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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out ENL   18.38% Call ENEL S.P.A. ... Endless 1.43 1.51 5.09 5.24 Yes +25.00%
BVT Knock-Out ENL   23.52% Call ENEL S.P.A. ... Endless 1.75 1.83 4.77 4.91 Yes +21.90%
BVT Knock-Out ENL   28.50% Call ENEL S.P.A. ... Endless 1.92 2.00 4.60 4.60 Yes +18.71%
UniCredit Knock-Out ENL   19.00% Call ENEL S.P.A. ... Endless 1.47 1.51 5.11 5.20 Yes +41.75%
Soc. Generale Knock-Out ENL   15.58% Call ENEL S.P.A. ... Endless - - 5.29 5.42 Yes +23.66%
UniCredit Knock-Out ENL   17.45% Call ENEL S.P.A. ... Endless 1.38 1.42 5.19 5.30 Yes +45.26%
Soc. Generale Knock-Out ENL   13.72% Call ENEL S.P.A. ... Endless - - 5.54 5.54 Yes +22.97%
Goldman Sachs Knock-Out ENL   14.09% Call ENEL S.P.A. ... Endless - - 5.41 5.52 Yes +41.10%
Soc. Generale Knock-Out ENL   -10.59% Put ENEL S.P.A. ... Endless - - 7.24 7.10 Yes -51.23%
UniCredit Knock-Out ENL   34.58% Call ENEL S.P.A. ... Endless 2.45 2.49 4.11 4.20 Yes +25.64%
BNP Paribas Knock-Out ENL   21.68% Call ENEL S.P.A. ... Endless 1.75 - 4.79 5.03 Yes +18.44%
Soc. Generale Knock-Out ENL   19.82% Call ENEL S.P.A. ... Endless - - 5.15 5.15 Yes +21.30%
Goldman Sachs Knock-Out ENL   19.16% Call ENEL S.P.A. ... Endless - - 5.19 5.19 Yes +35.87%
Soc. Generale Knock-Out ENL   -3.12% Put ENEL S.P.A. ... Endless - - 6.75 6.62 Yes -73.21%
UniCredit Knock-Out ENL   19.37% Call ENEL S.P.A. ... Endless 1.40 1.44 5.18 5.18 Yes +44.33%
Soc. Generale Knock-Out ENL   27.51% Call ENEL S.P.A. ... Endless - - 4.65 4.65 Yes +16.23%
Morgan Stanley Knock-Out ENL   55.14% Call ENEL S.P.A. ... Endless 3.79 - 2.72 2.88 Yes +16.00%
Morgan Stanley Knock-Out ENL   29.31% Call ENEL S.P.A. ... Endless 1.97 - 4.54 4.54 Yes +23.42%
UniCredit Knock-Out ENL   35.84% Call ENEL S.P.A. ... Endless 2.45 2.49 4.12 4.12 Yes +25.64%
Soc. Generale Knock-Out ENL   24.61% Call ENEL S.P.A. ... Endless - - 4.72 4.84 Yes +16.33%
UniCredit Knock-Out ENL   36.29% Call ENEL S.P.A. ... Endless 2.56 2.60 4.00 4.09 Yes +24.88%
Soc. Generale Knock-Out ENL   32.62% Call ENEL S.P.A. ... Endless - - 4.33 4.33 Yes +15.85%
Soc. Generale Knock-Out ENL   31.93% Call ENEL S.P.A. ... Endless - - 4.26 4.37 Yes +15.96%
BNP Paribas Knock-Out ENL   31.77% Call ENEL S.P.A. ... Endless 2.37 - 4.17 4.38 Yes +15.15%
UniCredit Knock-Out ENL   37.52% Call ENEL S.P.A. ... Endless 2.56 2.60 4.01 4.01 Yes +25.49%
Morgan Stanley Knock-Out ENL   31.31% Call ENEL S.P.A. ... Endless 2.36 - 4.15 4.41 Yes +22.92%
Soc. Generale Knock-Out ENL   29.61% Call ENEL S.P.A. ... Endless - - 4.52 4.52 Yes +16.97%
Soc. Generale Knock-Out ENL   47.20% Call ENEL S.P.A. ... Endless - - 3.39 3.39 Yes +13.38%
UniCredit Knock-Out ENL   50.62% Call ENEL S.P.A. ... Endless 3.49 3.53 3.08 3.17 Yes +20.00%
Soc. Generale Knock-Out ENL   38.79% Call ENEL S.P.A. ... Endless - - 3.83 3.93 Yes +14.04%
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