83 4.85 11.41 11.41 Yes -
UniCredit Knock-Out ENL   -21.57% Put ENEL S.P.A. ... Endless 1.47 1.48 8.07 8.07 Yes -40.80%
UniCredit Knock-Out ENL   -5.50% Put ENEL S.P.A. ... Endless 0.530 0.540 7.12 7.00 Yes -67.74%
Goldman Sachs Knock-Out ENL   - Put ENEL S.P.A. ... Endless - - 6.92 6.78 Yes -
Soc. Generale Knock-Out ENL   -21.85% Put ENEL S.P.A. ... Endless 1.50 1.52 8.08 8.08 Yes -
Goldman Sachs Knock-Out ENL   -4.16% Put ENEL S.P.A. ... Endless 0.310 0.360 6.91 6.91 Yes -
BVT Knock-Out ENL   -18.46% Put ENEL S.P.A. ... Endless 1.25 1.31 7.86 7.86 Yes -
DZ Bank Knock-Out ENL   -29.89% Put ENEL S.P.A. ... Endless 1.96 2.16 8.62 8.62 Yes -
Soc. Generale Knock-Out ENL   -14.33% Put ENEL S.P.A. ... Endless 1.000 1.020 7.59 7.59 Yes -52.45%
Goldman Sachs Knock-Out ENL   -13.50% Put ENEL S.P.A. ... Endless 0.930 0.980 7.53 7.53 Yes -
BVT Knock-Out ENL   -14.69% Put ENEL S.P.A. ... Endless 1.000 1.060 7.61 7.61 Yes -
Soc. Generale Knock-Out ENL   -29.31% Put ENEL S.P.A. ... Endless 2.16 2.18 8.75 8.58 Yes -
DZ Bank Knock-Out ENL   -40.15% Put ENEL S.P.A. ... Endless 2.64 2.84 9.30 9.30 Yes -
Goldman Sachs Knock-Out ENL   -47.11% Put ENEL S.P.A. ... Endless 3.16 3.21 9.76 9.76 Yes -
UniCredit Knock-Out ENL   -20.57% Put ENEL S.P.A. ... Endless 1.51 1.52 8.11 8.00 Yes -41.11%
Soc. Generale Knock-Out ENL   -41.91% Put ENEL S.P.A. ... Endless 2.83 2.85 9.42 9.42 Yes -29.82%
DZ Bank Knock-Out ENL   -14.84% Put ENEL S.P.A. ... Endless 0.960 1.160 7.62 7.62 Yes -48.72%
Soc. Generale Knock-Out ENL   -20.87% Put ENEL S.P.A. ... Endless 1.59 1.61 8.19 8.02 Yes -
Goldman Sachs Knock-Out ENL   -6.88% Put ENEL S.P.A. ... Endless 0.490 0.540 7.09 7.09 Yes -
Soc. Generale Knock-Out ENL   -41.22% Put ENEL S.P.A. ... Endless 2.96 2.99 9.56 9.37 Yes -
Goldman Sachs Knock-Out ENL   -44.41% Put ENEL S.P.A. ... Endless - - 9.58 9.58 Yes -
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