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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out ENL   23.71% Call ENEL S.P.A. ... Endless 1.69 1.70 4.98 5.09 Yes -
Goldman Sachs Knock-Out ENL   26.52% Call ENEL S.P.A. ... Endless 1.77 1.78 4.90 4.90 Yes -
Soc. Generale Knock-Out ENL   -19.90% Put ENEL S.P.A. ... Endless 1.48 1.49 8.15 8.00 Yes -
BNP Paribas Knock-Out ENL   52.62% Call ENEL S.P.A. ... Endless 3.67 3.68 3.01 3.16 Yes -
Goldman Sachs Knock-Out ENL   18.62% Call ENEL S.P.A. ... Endless 1.24 1.25 5.43 5.43 Yes +83.82%
BVT Knock-Out ENL   17.72% Call ENEL S.P.A. ... Endless 1.20 1.21 5.49 5.49 Yes +80.30%
UniCredit Knock-Out ENL   16.07% Call ENEL S.P.A. ... Endless 1.20 1.21 5.47 5.60 Yes +67.61%
DZ Bank Knock-Out ENL   -14.30% Put ENEL S.P.A. ... Endless 0.970 0.980 7.63 7.63 Yes -48.13%
Soc. Generale Knock-Out ENL   -13.59% Put ENEL S.P.A. ... Endless 0.920 0.930 7.58 7.58 Yes -53.30%
Goldman Sachs Knock-Out ENL   16.60% Call ENEL S.P.A. ... Endless 1.10 1.11 5.57 5.57 Yes +96.43%
BVT Knock-Out ENL   28.81% Call ENEL S.P.A. ... Endless 2.07 2.08 4.62 4.75 Yes +39.46%
BVT Knock-Out ENL   27.01% Call ENEL S.P.A. ... Endless 1.82 1.83 4.87 4.87 Yes +45.16%
UniCredit Knock-Out ENL   24.31% Call ENEL S.P.A. ... Endless 1.72 1.73 4.95 5.05 Yes +45.76%
UniCredit Knock-Out ENL   26.26% Call ENEL S.P.A. ... Endless 1.84 1.85 4.83 4.92 Yes +42.64%
BVT Knock-Out ENL   39.30% Call ENEL S.P.A. ... Endless 2.64 2.65 4.05 4.05 Yes +30.85%
Soc. Generale Knock-Out ENL   16.65% Call ENEL S.P.A. ... Endless 1.12 1.13 5.56 5.56 Yes +62.32%
UniCredit Knock-Out ENL   26.03% Call ENEL S.P.A. ... Endless 1.74 1.75 4.94 4.94 Yes +45.83%
BNP Paribas Knock-Out ENL   23.70% Call ENEL S.P.A. ... Endless 1.61 1.62 5.09 5.09 Yes +43.36%
Soc. Generale Knock-Out ENL   22.68% Call ENEL S.P.A. ... Endless 1.53 1.54 5.16 5.16 Yes +42.45%
Soc. Generale Knock-Out ENL   21.31% Call ENEL S.P.A. ... Endless 1.54 1.55 5.13 5.25 Yes +42.99%
BVT Knock-Out ENL   27.16% Call ENEL S.P.A. ... Endless 1.97 1.98 4.72 4.86 Yes +42.34%
BVT Knock-Out ENL   20.26% Call ENEL S.P.A. ... Endless 1.37 1.38 5.32 5.32 Yes +62.65%
Soc. Generale Knock-Out ENL   27.24% Call ENEL S.P.A. ... Endless 1.83 1.84 4.85 4.85 Yes +37.31%
Soc. Generale Knock-Out ENL   24.88% Call ENEL S.P.A. ... Endless 1.67 1.68 5.01 5.01 Yes +38.33%
UniCredit Knock-Out ENL   41.25% Call ENEL S.P.A. ... Endless 2.83 2.84 3.83 3.92 Yes +28.51%
UniCredit Knock-Out ENL   30.76% Call ENEL S.P.A. ... Endless 2.05 2.06 4.62 4.62 Yes +38.10%
Morgan Stanley Knock-Out ENL   27.10% Call ENEL S.P.A. ... Endless - - 4.86 4.86 Yes +25.38%
Soc. Generale Knock-Out ENL   40.09% Call ENEL S.P.A. ... Endless 2.69 2.70 4.00 4.00 Yes +26.42%
Soc. Generale Knock-Out ENL   30.01% Call ENEL S.P.A. ... Endless 2.11 2.12 4.56 4.67 Yes +29.63%
Morgan Stanley Knock-Out ENL   29.71% Call ENEL S.P.A. ... Endless 2.25 2.26 4.42 4.69 Yes +34.73%
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