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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out ENL   -80.84% Put ENEL S.P.A. ... Endless 5.60 5.61 12.26 12.01 Yes -12.34%
Soc. Generale Knock-Out ENL   -34.28% Put ENEL S.P.A. ... Endless 2.28 2.29 8.92 8.92 Yes -27.01%
UniCredit Knock-Out ENL   -11.72% Put ENEL S.P.A. ... Endless 0.770 0.780 7.42 7.42 Yes -49.68%
UniCredit Knock-Out ENL   47.50% Call ENEL S.P.A. ... Endless 3.17 3.18 3.49 3.49 Yes +14.96%
UniCredit Knock-Out ENL   48.27% Call ENEL S.P.A. ... Endless 3.22 3.23 3.44 3.44 Yes +14.70%
Soc. Generale Knock-Out ENL   44.12% Call ENEL S.P.A. ... Endless 2.96 2.97 3.71 3.71 Yes +14.56%
Goldman Sachs Knock-Out ENL   -19.89% Put ENEL S.P.A. ... Endless 1.47 1.48 8.13 7.97 Yes -
Goldman Sachs Knock-Out ENL   -9.30% Put ENEL S.P.A. ... Endless 0.750 0.760 7.41 7.26 Yes -
Soc. Generale Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.78 6.78 Yes -
Soc. Generale Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 7.01 7.08 Yes -
Goldman Sachs Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 6.75 6.89 Yes -
BVT Knock-Out ENL   -25.83% Put ENEL S.P.A. ... Endless 1.72 1.73 8.36 8.36 Yes -
Goldman Sachs Knock-Out ENL   -28.13% Put ENEL S.P.A. ... Endless 1.85 1.86 8.51 8.51 Yes -
Goldman Sachs Knock-Out ENL   - Put ENEL S.P.A. ... Endless - - 7.13 7.13 Yes -
BNP Paribas Knock-Out ENL   3.08% Call ENEL S.P.A. ... Endless 0.270 0.280 6.44 6.44 Yes -
DZ Bank Knock-Out ENL   -7.10% Put ENEL S.P.A. ... Endless 0.820 0.830 7.48 7.12 Yes -
DZ Bank Knock-Out ENL   2.74% Call ENEL S.P.A. ... Endless 0.510 0.520 6.16 6.46 Yes -
Soc. Generale Knock-Out ENL   3.93% Call ENEL S.P.A. ... Endless 0.300 0.310 6.38 6.38 Yes -
Goldman Sachs Knock-Out ENL   5.03% Call ENEL S.P.A. ... Endless 0.470 0.480 6.19 6.31 Yes -
Goldman Sachs Knock-Out ENL   -20.88% Put ENEL S.P.A. ... Endless 1.37 1.38 8.03 8.03 Yes -
Soc. Generale Knock-Out ENL   -40.58% Put ENEL S.P.A. ... Endless 2.70 2.71 9.34 9.34 Yes -
DZ Bank Knock-Out ENL   -51.21% Put ENEL S.P.A. ... Endless 3.40 3.41 10.05 10.05 Yes -
Soc. Generale Knock-Out ENL   6.37% Call ENEL S.P.A. ... Endless 0.520 - 6.15 6.22 Yes -
Goldman Sachs Knock-Out ENL   6.01% Call ENEL S.P.A. ... Endless 0.420 0.430 6.25 6.25 Yes -
UniCredit Knock-Out ENL   6.42% Call ENEL S.P.A. ... Endless 0.570 0.580 6.11 6.22 Yes -
Soc. Generale Knock-Out ENL   31.90% Call ENEL S.P.A. ... Endless 2.15 2.16 4.52 4.52 Yes -
Soc. Generale Knock-Out ENL   -19.21% Put ENEL S.P.A. ... Endless 1.28 - 7.92 7.92 Yes -
DZ Bank Knock-Out ENL   42.05% Call ENEL S.P.A. ... Endless 2.83 2.84 3.85 3.85 Yes -
DZ Bank Knock-Out ENL   -15.09% Put ENEL S.P.A. ... Endless 1.000 1.010 7.65 7.65 Yes -
Goldman Sachs Knock-Out ENL   9.43% Call ENEL S.P.A. ... Endless 0.640 0.650 6.02 6.02 Yes -
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