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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out ENL   20.14% Call ENEL S.P.A. ... Endless 1.49 1.50 5.02 5.16 Yes +42.86%
BVT Knock-Out ENL   21.84% Call ENEL S.P.A. ... Endless 1.58 1.59 4.93 5.05 Yes +39.47%
BVT Knock-Out ENL   26.48% Call ENEL S.P.A. ... Endless 1.76 1.77 4.75 4.75 Yes +34.09%
BVT Knock-Out ENL   30.35% Call ENEL S.P.A. ... Endless 2.12 2.13 4.39 4.50 Yes +29.88%
UniCredit Knock-Out ENL   20.29% Call ENEL S.P.A. ... Endless 1.46 1.47 5.05 5.15 Yes +39.05%
BVT Knock-Out ENL   31.90% Call ENEL S.P.A. ... Endless 2.11 2.12 4.40 4.40 Yes +29.27%
BVT Knock-Out ENL   34.22% Call ENEL S.P.A. ... Endless 2.26 2.27 4.25 4.25 Yes +27.53%
BVT Knock-Out ENL   42.58% Call ENEL S.P.A. ... Endless 2.80 2.81 3.71 3.71 Yes +23.25%
Soc. Generale Knock-Out ENL   25.10% Call ENEL S.P.A. ... Endless 1.68 1.69 4.84 4.84 Yes +27.27%
Goldman Sachs Knock-Out ENL   21.11% Call ENEL S.P.A. ... Endless 1.40 1.41 5.10 5.10 Yes -
Morgan Stanley Knock-Out ENL   29.42% Call ENEL S.P.A. ... Endless 2.20 2.21 4.30 4.56 Yes +23.73%
Morgan Stanley Knock-Out ENL   34.19% Call ENEL S.P.A. ... Endless 2.25 2.26 4.25 4.25 Yes +23.08%
Soc. Generale Knock-Out ENL   35.61% Call ENEL S.P.A. ... Endless 2.42 2.43 4.08 4.16 Yes +21.00%
UniCredit Knock-Out ENL   20.80% Call ENEL S.P.A. ... Endless 1.39 1.40 5.12 5.12 Yes +40.40%
BNP Paribas Knock-Out ENL   34.20% Call ENEL S.P.A. ... Endless 2.46 2.47 4.05 4.25 Yes -
Morgan Stanley Knock-Out ENL   27.32% Call ENEL S.P.A. ... Endless 1.81 1.82 4.70 4.70 Yes +26.95%
BNP Paribas Knock-Out ENL   27.83% Call ENEL S.P.A. ... Endless 1.87 1.88 4.66 4.66 Yes +24.83%
Goldman Sachs Knock-Out ENL   28.95% Call ENEL S.P.A. ... Endless 1.91 1.92 4.59 4.59 Yes +34.04%
Soc. Generale Knock-Out ENL   27.55% Call ENEL S.P.A. ... Endless 1.83 1.84 4.68 4.68 Yes +25.34%
DZ Bank Knock-Out ENL   35.33% Call ENEL S.P.A. ... Endless 2.34 2.35 4.18 4.18 Yes +27.17%
DZ Bank Knock-Out ENL   16.65% Call ENEL S.P.A. ... Endless 1.12 1.13 5.39 5.39 Yes +57.75%
Goldman Sachs Knock-Out ENL   37.69% Call ENEL S.P.A. ... Endless 2.47 2.48 4.03 4.03 Yes -
UniCredit Knock-Out ENL   17.17% Call ENEL S.P.A. ... Endless 1.16 1.17 5.35 5.35 Yes +46.84%
BNP Paribas Knock-Out ENL   17.74% Call ENEL S.P.A. ... Endless 1.45 1.46 5.06 5.32 Yes +30.91%
UniCredit Knock-Out ENL   9.01% Call ENEL S.P.A. ... Endless 0.630 0.640 5.88 5.88 Yes -
Soc. Generale Knock-Out ENL   20.41% Call ENEL S.P.A. ... Endless 1.37 1.38 5.14 5.14 Yes +32.69%
Soc. Generale Knock-Out ENL   38.33% Call ENEL S.P.A. ... Endless 2.53 2.54 3.98 3.98 Yes +20.38%
UniCredit Knock-Out ENL   32.16% Call ENEL S.P.A. ... Endless 2.12 2.13 4.38 4.38 Yes +27.71%
Goldman Sachs Knock-Out ENL   -10.90% Put ENEL S.P.A. ... Endless 0.820 0.830 7.31 7.17 Yes -
DZ Bank Knock-Out ENL   25.40% Call ENEL S.P.A. ... Endless 1.87 1.88 4.62 4.82 Yes -
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