Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UC TUR.WAR.OP.END. UEI   3.08% Call TERNA Endless 0.3700 0.4100 7.47 7.47 Yes -
UC TUR.WAR.OP.END. UEI   1.31% Call TERNA Endless 0.2400 0.2800 7.61 7.61 Yes -
Morgan Stanley Knock-Out TRN   19.00% Call TERNA Endless - - 5.89 6.24 Yes -
Morgan Stanley Knock-Out TRN   5.11% Call TERNA Endless - - 6.89 7.31 Yes -
Morgan Stanley Knock-Out TRN   32.55% Call TERNA Endless - - 5.20 5.20 Yes -12.07%
Goldman Sachs Knock-Out TRN   12.57% Call TERNA SpA Endless - - 6.74 6.74 Yes -
Goldman Sachs Knock-Out TRN   13.46% Call TERNA SpA Endless - - 6.67 6.67 Yes -
Goldman Sachs Knock-Out TRN   23.53% Call TERNA SpA Endless - - 5.89 5.89 Yes -
Goldman Sachs Knock-Out TRN   48.83% Call TERNA SpA Endless - - 3.94 3.94 Yes -
Goldman Sachs Knock-Out TRN   49.09% Call TERNA SpA Endless - - 3.92 3.92 Yes -
Goldman Sachs Knock-Out TRN   - Call TERNA Endless - - 7.68 7.68 Yes -
Goldman Sachs Knock-Out TRN   4.69% Call TERNA SpA Endless - - 7.35 7.35 Yes -
Goldman Sachs Knock-Out TRN   18.79% Call TERNA Endless - - 6.26 6.26 Yes -
UniCredit Knock-Out TRN   23.17% Call TERNA Endless - - 5.92 5.92 Yes -15.77%
UniCredit Knock-Out TRN   28.85% Call TERNA Endless - - 5.48 5.48 Yes -12.60%
Goldman Sachs Knock-Out TRN   21.50% Call TERNA SpA Endless - - 6.05 6.05 Yes -
Goldman Sachs Knock-Out TRN   23.43% Call TERNA SpA Endless - - 5.90 5.90 Yes -
Goldman Sachs Knock-Out TRN   84.11% Call TERNA Endless - - 1.22 1.22 Yes -
Goldman Sachs Knock-Out TRN   3.52% Call TERNA SpA Endless - - 7.44 7.44 Yes -
Goldman Sachs Knock-Out TRN   2.24% Call TERNA SpA Endless - - 7.54 7.54 Yes -
Morgan Stanley Knock-Out TRN   23.89% Call TERNA SpA Endless - - 5.86 5.86 Yes -17.11%
Morgan Stanley Knock-Out TRN   31.33% Call TERNA SpA Endless - - 4.99 5.29 Yes -10.10%
Morgan Stanley Knock-Out TRN   8.66% Call TERNA SpA Endless - - 7.04 7.04 Yes -39.67%
UniCredit Knock-Out TRN   34.71% Call TERNA Endless - - 5.03 5.03 Yes -9.87%
Goldman Sachs Knock-Out TRN   -9.63% Put TERNA Endless - - 8.45 8.45 Yes -
Goldman Sachs Knock-Out TRN   -17.69% Put TERNA Endless - - 9.07 9.07 Yes -
Goldman Sachs Knock-Out TRN   -19.81% Put TERNA Endless - - 9.23 9.23 Yes -
Goldman Sachs Knock-Out TRN   -21.89% Put TERNA Endless - - 9.39 9.39 Yes -
UniCredit Knock-Out TRN   35.64% Call TERNA Endless - - 4.96 4.96 Yes -9.65%
UniCredit Knock-Out TRN   25.38% Call TERNA Endless - - 5.75 5.75 Yes -14.29%