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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out ENL   11.76% Call ENEL S.P.A. ... Endless - - 5.80 6.15 Yes -
BVT Knock-Out ENL   7.89% Call ENEL S.P.A. ... Endless - - 6.42 6.42 Yes -
BVT Knock-Out ENL   -18.65% Put ENEL S.P.A. ... Endless - - 8.27 8.27 Yes -
BVT Knock-Out ENL   -1.72% Put ENEL S.P.A. ... Endless - - 7.09 7.09 Yes -
UniCredit Knock-Out ENL   2.31% Call ENEL S.P.A. ... Endless - - 6.81 6.81 Yes -
BVT Knock-Out ENL   2.15% Call ENEL S.P.A. ... Endless - - 6.82 6.82 Yes -
Morgan Stanley Knock-Out ENL   26.97% Call ENEL S.P.A. ... Endless - - 4.81 5.09 Yes +13.99%
Morgan Stanley Knock-Out ENL   21.81% Call ENEL S.P.A. ... Endless - - 5.45 5.45 Yes +18.05%
Morgan Stanley Knock-Out ENL   20.25% Call ENEL S.P.A. ... Endless - - 5.56 5.56 Yes +18.40%
Morgan Stanley Knock-Out ENL   17.94% Call ENEL S.P.A. ... Endless 1.30 - 5.72 5.72 Yes +20.00%
BVT Knock-Out ENL   17.50% Call ENEL S.P.A. ... Endless - - 5.75 5.75 Yes -
BVT Knock-Out ENL   22.53% Call ENEL S.P.A. ... Endless - - 5.40 5.40 Yes -
BVT Knock-Out ENL   27.83% Call ENEL S.P.A. ... Endless - - 5.03 5.03 Yes -
Morgan Stanley Knock-Out ENL   11.65% Call ENEL S.P.A. ... Endless - - 6.16 6.16 Yes -
BVT Knock-Out ENL   9.90% Call ENEL S.P.A. ... Endless - - 6.28 6.28 Yes -
BVT Knock-Out ENL   -7.17% Put ENEL S.P.A. ... Endless - - 7.47 7.47 Yes -
BVT Knock-Out ENL   -21.66% Put ENEL S.P.A. ... Endless - - 8.48 8.48 Yes -
BVT Knock-Out ENL   6.46% Call ENEL S.P.A. ... Endless - - 6.52 6.52 Yes -
BVT Knock-Out ENL   4.16% Call ENEL S.P.A. ... Endless - - 6.68 6.68 Yes -
UniCredit Knock-Out ENL   5.95% Call ENEL S.P.A. ... Endless - - 6.56 6.56 Yes -
Morgan Stanley Knock-Out ENL   42.18% Call ENEL S.P.A. ... Endless - - 3.79 4.03 Yes -
UniCredit Knock-Out ENL   2.44% Call ENEL S.P.A. ... Endless - - 6.71 6.80 Yes -
BVT Knock-Out ENL   - Call ENEL S.P.A. ... Endless - - 7.01 7.01 Yes -
BNP Paribas Knock-Out ENL   49.27% Call ENEL S.P.A. ... Endless 3.540 3.590 3.54 3.54 Yes +12.38%
BNP Paribas Knock-Out ENL   36.38% Call ENEL S.P.A. ... Endless 2.840 2.890 4.22 4.43 Yes +14.06%
BNP Paribas Knock-Out ENL   26.64% Call ENEL S.P.A. ... Endless 2.190 2.240 4.87 5.11 Yes +15.87%
BNP Paribas Knock-Out ENL   18.44% Call ENEL S.P.A. ... Endless 1.400 1.450 5.68 5.68 Yes +19.83%
BNP Paribas Knock-Out ENL   55.40% Call ENEL S.P.A. ... Endless 4.100 4.150 2.96 3.11 Yes +12.33%
BNP Paribas Knock-Out ENL   5.60% Call ENEL S.P.A. ... Endless 0.500 0.550 6.58 6.58 Yes -
BNP Paribas Knock-Out ENL   42.51% Call ENEL S.P.A. ... Endless 3.070 3.120 4.01 4.01 Yes +13.28%
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