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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out ENL   21.09% Call ENEL S.P.A. ... Endless 1.54 - 5.50 5.50 Yes -
BVT Knock-Out ENL   29.27% Call ENEL S.P.A. ... Endless 2.11 - 4.93 4.93 Yes -
BVT Knock-Out ENL   -15.78% Put ENEL S.P.A. ... Endless 1.06 - 8.07 8.07 Yes -
BVT Knock-Out ENL   14.35% Call ENEL S.P.A. ... Endless 1.07 - 5.97 5.97 Yes -
UniCredit Knock-Out ENL   4.59% Call ENEL S.P.A. ... Endless 0.490 0.500 6.56 6.65 Yes -
Morgan Stanley Knock-Out ENL   6.03% Call ENEL S.P.A. ... Endless 0.830 0.840 6.19 6.55 Yes -
BVT Knock-Out ENL   12.91% Call ENEL S.P.A. ... Endless 0.970 - 6.07 6.07 Yes -
Morgan Stanley Knock-Out ENL   18.36% Call ENEL S.P.A. ... Endless 1.65 1.66 5.38 5.69 Yes +21.17%
Morgan Stanley Knock-Out ENL   13.07% Call ENEL S.P.A. ... Endless 0.960 - 6.06 6.06 Yes -
Morgan Stanley Knock-Out ENL   36.30% Call ENEL S.P.A. ... Endless 2.59 2.60 4.44 4.44 Yes +14.22%
Morgan Stanley Knock-Out ENL   57.31% Call ENEL S.P.A. ... Endless 4.05 4.06 2.98 2.98 Yes +10.44%
Morgan Stanley Knock-Out ENL   26.22% Call ENEL S.P.A. ... Endless 1.89 1.90 5.14 5.14 Yes +17.79%
BVT Knock-Out ENL   11.33% Call ENEL S.P.A. ... Endless 0.860 - 6.18 6.18 Yes -
Morgan Stanley Knock-Out ENL   10.16% Call ENEL S.P.A. ... Endless 0.770 0.780 6.26 6.26 Yes -
BVT Knock-Out ENL   -13.06% Put ENEL S.P.A. ... Endless 0.870 - 7.88 7.88 Yes -
Morgan Stanley Knock-Out ENL   14.48% Call ENEL S.P.A. ... Endless 1.070 1.080 5.96 5.96 Yes -
Morgan Stanley Knock-Out ENL   50.76% Call ENEL S.P.A. ... Endless 3.60 3.61 3.43 3.43 Yes +11.22%
Morgan Stanley Knock-Out ENL   24.02% Call ENEL S.P.A. ... Endless 1.73 1.74 5.30 5.30 Yes +18.49%
BVT Knock-Out ENL   -10.04% Put ENEL S.P.A. ... Endless 0.660 - 7.67 7.67 Yes -
BVT Knock-Out ENL   26.26% Call ENEL S.P.A. ... Endless 1.90 - 5.14 5.14 Yes -
BVT Knock-Out ENL   24.10% Call ENEL S.P.A. ... Endless 1.75 - 5.29 5.29 Yes -
Morgan Stanley Knock-Out ENL   -8.09% Put ENEL S.P.A. ... Endless 0.520 0.530 7.53 7.53 Yes -60.00%
Morgan Stanley Knock-Out ENL   30.46% Call ENEL S.P.A. ... Endless 2.18 2.19 4.85 4.85 Yes +15.87%
Morgan Stanley Knock-Out ENL   22.74% Call ENEL S.P.A. ... Endless 1.65 1.66 5.38 5.38 Yes +18.57%
Morgan Stanley Knock-Out ENL   -8.46% Put ENEL S.P.A. ... Endless 1.01 1.02 8.04 7.56 Yes -41.34%
Morgan Stanley Knock-Out ENL   41.43% Call ENEL S.P.A. ... Endless 2.95 2.96 4.08 4.08 Yes +13.46%
BVT Knock-Out ENL   19.08% Call ENEL S.P.A. ... Endless 1.40 - 5.64 5.64 Yes -
BVT Knock-Out ENL   7.89% Call ENEL S.P.A. ... Endless 0.620 - 6.42 6.42 Yes -
BVT Knock-Out ENL   2.15% Call ENEL S.P.A. ... Endless 0.225 - 6.82 6.82 Yes -
UniCredit Knock-Out ENL   2.31% Call ENEL S.P.A. ... Endless 0.240 0.250 6.81 6.81 Yes -
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