INFORMATION RELATING TO THE REFERENCE ASSETS. Exchange Company ISIN Reuters XXX Xxxxxxxxx Ticker
INFORMATION RELATING TO THE REFERENCE ASSETS. Index: DAX® (Performance Index)
INFORMATION RELATING TO THE REFERENCE ASSETS. The Company/ Share Type ISIN Exchange / Relevant Country Currency Reuters XXX Xxxxxxxxx Ticker Azzicurazioni Cenerali S.p.A./ ordinary zharez IT0000062072 Borza Italiana/ Italy EUR CASI.MI X XX Xxxxxx Xxxxx Xxxxx xxx Xxxxxx xx Xxxxx ("Xxx MPS")/ ordinary zharez IT0001334587 Borza Italiana/ Italy EUR BMPS.MI BMPS IM Equity Banco Popolare SpA/ ordinary zharez IT0004231566 Borza Italiana/ Italy EUR BP.MI BP IM Equity Capitalia S.p.A./ ordinary zharez IT0003121495 Borza Italiana/ Italy EUR CPTA.MI CAP IM Equity Enel S.p.A./ ordinary zharez IT0003128367 Borza Italiana/ Italy EUR ENEI.MI ENEL IM Equity ENI - Ente Nazionale Idrocarburi S.p.A./ ordinary zharez IT0003132476 Borza Italiana/ Italy EUR ENI.MI ENI IM Equity FIAT S.p.A./ ordinary zharez IT0001976403 Borza Italiana/ Italy EUR FIA.MI F IM Equity Inteza Sanpaolo S.p.A./ ordinary zharez IT0000072618 Borza Italiana/ Italy EUR ISP.MI ISP IM Equity Mediobanca S.p.A./ common zharez IT0000062957 Borza Italiana/ Italy EUR MDBI.MI MB IM Equity Telecom Italia S.p.A./ ordinary zharez IT0003497168 Borza Italiana/ Italy EUR TLIT.MI TIT IM Equity UniCredito Italiano S.p.A./ ordinary zharez IT0000064854 Borza Italiana/ Italy EUR CRDI.MI UC IM Equity Unione Di Banche Italiane SCPA/ IT0003487029 Borza Italiana/ Italy EUR UBI.MI UBI IM Equity common zharez SPECIFIC CERTIFICATE DESCRIPTION ISIN Codices Issue Size Barrier Level (in Refence Currency (EUR)/as a percentage of Reference Price (Initial) Bonus Level (in Refence Currency (EUR)/as a percentage of Reference Price (Initial) Reference Asset/Relevant Currency Issue Price (EUR) as of Strike Date Exercise Date Multiplier Reference Price Initial (EUR) JE00B23DT689 CCA168 500'000 24/ 81.69% 34/ 115.72% Azzicurazioni Cenerali S.p.A./EUR 29.41 June 19, 2009 1 29.38 JE00B23DT796 CCA169 500'000 22/ 74.88% 32/ 108.92% Azzicurazioni Cenerali S.p.A./EUR 29.47 June 19, 2009 1 29.38 JE00B23DT804 CCA16A 500'000 22/ 74.88% 36/ 122.53% Azzicurazioni Cenerali S.p.A./EUR 29.38 June 18, 2010 1 29.38 JE00B23DSP07 CBMP73 500'000 4/ 85.84% 6.4/ 137.34% Banca Monte dei Pazchi di Siena ("Bca MPS")/EUR 4.65 June 19, 2009 1 4.66 JE00B23DSQ14 CBMP74 500'000 3.8/ 81.55% 6/ 128.76% Banca Monte dei Pazchi di Siena ("Bca MPS")/EUR 4.65 June 19, 2009 1 4.66 JE00B23DSR21 CBMP75 500'000 3.4/ 72.96% 5.4/ 115.88% Banca Monte dei Pazchi di Siena 4.65 June 19, 2009 1 4.66 ("Bca MPS")/EUR JE00B23DSS38 CBMP76 500'000 3.6/ 77.25% 6.8/ 145.92% Banca Monte dei Pazchi di Siena ("Bca MPS")/EUR 4.63 June 18, 2010 1...
INFORMATION RELATING TO THE REFERENCE ASSETS. Index: Dow Xxxxx Industrial Average Index SM : Index Sponsor: Dow Xxxxx & Company, Inc: Description of the Index: The Dow Xxxxx Industrial Average Index is a price-weighted average of 30 blue-chip stocks that are generally the leaders in their industry. It has been a widely followed indicator of the stock market since 1 October 1928. Source of pricing information for the Index: Bloomberg: INDU Index, Reuters: .DJI
INFORMATION RELATING TO THE REFERENCE ASSETS. The Company/ Share Type ISIN Exchange Relevant Currency Reuters XXX Xxxxxxxxx Ticker Relevant Reference Asset Jurisdiction Reference Price Valuation Date
INFORMATION RELATING TO THE REFERENCE ASSETS. The Company/ Share Type ISIN Exchange / Relevant Country Reuters XXX Xxxxxxxxx Ticker Alcatel-Lucent/ ordinary shares FR0000130007 EURONEXT Paris/ France XXX.XX ALU FP Equity Xxxxxx.xxx, Inc./ ordinary shares US0231351067 National Association of Securities Dealers Automated Quotations/ USA AMZN.OQ AMZN UQ Equity Apple Inc./ ordinary shares US0378331005 National Association of Securities Dealers Automated Quotations/ USA AAPL.OQ AAPL UQ Equity Chevron Corporation/ ordinary shares US1667641005 New York Stock Exchange/ USA CVX.N CVX UN Equity Cisco Systems Inc./ ordinary shares US17275R1023 National Association of Securities Dealers Automated Quotations/ USA CSCO.OQ CSCO UQ Equity DaimlerChrysler AG/ registered shares DE0007100000 XETRA/ Germany XXXXx.XX DCX GY Equity Dell Inc./ ordinary shares US24702R1014 National Association of Securities Dealers Automated Quotations/ USA DELL.OQ DELL UQ Equity Deutsche Telekom AG/ registered shares DE0005557508 XETRA/ Germany XXXXx.XX DTE GY Equity eBay Inc./ ordinary shares US2786421030 National Association of Securities Dealers Automated Quotations/ USA EBAY.OQ EBAY UQ Equity Exxon Mobil Corporation/ ordinary shares XX00000X0000 Xxx Xxxx Xxxxx Xxxxxxxx/ XXX XOM.N XOM UN Equity General Electric Company/ common shares US3696041033 New York Stock Exchange/ USA GE.N GE UN Equity Google Inc./ common shares US38259P5089 National Association of Securities Dealers Automated Quotations/ USA GOOG.OQ GOOG UQ Equity Intel Corporation/ ordinary shares US4581401001 National Association of Securities Dealers Automated Quotations/ USA INTC.OQ INTC UQ Equity International Business Machines Corporation (IBM)/ ordinary shares US4592001014 New York Stock Exchange/ USA IBM.N IBM UN Equity Koninklijke Philips Electronics N.V./ ordinary shares NL0000009538 EURONEXT Amsterdam/ Netherlands XXX.XX PHIA NA Equity Merck & Co., Inc./ ordinary shares US5893311077 New York Stock Exchange/ USA MRK.N MRK UN Equity Microsoft Corporation/ ordinary shares US5949181045 National Association of Securities Dealers Automated Quotations/ USA MSFT.OQ MSFT UQ Equity Motorola Inc./ ordinary shares US6200761095 New York Stock Exchange/ USA MOT.N MOT UN Equity Newmont Mining Corporation/ ordinary shares US6516391066 New York Stock Exchange/ USA NEM.N NEM UN Equity Nokia Oyj/ ordinary shares FI0009000681 Helsinki Stock Exchange/ Finland NOK1V.HE NOK1V FH Equity Oracle Corporation/ ordinary shares US68389X1054 National Association of Securities Dealers Automated Quota...
INFORMATION RELATING TO THE REFERENCE ASSETS. Index: Nasdaq-100 Index®.
INFORMATION RELATING TO THE REFERENCE ASSETS. Index/Reference Xxxxx S&P/MIB SM Index Index Sponsor Standard & Poor's Corporation ("S&P") Description of the Index The S&P MIB Index is a capitalization weighted index developed by S&P and EX. The index measures the performance of the broad Italian equity market. The equities use free float shares in the index calculation. The index was developed with the bare value of 10,000 as of December 31, 1997. The price index was adjusted with a starting value of 24,402. Further information can be found on the website xxxx://xxx.xxxxxxxxxxx.xx.
INFORMATION RELATING TO THE REFERENCE ASSETS. Reference Asset Fixing Price Sponsor Reuters XXX Xxxxxxxxx Ticker One Fine Xxxx Ounce of €old (Minimum 0.995 Fine, London €ood Delivery Form, Spm London time fixing) ("€old") London Bullion Market XAUFIX= €OLDLNPM Index One Xxxx Ounce of 0.999 Fine Silver (at leazt 999 partz per l,000) ("Silver") London Bullion Market XA€FIX= SLVRLN Index SPECIFIC WARRANT DESCRIPTION ISIN Codices Issue Size Multiplier Type Reference Asset Issue Price (EUR) as of 22 December 2006 Strike Price Currency and Strike Price Final Exercise Date €B00BlL69V70 €OLD46 l00'000'000 0.0l Call €old 0.l925 USD 620 l6 March 2007 €B00BlL69W87 €OLD47 l00'000'000 0.0l Call €old 0.0625 USD 680 l6 March 2007 €B00BlL69X94 €OLD48 l00'000'000 0.0l Call €old 0.0SS5 USD 720 l6 March 2007 €B00BlL69Y02 €OLD49 l00'000'000 0.0l Call €old 0.0ll USD 800 l6 March 2007 €B00BlL69Zl9 €OLD50 l00'000'000 0.0l Put €old 0.04S USD 580 l6 March 2007 €B00BlL6B008 €OLD5l l00'000'000 0.0l Put €old 0.005 USD 520 l6 March 2007 €B00BlL6Bll5 €OLD52 l00'000'000 0.0l Put €old 0.002 USD 500 l6 March 2007 €B00BlL6B222 €OLD5S l00'000'000 0.0l Put €old 0.0005 USD 450 l6 March 2007 €B00BlL6BSS9 €OLD54 l00'000'000 0.0l Put €old 0.0005 USD 400 l6 March 2007 €B00BlL6B446 €OLD55 l00'000'000 0.0l Call €old 0.2ll USD 650 l5 June 2007 €B00BlL6B552 €OLD56 l00'000'000 0.0l Call €old 0.l505 USD 680 l5 June 2007 €B00BlL6B669 €OLD7l l00'000'000 0.0l Call €old 0.l665 USD 720 2l September 2007 €B00BlL6B776 €OLD72 l00'000'000 0.0l Call €old 0.lSl5 USD 750 2l September 2007 €B00BlL6B88S €OLD7S l00'000'000 0.0l Call €old 0.09S5 USD 800 2l September 2007 €B00BlL6B990 €OLD74 l00'000'000 0.0l Call €old 0.07 USD 850 2l September 2007 €B00BlL6BBl6 €OLD75 l00'000'000 0.0l Call €old 0.05S5 USD 900 2l September 2007 €B00BlL6BC2S €OLD76 l00'000'000 0.0l Put €old 0.ll9 USD 580 2l September 2007 €B00BlL6BDS0 €OLD77 l00'000'000 0.0l Put €old 0.0665 USD 550 2l September 2007 €B00BlL6BF5S €OLD78 l00'000'000 0.0l Put €old 0.0S55 USD 520 2l September 2007 €B00BlL6B€60 €OLD79 l00'000'000 0.0l Put €old 0.0225 USD 500 2l September 2007 €B00BlL6BH77 €OLD80 l00'000'000 0.0l Put €old 0.006 USD 450 2l September 2007 €B00BlL6BJ9l €OLD8l l00'000'000 0.0l Put €old 0.00l USD 400 2l September 2007 €B00BlL6BH07 €OLD82 l00'000'000 0.0l Put €old 0.0005 USD S50 2l September 2007 €B00BlL6BLl4 €SIL42 l00'000'000 0.l Call Silver 0.0l4 USD l6 l6 March 2007 €B00BlL6BM2l €SIL4S l00'000'000 0.l Call Silver 0.0095 USD l7 l6 March 2007 €B00BlL6BNS8 €OLD57 l00'000'000 0.0l Call €old 0.l2...
INFORMATION RELATING TO THE REFERENCE ASSETS. Reference Asset: EUR/JPY Fixing Sponsor: European Central Bank (ECB) Source of pricing information for the Reference Asset: Bloomberg: EUCFJPY Index Reuters: EURJPYREF= Reference Asset: EUR/USD