There will be a lot of species in Italy Sabrina, many more than in the UK.
I found a nymph of one which looks similar, Pholidoptera griseoaptera. Yours looks black rather than brown, and the white bands on the hind legs are distinctive.
http://www.wildanimalsonline.c...
http://aramel.free.fr/INSECTES...
You will see the adult looks different ..
http://www.discoverlife.org/mp...
http://www.discoverlife.org/mp...
Knowing insects is a complicated process, there's so many insects which most people don't know exist, it's a minefield!