I don't see F2, Enter doing what you want.

Sub Macro2()
  Dim i As Range, v As Variant, a As Variant
  For Each i In Sheets("Sheet1").Range("A2:A" & Sheets("Sheet1").Range("A" & Rows.Count).End(xlUp).Row)
    a = Split(i.Value, ".")
    i.Value = DateSerial(a(2), a(1), a(0))
    i.NumberFormat = "dd.mm.yy"
  Next i
End Sub