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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
DZ Bank Knock-Out ENL   27.32% Call ENEL S.P.A. ... Endless 2.03 2.04 4.64 4.85 Yes -
DZ Bank Knock-Out ENL   37.59% Call ENEL S.P.A. ... Endless 2.70 2.71 3.98 4.16 Yes -
DZ Bank Knock-Out ENL   27.16% Call ENEL S.P.A. ... Endless 1.83 1.84 4.86 4.86 Yes -
Goldman Sachs Knock-Out ENL   -6.29% Put ENEL S.P.A. ... Endless 0.430 0.440 7.09 7.09 Yes -
DZ Bank Knock-Out ENL   -29.11% Put ENEL S.P.A. ... Endless 1.96 1.97 8.61 8.61 Yes -
Soc. Generale Knock-Out ENL   19.81% Call ENEL S.P.A. ... Endless 1.34 - 5.35 5.35 Yes -
UniCredit Knock-Out ENL   -14.66% Put ENEL S.P.A. ... Endless 1.11 1.12 7.78 7.65 Yes -
Soc. Generale Knock-Out ENL   -40.59% Put ENEL S.P.A. ... Endless 2.88 2.89 9.55 9.38 Yes -
Goldman Sachs Knock-Out ENL   -11.51% Put ENEL S.P.A. ... Endless 0.770 0.780 7.44 7.44 Yes -
Goldman Sachs Knock-Out ENL   -3.75% Put ENEL S.P.A. ... Endless 0.400 0.410 7.06 6.92 Yes -
Goldman Sachs Knock-Out ENL   39.44% Call ENEL S.P.A. ... Endless 2.63 2.64 4.04 4.04 Yes -
Goldman Sachs Knock-Out ENL   26.41% Call ENEL S.P.A. ... Endless 1.85 1.86 4.82 4.91 Yes -
Soc. Generale Knock-Out ENL   20.62% Call ENEL S.P.A. ... Endless 1.39 1.40 5.30 5.30 Yes -
BVT Knock-Out ENL   11.57% Call ENEL S.P.A. ... Endless 0.790 0.800 5.90 5.90 Yes -
UniCredit Knock-Out ENL   11.63% Call ENEL S.P.A. ... Endless 0.780 0.790 5.90 5.90 Yes -
Goldman Sachs Knock-Out ENL   11.10% Call ENEL S.P.A. ... Endless 0.850 0.860 5.82 5.93 Yes -
BVT Knock-Out ENL   8.72% Call ENEL S.P.A. ... Endless 0.600 0.610 6.09 6.09 Yes -
DZ Bank Knock-Out ENL   10.57% Call ENEL S.P.A. ... Endless 0.720 0.730 5.97 5.97 Yes -
Goldman Sachs Knock-Out ENL   7.89% Call ENEL S.P.A. ... Endless 0.540 0.550 6.15 6.15 Yes -
UniCredit Knock-Out ENL   8.57% Call ENEL S.P.A. ... Endless 0.690 0.700 5.98 6.10 Yes -
Goldman Sachs Knock-Out ENL   -10.18% Put ENEL S.P.A. ... Endless 0.840 0.850 7.50 7.35 Yes -
DZ Bank Knock-Out ENL   -39.32% Put ENEL S.P.A. ... Endless 2.64 2.65 9.30 9.30 Yes -
Soc. Generale Knock-Out ENL   -9.80% Put ENEL S.P.A. ... Endless 0.680 0.690 7.33 7.33 Yes -
BVT Knock-Out ENL   5.13% Call ENEL S.P.A. ... Endless 0.360 0.370 6.33 6.33 Yes -
Goldman Sachs Knock-Out ENL   - Put ENEL S.P.A. ... Endless - - 6.42 6.42 Yes -
UniCredit Knock-Out ENL   6.70% Call ENEL S.P.A. ... Endless 0.460 0.470 6.22 6.22 Yes -
Soc. Generale Knock-Out ENL   50.79% Call ENEL S.P.A. ... Endless 3.40 3.41 3.28 3.28 Yes +21.94%
Soc. Generale Knock-Out ENL   52.49% Call ENEL S.P.A. ... Endless 3.57 3.58 3.10 3.17 Yes +21.09%
BNP Paribas Knock-Out ENL   46.57% Call ENEL S.P.A. ... Endless 3.14 3.15 3.56 3.56 Yes +23.62%
Soc. Generale Knock-Out ENL   33.75% Call ENEL S.P.A. ... Endless 2.35 2.36 4.32 4.42 Yes +29.12%
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