Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out TRN   15.99% Call TERNA SpA Endless - - 6.44 6.44 Yes -
UniCredit Knock-Out TRN   16.00% Call TERNA SpA Endless - - 6.44 6.44 Yes -29.14%
UniCredit Knock-Out TRN   16.00% Call TERNA SpA Endless 1.230 1.270 6.44 6.44 Yes -29.71%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   16.00% Call TERNA SpA Endless 1.2300 1.2700 6.44 6.44 Yes -30.11%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   17.24% Call TERNA SpA Endless 1.3100 1.3500 6.34 6.34 Yes -28.26%
UniCredit Knock-Out TRN   17.24% Call TERNA SpA Endless 1.310 1.350 6.34 6.34 Yes -28.26%
UniCredit Knock-Out TRN   17.24% Call TERNA SpA Endless - - 6.34 6.34 Yes -28.26%
Goldman Sachs Knock-Out TRN   18.32% Call TERNA SpA Endless - - 6.26 6.26 Yes -
UniCredit Knock-Out TRN   18.70% Call TERNA SpA Endless - - 6.23 6.23 Yes -26.29%
UniCredit Knock-Out TRN   18.70% Call TERNA SpA Endless 1.420 1.460 6.23 6.23 Yes -26.29%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   18.70% Call TERNA SpA Endless 1.4200 1.4600 6.23 6.23 Yes -26.67%
Soc. Generale Knock-Out TRN   17.54% Call TERNA SpA Endless - - 6.18 6.32 Yes -
UniCredit Knock-Out TRN   19.85% Call TERNA SpA Endless 1.510 1.550 6.14 6.14 Yes -24.75%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   19.85% Call TERNA SpA Endless 1.5100 1.5500 6.14 6.14 Yes -25.12%
UniCredit Knock-Out TRN   19.85% Call TERNA SpA Endless - - 6.14 6.14 Yes -25.25%
Soc. Generale Knock-Out TRN   18.45% Call TERNA SpA Endless - - 6.12 6.25 Yes -
Goldman Sachs Knock-Out TRN   21.05% Call TERNA SpA Endless - - 6.05 6.05 Yes -
UniCredit Knock-Out TRN   21.28% Call TERNA SpA Endless - - 6.03 6.03 Yes -23.11%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   21.28% Call TERNA SpA Endless 1.6100 1.6500 6.03 6.03 Yes -23.47%
UniCredit Knock-Out TRN   21.28% Call TERNA SpA Endless 1.610 1.650 6.03 6.03 Yes -23.47%
UniCredit Knock-Out TRN   21.95% Call TERNA SpA Endless 1.670 1.710 5.98 5.98 Yes -23.04%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   21.95% Call TERNA SpA Endless 1.6700 1.7100 5.98 5.98 Yes -22.58%
UniCredit Knock-Out TRN   21.95% Call TERNA SpA Endless - - 5.98 5.98 Yes -22.58%
UniCredit Knock-Out TRN   22.70% Call TERNA SpA Endless - - 5.92 5.92 Yes -21.62%
UniCredit Knock-Out TRN   22.70% Call TERNA SpA Endless 1.720 1.760 5.92 5.92 Yes -22.07%
UC UC UC UC UC UC UC UC UC UC UC UC UC U   22.70% Call TERNA SpA Endless 1.7200 1.7600 5.92 5.92 Yes -22.42%
Goldman Sachs Knock-Out TRN   22.99% Call TERNA SpA Endless - - 5.90 5.90 Yes -
Goldman Sachs Knock-Out TRN   23.09% Call TERNA SpA Endless - - 5.90 5.90 Yes -
Morgan Stanley Knock-Out TRN   18.58% Call TERNA SpA Endless - - 5.89 6.24 Yes -
Morgan Stanley Knock-Out TRN   23.48% Call TERNA SpA Endless - - 5.86 5.86 Yes -23.25%