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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UniCredit Knock-Out ENL   35.25% Call ENEL S.P.A. ... Endless 2.50 2.52 4.37 4.44 Yes +37.57%
BNP Paribas Knock-Out ENL   30.08% Call ENEL S.P.A. ... Endless - - 4.57 4.79 Yes +34.71%
UniCredit Knock-Out ENL   37.00% Call ENEL S.P.A. ... Endless - - 4.25 4.32 Yes +35.94%
Soc. Generale Knock-Out ENL   25.30% Call ENEL S.P.A. ... Endless - - 5.12 5.12 Yes +46.28%
BNP Paribas Knock-Out ENL   24.20% Call ENEL S.P.A. ... Endless - - 5.20 5.20 Yes +47.79%
Goldman Sachs Knock-Out ENL   26.21% Call ENEL S.P.A. ... Endless - - 5.06 5.06 Yes +65.45%
BVT Knock-Out ENL   31.02% Call ENEL S.P.A. ... Endless - - 4.61 4.73 Yes +41.14%
BVT Knock-Out ENL   24.02% Call ENEL S.P.A. ... Endless - - 5.21 5.21 Yes +58.25%
BVT Knock-Out ENL   32.62% Call ENEL S.P.A. ... Endless - - 4.51 4.62 Yes +38.69%
BVT Knock-Out ENL   30.58% Call ENEL S.P.A. ... Endless - - 4.76 4.76 Yes +43.45%
UniCredit Knock-Out ENL   32.04% Call ENEL S.P.A. ... Endless 2.27 2.29 4.60 4.66 Yes +42.77%
UniCredit Knock-Out ENL   33.64% Call ENEL S.P.A. ... Endless - - 4.48 4.55 Yes +39.18%
Soc. Generale Knock-Out ENL   21.94% Call ENEL S.P.A. ... Endless - - 5.35 5.35 Yes +49.00%
BVT Knock-Out ENL   42.69% Call ENEL S.P.A. ... Endless - - 3.93 3.93 Yes +31.08%
Goldman Sachs Knock-Out ENL   22.64% Call ENEL S.P.A. ... Endless - - 5.30 5.30 Yes +78.41%
BVT Knock-Out ENL   21.39% Call ENEL S.P.A. ... Endless - - 5.39 5.39 Yes +66.67%
UniCredit Knock-Out ENL   21.98% Call ENEL S.P.A. ... Endless 1.63 1.65 5.24 5.35 Yes +63.00%
Soc. Generale Knock-Out ENL   - Put ENEL S.P.A. ... Endless - - 6.86 6.86 Yes -99.91%
BVT Knock-Out ENL   19.79% Call ENEL S.P.A. ... Endless - - 5.50 5.50 Yes +74.03%
Soc. Generale Knock-Out ENL   31.60% Call ENEL S.P.A. ... Endless - - 4.60 4.69 Yes +36.53%
Goldman Sachs Knock-Out ENL   30.40% Call ENEL S.P.A. ... Endless - - 4.77 4.77 Yes +54.01%
Soc. Generale Knock-Out ENL   -4.86% Put ENEL S.P.A. ... Endless - - 7.32 7.19 Yes -71.88%
Soc. Generale Knock-Out ENL   51.14% Call ENEL S.P.A. ... Endless - - 3.29 3.35 Yes -
BNP Paribas Knock-Out ENL   19.57% Call ENEL S.P.A. ... Endless - - 5.25 5.51 Yes -
DZ Bank Knock-Out ENL   19.15% Call ENEL S.P.A. ... Endless - - 5.30 5.54 Yes -
UniCredit Knock-Out ENL   18.25% Call ENEL S.P.A. ... Endless 1.27 1.29 5.61 5.61 Yes -
DZ Bank Knock-Out ENL   29.22% Call ENEL S.P.A. ... Endless - - 4.66 4.85 Yes -
DZ Bank Knock-Out ENL   37.61% Call ENEL S.P.A. ... Endless - - 4.11 4.28 Yes -
Goldman Sachs Knock-Out ENL   17.64% Call ENEL S.P.A. ... Endless - - 5.65 5.65 Yes -
BNP Paribas Knock-Out ENL   39.57% Call ENEL S.P.A. ... Endless - - 3.95 4.14 Yes -
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