- Two young women went missing after traveling to Syria in late July
- Some online postings say the video is from al Qaeda affiliate Jabhat al-Nusra
- "I have no doubt that it's them," the father of one of the captives tells CNN
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."