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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out ENL   57.48% Call ENEL S.P.A. ... Endless - - 2.83 2.83 Yes +14.33%
Morgan Stanley Knock-Out ENL   35.39% Call ENEL S.P.A. ... Endless - - 4.29 4.29 Yes +16.42%
Morgan Stanley Knock-Out ENL   -10.10% Put ENEL S.P.A. ... Endless - - 7.32 7.32 Yes -55.78%
BVT Knock-Out ENL   19.33% Call ENEL S.P.A. ... Endless - - 5.36 5.36 Yes -
Morgan Stanley Knock-Out ENL   10.94% Call ENEL S.P.A. ... Endless - - 5.92 5.92 Yes -
BVT Knock-Out ENL   -9.12% Put ENEL S.P.A. ... Endless - - 7.25 7.25 Yes -
Morgan Stanley Knock-Out ENL   16.47% Call ENEL S.P.A. ... Endless - - 5.23 5.55 Yes +25.66%
BVT Knock-Out ENL   28.06% Call ENEL S.P.A. ... Endless - - 4.78 4.78 Yes -
BVT Knock-Out ENL   10.75% Call ENEL S.P.A. ... Endless - - 5.93 5.93 Yes -
BVT Knock-Out ENL   -18.15% Put ENEL S.P.A. ... Endless - - 7.85 7.85 Yes -
Morgan Stanley Knock-Out ENL   3.52% Call ENEL S.P.A. ... Endless - - 6.05 6.41 Yes -
BVT Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.68 6.68 Yes -
UniCredit Knock-Out ENL   -18.90% Put ENEL S.P.A. ... Endless - - 8.00 7.90 Yes -
Morgan Stanley Knock-Out ENL   -10.63% Put ENEL S.P.A. ... Endless - - 7.82 7.35 Yes -43.15%
Morgan Stanley Knock-Out ENL   29.41% Call ENEL S.P.A. ... Endless - - 4.70 4.70 Yes +19.75%
BVT Knock-Out ENL   22.49% Call ENEL S.P.A. ... Endless - - 5.15 5.15 Yes -
BVT Knock-Out ENL   24.89% Call ENEL S.P.A. ... Endless - - 4.99 4.99 Yes -
BVT Knock-Out ENL   9.09% Call ENEL S.P.A. ... Endless - - 6.04 6.04 Yes -
Morgan Stanley Knock-Out ENL   8.10% Call ENEL S.P.A. ... Endless - - 6.12 6.12 Yes -
Morgan Stanley Knock-Out ENL   22.46% Call ENEL S.P.A. ... Endless - - 5.15 5.15 Yes +25.83%
Morgan Stanley Knock-Out ENL   50.59% Call ENEL S.P.A. ... Endless - - 3.28 3.28 Yes +13.22%
Morgan Stanley Knock-Out ENL   12.64% Call ENEL S.P.A. ... Endless - - 5.82 5.82 Yes -
BVT Knock-Out ENL   -15.02% Put ENEL S.P.A. ... Endless - - 7.66 7.66 Yes -
BVT Knock-Out ENL   4.20% Call ENEL S.P.A. ... Endless - - 6.38 6.38 Yes -
UniCredit Knock-Out ENL   4.05% Call ENEL S.P.A. ... Endless - - 6.39 6.39 Yes -
UniCredit Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.64 6.64 Yes -
UniCredit Knock-Out ENL   -5.10% Put ENEL S.P.A. ... Endless - - 7.00 7.00 Yes -
BNP Paribas Knock-Out ENL   49.03% Call ENEL S.P.A. ... Endless 3.310 3.350 3.39 3.39 Yes +14.14%
BNP Paribas Knock-Out ENL   35.59% Call ENEL S.P.A. ... Endless 2.600 2.640 4.08 4.28 Yes +16.07%
BNP Paribas Knock-Out ENL   25.34% Call ENEL S.P.A. ... Endless 1.960 2.000 4.72 4.96 Yes +20.25%
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