( CNN ) The two young women are seen in Islamic garb with only their faces showing . They appear to be seated against a wall . One reads a brief statement in English , which includes : `` We are in big danger and we could be killed . '' The statement identifies them as Greta Ramelli and Vanessa Marzullo . Two young Italian women by those names -- ages 20 and 21 -- went missing and were believed kidnapped after they traveled to Syria in late July . `` I have no doubt that it 's them , '' Vanessa 's father Salvatore Marzullo told CNN of the video posted online Thursday . Some postings say the video is from al Qaeda affiliate Jabhat al-Nusra . One of the young women holds a paper suggesting that the video was shot December 17 . `` We supplicate our government and its mediators to bring us back home before Christmas . We are in big danger and we could be killed . The government and its mediators are responsible of our lives , '' the other says , reading the statement . Italian intelligence sources consider the video to be authentic , according to the state-run ANSA news agency . `` These women are shouting for help , they are sending out an SOS , '' said Laura Boldrini , speaker of the Italian Chamber of Deputies . She added , `` We do not know how reliable this video is , but the situation of these two women is distressing . '' The Italian Ministry of Foreign Affairs declined to comment on the video . An Italian intelligence source told ANSA news agency that authorities are in a `` very delicate moment that requires maximum discretion . ''
Two young women went missing after traveling to Syria in late July . Some online sources say the girl is from al Qaeda affiliate Jabhat al - Islam . ` ` I have no doubt that it 's them , '' the father of one of the captives tells CNN .