Thanks.
Your info help me to resolve...but the trip was not so easy
Here is all the step that resolve the connection
1-Creating the root CA Cert using your correct info (Country,State,City and so on)
openssl genrsa -aes256 -passout pass:password123 -out rootCA_key.pem 2048
openssl req -new -sha256 -x509 -days 3560 -subj "/C=IT/ST=Itali/L=Milano/O=MyOrg/OU=MyOrg Corporate/CN=MyOrg Root CA" -extensions v3_ca -set_serial 1 -passin pass:password123 -key rootCA_key.pem -out rootCA_certificate.pem -config ext.cfg
2-Uploading the root CA Certificate to the IoT Platform
You need to load the root CA certificate into the IoT platform using the console. In the settings section goto to CA Certificates in the Security section. Select to Add certificate then select the rootCA_certificate.pem file you just generated to upload to the platform, then press Save
3-Generates the key and certificate for the MQTT server using your correct info (Country,State,City and so on) and the CN MUST to be the same of your IotServer (MyOrg.messaging.....)
openssl genrsa -aes256 -passout pass:password123 -out mqttServer_key.pem 2048
openssl req -new -sha256 -subj "/C=IT/ST=Itali/L=Milano/O=MyOrg/OU=MyOrg Corporate/CN=MyOrg.messaging.internetofthings.ibmcloud.com" -passin pass:password123 -key mqttServer_key.pem -out mqttServer_crt.csr
4-Add the server certificate to the IoT Platform
Into the IoT platform in the settings section of the console in the Messaging Server Certificates section under Security. Select to Add Certificate then upload the certificate (mqttServer_crt.pem) and private key (mqttServer_key.pem). You need to also provide the password (password123).
5-Test the server certificate by using openssl:
openssl s_client -CAfile mqttServer_crt.pem -showcerts -state -servername MyOrg.messaging.internetofthings.ibmcloud.com -connect MyOrg.messaging.internetofthings.ibmcloud.com:8883
6-To download the certificate in a PEM format, that can be easily imported to a truststore and put ii into MyOrg.messaging.internetofthings.ibmcloud.com.pem
echo | openssl s_client -connect MyOrg.messaging.internetofthings.ibmcloud.com:8883 -showcerts 2>&1 | sed -ne '/-BEGIN CERTIFICATE-/,/-END CERTIFICATE-/p' > MyOrg.messaging.internetofthings.ibmcloud.com.pem
7-Now you can use into
mosquitto_sub -h MyOrg.messaging.internetofthings.ibmcloud.com -p 8883 -i a:MyOrg:myapp -u MyOrgAppKey -P MyOrgToken -t iot-2/type/+/id/+/evt/+/fmt/+ -d --cafile MyOrg.messaging.internetofthings.ibmcloud.com.pem
To complte the info here is some tutorial that can help me
developer.ibm.com
ibm.com support
github including srvext.cfg,ext.cfg files