They are almost an extension of the side skirts. They aren't too expensive either.

Many thanks to Chris Allen for providing these pictures.
Part numbers
Thanks to Blackdog for the smart part numbers.
Coupe.
0007179 V004 Spoiler Wheelhouse Rear Left
0007187 V004 Spoiler Wheelhouse Rear Right
Cabrio.
0009227 V001 Spoiler Wheelhouse Rear Left
0009226 V001 Spoiler Wheelhouse Rear Right
Fitting Mudflaps