You have to remove the cover of the mirror, in there there are standard 5w lamps, they can surely be changed to led.

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X5 4,4i-06 Current
330Ci Cab-03 2007-2008
MB E55 AMG-03 2006-2007
Z3 2,8 Roadster-98 2006-2007
X3 2,0d-05 2005-2006
320d-99 1999-2005