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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out ENL   -19.21% Put ENEL S.P.A. ... Endless - - 8.31 8.31 Yes -
BVT Knock-Out ENL   - Put ENEL S.P.A. ... Endless - - 7.11 7.11 Yes -
Soc. Generale Knock-Out ENL   -5.46% Put ENEL S.P.A. ... Endless - - 7.35 7.35 Yes -78.21%
Soc. Generale Knock-Out ENL   -6.15% Put ENEL S.P.A. ... Endless - - 7.53 7.40 Yes -71.79%
Soc. Generale Knock-Out ENL   -11.61% Put ENEL S.P.A. ... Endless - - 7.92 7.78 Yes -59.40%
Soc. Generale Knock-Out ENL   -12.60% Put ENEL S.P.A. ... Endless - - 7.85 7.85 Yes -60.96%
Soc. Generale Knock-Out ENL   -19.93% Put ENEL S.P.A. ... Endless - - 8.52 8.36 Yes -47.62%
Soc. Generale Knock-Out ENL   -9.05% Put ENEL S.P.A. ... Endless - - 7.60 7.60 Yes -
DZ Bank Knock-Out ENL   -20.69% Put ENEL S.P.A. ... Endless - - 8.83 8.41 Yes -
DZ Bank Knock-Out ENL   -20.38% Put ENEL S.P.A. ... Endless - - 8.39 8.39 Yes -
UC TUR.WAR.OP.END. ENL   -21.91% Put ENEL S.P.A. ... Endless 1.4800 1.5000 8.50 8.50 Yes -
Soc. Generale Knock-Out ENL   -12.04% Put ENEL S.P.A. ... Endless - - 7.95 7.81 Yes -58.65%
Soc. Generale Knock-Out ENL   - Put ENEL S.P.A. ... Endless - - 7.32 7.19 Yes -93.30%
Soc. Generale Knock-Out ENL   -60.15% Put ENEL S.P.A. ... Endless - - 11.16 11.16 Yes -
Soc. Generale Knock-Out ENL   -23.31% Put ENEL S.P.A. ... Endless - - 8.60 8.60 Yes -
UniCredit Knock-Out ENL   -6.87% Put ENEL S.P.A. ... Endless - - 7.56 7.45 Yes -
Soc. Generale Knock-Out ENL   -31.26% Put ENEL S.P.A. ... Endless - - 9.32 9.15 Yes -
Soc. Generale Knock-Out ENL   -17.22% Put ENEL S.P.A. ... Endless - - 8.17 8.17 Yes -
Soc. Generale Knock-Out ENL   -27.26% Put ENEL S.P.A. ... Endless - - 8.87 8.87 Yes -
Soc. Generale Knock-Out ENL   -16.17% Put ENEL S.P.A. ... Endless - - 8.10 8.10 Yes -
Soc. Generale Knock-Out ENL   -37.25% Put ENEL S.P.A. ... Endless - - 9.57 9.57 Yes -
UniCredit Knock-Out ENL   -20.63% Put ENEL S.P.A. ... Endless - - 8.50 8.41 Yes -
Soc. Generale Knock-Out ENL   -41.30% Put ENEL S.P.A. ... Endless - - 10.02 9.85 Yes -
Soc. Generale Knock-Out ENL   -37.68% Put ENEL S.P.A. ... Endless - - 9.60 9.60 Yes -
Goldman Sachs Knock-Out ENL   -75.56% Put ENEL S.P.A. ... Endless - - 12.49 12.24 Yes -20.29%
Goldman Sachs Knock-Out ENL   -25.49% Put ENEL S.P.A. ... Endless - - 8.93 8.75 Yes -42.39%
UniCredit Knock-Out ENL   -21.91% Put ENEL S.P.A. ... Endless - - 8.50 8.50 Yes -
Goldman Sachs Knock-Out ENL   - Put ENEL S.P.A. ... Endless - - 7.15 7.15 Yes -
Goldman Sachs Knock-Out ENL   -4.97% Put ENEL S.P.A. ... Endless - - 7.32 7.32 Yes -
Goldman Sachs Knock-Out ENL   -64.27% Put ENEL S.P.A. ... Endless - - 11.45 11.45 Yes -
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