Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 06/24 AOMD   Call ALSTOM S.A. INH. ... 2024-06-19 18.86 0.0300 0.4500 0.48 19.98
UniCredit Call 18.8624 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 18.86 - - 0.48 19.98
UniCredit Call 18.8624 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 18.86 0.030 0.450 0.48 19.98
UniCredit Call 18.3909 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 18.39 0.170 0.590 0.45 19.41
UniCredit Call 18.3909 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 18.39 - - 0.45 19.41
UC WAR. CALL 06/24 AOMD   Call ALSTOM S.A. INH. ... 2024-06-19 18.39 0.1700 0.5900 0.45 19.41
UC WAR. CALL 12/24 AOMD   Call ALSTOM S.A. INH. ... 2024-12-18 33.01 0.0320 - 0.27 19.21
UniCredit Call 33.0092 AOMD 18.12.2024   Call ALSTOM S.A. INH. ... 2024-12-18 33.01 - - 0.27 19.21
UniCredit Call 33.0092 AOMD 18.12.2024   Call ALSTOM S.A. INH. ... 2024-12-18 33.01 0.001 - 0.27 19.21
UniCredit Call 17.9193 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 17.92 0.370 0.790 0.44 17.62
UniCredit Call 17.9193 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 17.92 - - 0.44 17.62
UC WAR. CALL 06/24 AOMD   Call ALSTOM S.A. INH. ... 2024-06-19 17.92 0.3700 0.7900 0.44 17.62
UC WAR. CALL 06/24 AOMD   Call ALSTOM S.A. INH. ... 2024-06-19 17.45 0.6400 1.0600 0.43 15.84
UniCredit Call 17.4477 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 17.45 - - 0.43 15.84
UniCredit Call 17.4477 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 17.45 0.640 1.060 0.43 15.84
UniCredit Call 16.9762 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 16.98 0.980 - 0.43 13.85
UniCredit Call 16.9762 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 16.98 - - 0.43 13.85
UC WAR. CALL 06/24 AOMD   Call ALSTOM S.A. INH. ... 2024-06-19 16.98 1.1200 - 0.43 13.85
BVT Call 22 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 22.00 - - 0.93 11.16
BVT Call 22 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 22.00 - - 0.93 11.16
Citi Call 24.5212 AOMD 20.06.2024   Call ALSTOM S.A. INH. ... 2024-06-20 24.52 0.013 - 1.11 10.77
Citi Call 24.5212 AOMD 20.06.2024   Call ALSTOM S.A. INH. ... 2024-06-20 24.52 - - 1.11 10.77
Soc. Generale Call 23.58 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 23.58 - - 1.09 9.97
Soc. Generale Call 23.58 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 23.58 - - 1.09 9.97
Soc. Generale Call 16.98 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 16.98 1.440 1.560 0.59 9.92
Soc. Generale Call 16.98 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 16.98 - - 0.59 9.92
UniCredit Call 16.0331 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 16.03 - - 0.45 9.85
UC WAR. CALL 06/24 AOMD   Call ALSTOM S.A. INH. ... 2024-06-19 16.03 1.6300 2.4600 0.45 9.85
UniCredit Call 16.0331 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 16.03 1.630 2.460 0.45 9.85
Soc. Generale Call 18.86 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 18.86 - - 0.82 9.52
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