It's the first angel from Neon Genesis Evangelion ! Prepare for battle !
Joke aside, it's really strange, are there other video sources? Could it be white plastic, or paper ?

In the latest UFO news, a cloud-like, unidentified flying object near Rome, Italy, is mystifying experts because of its unusual properties. What is it?
The UAP (unexplained aerial phenomenon) seems to be just another wispy cloud from a distance. But zooming in on the OVNI reveals a distinct, ribbon-like pattern never observed before in known cloud formations and defying meteorological classification.
The amateur videographer suffers from the usual lack of skill, moving the camera like a second assistant director on NYPD Blue, but when they zoom in on the object, that's when the real mystery begins.
Resembling a hang glider shape (without the pilot), the object becomes more solid and aerodynamic the closer the camera zooms in. But instead of the wispiness expected in an otherwise clear blue sky, the UFO takes on a sturdier look as both perfectly sculpted airfoils tail off into the surrounding area, with no visible means of support.
The "cloud" also spins quickly away from the camera, behaving very differently from any weather formation known to experts. It's more like an aircraft under pilot control. But like no aircraft ever seen before.
I seem to share a lot of stories that I am no expert on but this one was quite interesting.