Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 12/24 AOMD   Call ALSTOM S.A. INH. ... 2024-12-18 35.00 0.0010 - 0.31 15.20
UniCredit Call 35 AOMD 18.12.2024   Call ALSTOM S.A. INH. ... 2024-12-18 35.00 0.001 - 0.31 15.20
UniCredit Call 35 AOMD 18.12.2024   Call ALSTOM S.A. INH. ... 2024-12-18 35.00 0.001 - 0.31 15.20
UC WAR. CALL 12/24 AOMD   Call ALSTOM S.A. INH. ... 2024-12-18 30.00 0.0640 - 0.40 8.70
UniCredit Call 30 AOMD 18.12.2024   Call ALSTOM S.A. INH. ... 2024-12-18 30.00 0.064 - 0.40 8.70
UniCredit Call 30 AOMD 18.12.2024   Call ALSTOM S.A. INH. ... 2024-12-18 30.00 0.064 - 0.40 8.70
BVT Call 22 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 22.00 0.007 0.020 0.66 8.44
BVT Call 22 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 22.00 0.007 0.020 0.66 8.44
UC WAR. CALL 06/24 AOMD   Call ALSTOM S.A. INH. ... 2024-06-19 20.00 0.2100 0.5800 0.65 7.84
UniCredit Call 20 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 20.00 0.210 0.580 0.65 7.84
UniCredit Call 20 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 20.00 0.210 0.580 0.65 7.84
Citi Call 14 AOMD 20.06.2024   Call ALSTOM S.A. INH. ... 2024-06-20 14.00 - - 0.32 7.60
Citi Call 14 AOMD 20.06.2024   Call ALSTOM S.A. INH. ... 2024-06-20 14.00 - - 0.32 7.60
UC WAR. CALL 06/24 AOMD   Call ALSTOM S.A. INH. ... 2024-06-19 18.00 0.4200 0.7900 0.59 7.55
UniCredit Call 18 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 18.00 0.420 0.790 0.59 7.55
UniCredit Call 18 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 18.00 0.420 0.790 0.59 7.55
BVT Call 19 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 19.00 0.460 0.490 0.63 7.32
BVT Call 19 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 19.00 0.460 0.490 0.63 7.32
Citi Call 26 AOMD 20.06.2024   Call ALSTOM S.A. INH. ... 2024-06-20 26.00 0.017 - 0.83 7.29
Citi Call 26 AOMD 20.06.2024   Call ALSTOM S.A. INH. ... 2024-06-20 26.00 0.017 - 0.83 7.29
Soc. Generale Call 25 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 25.00 - - 0.81 7.21
Soc. Generale Call 25 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 25.00 - - 0.81 7.21
Citi Call 20 AOMD 20.06.2024   Call ALSTOM S.A. INH. ... 2024-06-20 20.00 - - 0.69 7.16
Citi Call 20 AOMD 20.06.2024   Call ALSTOM S.A. INH. ... 2024-06-20 20.00 - - 0.69 7.16
Soc. Generale Call 18 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 18.00 - - 0.61 7.14
Soc. Generale Call 18 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 18.00 - - 0.61 7.14
UC WAR. CALL 06/24 AOMD   Call ALSTOM S.A. INH. ... 2024-06-19 17.00 0.6200 0.9900 0.58 7.06
UniCredit Call 17 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 17.00 0.630 1.000 0.58 7.06
UniCredit Call 17 AOMD 19.06.2024   Call ALSTOM S.A. INH. ... 2024-06-19 17.00 0.620 0.990 0.58 7.06
BVT Call 18.5 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 18.50 0.550 0.580 0.64 7.04
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