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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out ENL   25.42% Call ENEL S.P.A. ... Endless - - 4.66 4.93 Yes +20.89%
Morgan Stanley Knock-Out ENL   20.19% Call ENEL S.P.A. ... Endless - - 5.28 5.28 Yes +27.45%
Morgan Stanley Knock-Out ENL   34.98% Call ENEL S.P.A. ... Endless - - 4.30 4.30 Yes +19.37%
Morgan Stanley Knock-Out ENL   29.02% Call ENEL S.P.A. ... Endless - - 4.69 4.69 Yes -
BVT Knock-Out ENL   15.89% Call ENEL S.P.A. ... Endless - - 5.56 5.56 Yes -
BVT Knock-Out ENL   -4.54% Put ENEL S.P.A. ... Endless - - 6.91 6.91 Yes -
Morgan Stanley Knock-Out ENL   8.30% Call ENEL S.P.A. ... Endless - - 6.06 6.06 Yes -
BVT Knock-Out ENL   -13.46% Put ENEL S.P.A. ... Endless - - 7.50 7.50 Yes -
BVT Knock-Out ENL   14.22% Call ENEL S.P.A. ... Endless - - 5.67 5.67 Yes -
Morgan Stanley Knock-Out ENL   12.71% Call ENEL S.P.A. ... Endless - - 5.77 5.77 Yes -
BVT Knock-Out ENL   6.20% Call ENEL S.P.A. ... Endless - - 6.20 6.20 Yes -
BVT Knock-Out ENL   - Put ENEL S.P.A. ... Endless - - 6.70 6.70 Yes -
BVT Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.62 6.62 Yes -
Morgan Stanley Knock-Out ENL   21.14% Call ENEL S.P.A. ... Endless - - 5.21 5.21 Yes +29.52%
Morgan Stanley Knock-Out ENL   18.59% Call ENEL S.P.A. ... Endless - - 5.38 5.38 Yes +33.33%
BVT Knock-Out ENL   17.55% Call ENEL S.P.A. ... Endless - - 5.45 5.45 Yes -
BVT Knock-Out ENL   22.69% Call ENEL S.P.A. ... Endless - - 5.11 5.11 Yes -
BVT Knock-Out ENL   24.96% Call ENEL S.P.A. ... Endless - - 4.96 4.96 Yes -
Morgan Stanley Knock-Out ENL   11.26% Call ENEL S.P.A. ... Endless - - 5.87 5.87 Yes -
BVT Knock-Out ENL   9.68% Call ENEL S.P.A. ... Endless - - 5.97 5.97 Yes -
Morgan Stanley Knock-Out ENL   25.84% Call ENEL S.P.A. ... Endless - - 4.90 4.90 Yes +23.53%
Morgan Stanley Knock-Out ENL   16.64% Call ENEL S.P.A. ... Endless - - 5.21 5.51 Yes -
BVT Knock-Out ENL   -1.51% Put ENEL S.P.A. ... Endless - - 6.71 6.71 Yes -
Morgan Stanley Knock-Out ENL   1.66% Call ENEL S.P.A. ... Endless - - 6.50 6.50 Yes -
Morgan Stanley Knock-Out ENL   24.69% Call ENEL S.P.A. ... Endless - - 4.98 4.98 Yes +24.03%
Morgan Stanley Knock-Out ENL   56.42% Call ENEL S.P.A. ... Endless - - 2.88 2.88 Yes +14.95%
Morgan Stanley Knock-Out ENL   40.21% Call ENEL S.P.A. ... Endless - - 3.95 3.95 Yes -
Morgan Stanley Knock-Out ENL   -14.38% Put ENEL S.P.A. ... Endless - - 7.56 7.56 Yes -
BVT Knock-Out ENL   21.03% Call ENEL S.P.A. ... Endless - - 5.22 5.22 Yes -
BVT Knock-Out ENL   26.48% Call ENEL S.P.A. ... Endless - - 4.86 4.86 Yes -
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