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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out ENL   48.74% Call ENEL S.P.A. ... Endless 3.39 3.40 3.49 3.49 Yes +31.76%
UniCredit Knock-Out ENL   -17.47% Put ENEL S.P.A. ... Endless 1.25 1.26 8.11 8.00 Yes -48.19%
BVT Knock-Out ENL   24.23% Call ENEL S.P.A. ... Endless 1.87 1.88 5.01 5.16 Yes +72.64%
BVT Knock-Out ENL   25.84% Call ENEL S.P.A. ... Endless 1.97 1.98 4.91 5.05 Yes +67.83%
BVT Knock-Out ENL   30.54% Call ENEL S.P.A. ... Endless 2.15 2.16 4.73 4.73 Yes +59.85%
BVT Knock-Out ENL   33.92% Call ENEL S.P.A. ... Endless 2.51 2.52 4.37 4.50 Yes +49.70%
UniCredit Knock-Out ENL   24.38% Call ENEL S.P.A. ... Endless 1.84 1.85 5.03 5.15 Yes +68.22%
BVT Knock-Out ENL   35.68% Call ENEL S.P.A. ... Endless 2.50 2.51 4.38 4.38 Yes +49.09%
UniCredit Knock-Out ENL   30.16% Call ENEL S.P.A. ... Endless 2.11 2.12 4.76 4.76 Yes +58.78%
UniCredit Knock-Out ENL   51.54% Call ENEL S.P.A. ... Endless 3.65 3.66 3.21 3.30 Yes +32.12%
Soc. Generale Knock-Out ENL   49.05% Call ENEL S.P.A. ... Endless 3.41 3.42 3.47 3.47 Yes +31.64%
Soc. Generale Knock-Out ENL   40.23% Call ENEL S.P.A. ... Endless 2.90 2.91 3.97 4.07 Yes +36.67%
Soc. Generale Knock-Out ENL   39.28% Call ENEL S.P.A. ... Endless 2.74 2.75 4.13 4.13 Yes +38.27%
Morgan Stanley Knock-Out ENL   57.52% Call ENEL S.P.A. ... Endless 3.97 3.98 2.89 2.89 Yes +28.01%
UniCredit Knock-Out ENL   53.66% Call ENEL S.P.A. ... Endless 3.71 3.72 3.16 3.16 Yes +31.65%
Soc. Generale Knock-Out ENL   30.87% Call ENEL S.P.A. ... Endless 2.17 2.18 4.71 4.71 Yes +49.65%
Soc. Generale Knock-Out ENL   58.80% Call ENEL S.P.A. ... Endless 4.07 4.08 2.81 2.81 Yes +27.04%
UniCredit Knock-Out ENL   37.00% Call ENEL S.P.A. ... Endless 2.66 2.67 4.20 4.29 Yes +43.72%
Soc. Generale Knock-Out ENL   60.06% Call ENEL S.P.A. ... Endless 4.21 4.22 2.66 2.72 Yes +26.36%
UniCredit Knock-Out ENL   35.88% Call ENEL S.P.A. ... Endless 2.50 2.51 4.37 4.37 Yes +46.71%
Soc. Generale Knock-Out ENL   45.62% Call ENEL S.P.A. ... Endless 3.17 3.18 3.70 3.70 Yes +32.20%
Morgan Stanley Knock-Out ENL   56.97% Call ENEL S.P.A. ... Endless 3.94 3.95 2.93 2.93 Yes +30.03%
UniCredit Knock-Out ENL   46.62% Call ENEL S.P.A. ... Endless 3.23 3.24 3.64 3.64 Yes +35.74%
Morgan Stanley Knock-Out ENL   47.44% Call ENEL S.P.A. ... Endless 3.29 3.30 3.58 3.58 Yes +33.88%
UniCredit Knock-Out ENL   38.24% Call ENEL S.P.A. ... Endless 2.66 2.67 4.21 4.21 Yes +44.51%
Morgan Stanley Knock-Out ENL   44.64% Call ENEL S.P.A. ... Endless 3.30 3.31 3.56 3.77 Yes +34.57%
UniCredit Knock-Out ENL   55.57% Call ENEL S.P.A. ... Endless - - 3.03 3.03 Yes +29.07%
UniCredit Knock-Out ENL   -18.44% Put ENEL S.P.A. ... Endless 1.21 1.22 8.07 8.07 Yes -48.99%
Morgan Stanley Knock-Out ENL   68.28% Call ENEL S.P.A. ... Endless 4.82 4.83 2.04 2.16 Yes +24.54%
Soc. Generale Knock-Out ENL   43.63% Call ENEL S.P.A. ... Endless 3.04 3.05 3.84 3.84 Yes +34.53%
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