Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 0.8 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.80 27.64 27.66 0.92 2.25
Soc. Generale Call 0.8 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.80 27.640 27.660 0.92 2.25
Soc. Generale Call 0.8 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.80 27.950 27.970 0.91 1.89
Soc. Generale Call 0.8 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.80 27.94 27.96 0.91 1.89
Soc. Generale Call 0.85 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.85 23.41 23.43 0.85 2.03
Soc. Generale Call 0.85 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.85 23.410 23.430 0.85 2.03
Soc. Generale Call 0.85 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.85 23.080 23.100 0.84 2.48
Soc. Generale Call 0.85 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.85 23.08 23.10 0.84 2.48
Soc. Generale Call 0.9 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.90 18.93 18.95 0.79 2.21
Soc. Generale Call 0.9 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.90 18.930 18.950 0.79 2.21
Soc. Generale Call 0.9 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.90 18.530 18.550 0.76 2.79
Soc. Generale Call 0.9 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.90 18.53 18.55 0.76 2.79
Soc. Generale Call 0.95 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.95 14.55 14.57 0.72 2.45
Soc. Generale Call 0.95 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.95 14.550 14.570 0.72 2.45
Soc. Generale Call 0.95 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.95 14.000 14.020 0.68 3.22
Soc. Generale Call 0.95 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.95 14.00 14.02 0.68 3.22
Deutsche Bank Put 1.01 EURCHF 16.04.2021   Put CROSSRATE EUR/CHF 4/16/2021 1.01 0.001 0.100 0.68 -47.28
Deutsche Bank Put 1.01 EURCHF 16.04.2021   Put CROSSRATE EUR/CHF 4/16/2021 1.01 0.001 0.100 0.68 -47.28
Soc. Generale Call 1.04 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.04 8.760 8.780 0.66 2.51
Soc. Generale Call 1.04 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.04 8.75 8.77 0.66 2.51
Soc. Generale Call 1.05 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.05 8.16 8.18 0.65 2.56
Soc. Generale Call 1.05 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.05 8.170 8.190 0.65 2.56
Soc. Generale Call 1 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.00 10.310 10.330 0.65 2.78
Soc. Generale Call 1 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.00 10.31 10.33 0.65 2.78
Soc. Generale Call 1.06 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.06 7.62 7.64 0.64 2.60
Soc. Generale Call 1.06 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.06 7.630 7.650 0.64 2.60
Soc. Generale Call 1.08 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.08 6.700 6.720 0.63 2.69
Soc. Generale Call 1.08 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.08 6.70 6.72 0.63 2.69
Soc. Generale Call 1.1 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.10 6.03 6.05 0.62 2.76
Soc. Generale Call 1.1 EURCHF 15.12.2023   Call CROSSRATE EUR/CHF 12/15/2023 1.10 6.040 6.060 0.62 2.76
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