Corporate actions
Jul 02, 2018

Prysmian S.A. : Rights Issue

The company Prysmian SPA has announced a rights issue whereby shareholders are entitled to purchase 2 new shares for every 15 shares held, at a subscription price of EUR 15.31 per new share.

More information about this transaction is available on the company`s website under www.prysmiangroup.com.

The rights issue will result in an adjustment of the above mentioned contracts.

Corrected strikes/ Adjustment result:

Closing price PRY:    21.33
R-Factor:         0.96679628

adjusted contract size PRY
current Version 0 contract size 100.0000 --> adjusted Version 1 contract size 103.4344

adjusted contract size PRYF 1034.3441

Adjusted daily settlement prices Single stock Future for maturities with open interest:
PRYF JUL18:  21.3262  --> 20.6181

Adjusted series:

1200 0 -> 1160 1     1400 0 -> 1354 1     1600 0 -> 1579 1
1700 0 -> 1644 1     1800 0 -> 1740 1     1850 0 -> 1789 1
1900 0 -> 1837 1     1950 0 -> 1885 1     1960 0 -> 1895 1
1980 0 -> 1914 1     2000 0 -> 1934 1     2050 0 -> 1982 1
2100 0 -> 2030 1     2150 0 -> 2079 1     2200 0 -> 2127 1
2250 0 -> 2175 1     2300 0 -> 2224 1     2350 0 -> 2272 1
2400 0 -> 2320 1     2450 0 -> 2369 1     2500 0 -> 2417 1
2550 0 -> 2465 1     2600 0 -> 2514 1     2650 0 -> 2562 1
2700 0 -> 2610 1     2750 0 -> 2659 1     2800 0 -> 2707 1
2900 0 -> 2804 1     3000 0 -> 2900 1     3100 0 -> 3997 1
3200 0 -> 3094 1     3400 0 -> 3287 1     3600 0 -> 3480 1
3800 0 -> 3674 1     4000 0 -> 3867 1     4400 0 -> 4254 1
4800 0 -> 4641 1         

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