Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC-HVB WAR. CALL 22 UEI   Call TERNA 6/15/2022 5.50 0.7600 0.7700 0.69 2.85
UniCredit Call 5.5 TRN 15.06.2022   Call TERNA 6/15/2022 5.50 0.760 0.770 0.69 2.85
UniCredit Call 5.5 TRN 15.06.2022   Call TERNA 6/15/2022 5.50 0.760 0.770 0.69 2.85
UniCredit Call 5.4 TRN 16.03.2022   Call TERNA 3/16/2022 5.40 0.780 0.790 0.67 3.11
UniCredit Call 5.4 TRN 16.03.2022   Call TERNA 3/16/2022 5.40 0.780 0.790 0.67 3.11
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 5.40 0.7800 0.7900 0.67 3.11
UC-HVB WAR. CALL 21 UEI   Call TERNA 6/16/2021 5.50 0.6200 0.6300 0.67 6.00
UniCredit Call 5.5 TRN 16.06.2021   Call TERNA 6/16/2021 5.50 0.620 0.630 0.67 6.00
UniCredit Call 5.5 TRN 16.06.2021   Call TERNA 6/16/2021 5.50 0.620 0.630 0.67 6.00
UniCredit Call 5.5 TRN 16.03.2022   Call TERNA 3/16/2022 5.50 0.710 0.720 0.65 3.24
UniCredit Call 5.5 TRN 16.03.2022   Call TERNA 3/16/2022 5.50 0.720 0.730 0.65 3.24
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 5.50 0.7100 0.7200 0.65 3.24
UC-HVB WAR. CALL 21 UEI   Call TERNA 12/15/2021 5.50 0.6700 0.6800 0.63 3.70
UniCredit Call 5.5 TRN 15.12.2021   Call TERNA 12/15/2021 5.50 0.680 0.690 0.63 3.70
UniCredit Call 5.5 TRN 15.12.2021   Call TERNA 12/15/2021 5.50 0.670 0.680 0.63 3.70
UniCredit Call 5.5 TRN 15.09.2021   Call TERNA 9/15/2021 5.50 0.640 0.650 0.62 4.36
UniCredit Call 5.5 TRN 15.09.2021   Call TERNA 9/15/2021 5.50 0.650 0.660 0.62 4.36
UC-HVB WAR. CALL 21 UEI   Call TERNA 9/15/2021 5.50 0.6400 0.6500 0.62 4.36
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 6.00 0.4300 0.4400 0.58 3.90
UniCredit Call 6 TRN 16.03.2022   Call TERNA 3/16/2022 6.00 0.430 0.440 0.58 3.90
UniCredit Call 6 TRN 16.03.2022   Call TERNA 3/16/2022 6.00 0.430 0.440 0.58 3.90
UniCredit Call 5.75 TRN 15.12.2021   Call TERNA 12/15/2021 5.75 0.500 0.510 0.57 4.20
UniCredit Call 5.75 TRN 15.12.2021   Call TERNA 12/15/2021 5.75 0.510 0.520 0.57 4.20
UC-HVB WAR. CALL 21 UEI   Call TERNA 12/15/2021 5.75 0.5000 0.5100 0.57 4.20
UC-HVB WAR. CALL 22 UEI   Call TERNA 6/15/2022 6.50 0.3000 0.3100 0.57 3.89
UniCredit Call 6.5 TRN 15.06.2022   Call TERNA 6/15/2022 6.50 0.310 0.320 0.57 3.89
UniCredit Call 6.5 TRN 15.06.2022   Call TERNA 6/15/2022 6.50 0.300 0.310 0.57 3.89
UniCredit Call 6 TRN 15.12.2021   Call TERNA 12/15/2021 6.00 0.370 0.380 0.55 4.53
UniCredit Call 6 TRN 15.12.2021   Call TERNA 12/15/2021 6.00 0.370 0.380 0.55 4.53
UC-HVB WAR. CALL 21 UEI   Call TERNA 12/15/2021 6.00 0.3700 0.3800 0.55 4.53