Two Italian women, Greta Ramelli and Vanessa Marzullo, went missing in July after being kidnapped while on their second aid trip to Syria. 

Now, a video has surfaced with what authorities believe are the 20- and 21-year-old girls, wearing Islamic garb and holding a sign that says "we are in big danger and we could be killed," CNN reported on Thursday.

"I have no doubt that it's them," Vanessa's father Salvatore Marzullo said of the video posted online Thursday. The video may be from al Qaeda affiliate Jabhat al-Nusra.

One of the women holds a paper with a date on it, suggesting the video was shot Dec. 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.

The Italian government believes the video is authentic and that intelligence officials are "in a delicate phase that requires the utmost discretion," according to UPI.