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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out ENL   9.26% Call ENEL S.P.A. ... Endless 0.520 - 5.96 5.96 Yes -
BVT Knock-Out ENL   -17.18% Put ENEL S.P.A. ... Endless 1.19 - 7.70 7.70 Yes -
BVT Knock-Out ENL   27.56% Call ENEL S.P.A. ... Endless 1.73 - 4.76 4.76 Yes -
BVT Knock-Out ENL   10.67% Call ENEL S.P.A. ... Endless 0.620 - 5.87 5.87 Yes -
BVT Knock-Out ENL   -0.59% Call ENEL S.P.A. ... Endless - - 6.61 6.61 Yes -
Morgan Stanley Knock-Out ENL   19.19% Call ENEL S.P.A. ... Endless - - 5.31 5.31 Yes +33.33%
Morgan Stanley Knock-Out ENL   -15.36% Put ENEL S.P.A. ... Endless 1.54 - 8.07 7.58 Yes -
BVT Knock-Out ENL   22.23% Call ENEL S.P.A. ... Endless 1.38 - 5.11 5.11 Yes -
BVT Knock-Out ENL   24.36% Call ENEL S.P.A. ... Endless 1.52 - 4.97 4.97 Yes -
Morgan Stanley Knock-Out ENL   10.72% Call ENEL S.P.A. ... Endless 0.620 - 5.87 5.87 Yes -
BVT Knock-Out ENL   9.15% Call ENEL S.P.A. ... Endless 0.520 - 5.97 5.97 Yes -
Morgan Stanley Knock-Out ENL   25.38% Call ENEL S.P.A. ... Endless 1.57 - 4.90 4.90 Yes +16.18%
Morgan Stanley Knock-Out ENL   20.66% Call ENEL S.P.A. ... Endless 1.27 - 5.21 5.21 Yes +19.05%
Morgan Stanley Knock-Out ENL   18.09% Call ENEL S.P.A. ... Endless 1.10 - 5.38 5.38 Yes +20.00%
BVT Knock-Out ENL   17.06% Call ENEL S.P.A. ... Endless 1.04 - 5.45 5.45 Yes -
Morgan Stanley Knock-Out ENL   16.15% Call ENEL S.P.A. ... Endless 1.27 - 5.21 5.51 Yes -
BVT Knock-Out ENL   -2.12% Put ENEL S.P.A. ... Endless 0.185 - 6.71 6.71 Yes -
Morgan Stanley Knock-Out ENL   1.06% Call ENEL S.P.A. ... Endless 0.001 - 6.50 6.50 Yes -
BNP Paribas Knock-Out ENL   47.91% Call ENEL S.P.A. ... Endless 3.100 3.140 3.42 3.42 Yes +11.91%
BNP Paribas Knock-Out ENL   34.66% Call ENEL S.P.A. ... Endless 2.420 2.460 4.09 4.29 Yes +13.15%
BNP Paribas Knock-Out ENL   24.65% Call ENEL S.P.A. ... Endless 1.790 1.830 4.72 4.95 Yes +15.48%
BNP Paribas Knock-Out ENL   16.23% Call ENEL S.P.A. ... Endless 1.020 1.060 5.50 5.50 Yes +21.43%
BNP Paribas Knock-Out ENL   16.58% Call ENEL S.P.A. ... Endless 1.290 1.330 5.22 5.48 Yes -
BNP Paribas Knock-Out ENL   37.32% Call ENEL S.P.A. ... Endless 2.580 2.620 3.92 4.12 Yes -
BNP Paribas Knock-Out ENL   44.17% Call ENEL S.P.A. ... Endless 3.010 3.050 3.49 3.67 Yes +13.16%
BNP Paribas Knock-Out ENL   21.38% Call ENEL S.P.A. ... Endless 1.360 1.400 5.17 5.17 Yes +18.26%
BNP Paribas Knock-Out ENL   40.96% Call ENEL S.P.A. ... Endless 2.650 2.690 3.88 3.88 Yes +12.34%
BNP Paribas Knock-Out ENL   27.50% Call ENEL S.P.A. ... Endless 1.970 2.010 4.54 4.76 Yes +14.53%
BNP Paribas Knock-Out ENL   30.20% Call ENEL S.P.A. ... Endless 2.140 2.180 4.37 4.59 Yes -
BNP Paribas Knock-Out ENL   12.25% Call ENEL S.P.A. ... Endless 0.760 0.800 5.77 5.77 Yes -
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