Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 1.2 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 1.20 0.590 0.600 0.38 5.39
Soc. Generale Call 1.2 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 1.20 0.590 0.600 0.38 5.39
Soc. Generale Call 1.15 USDCHF 19.06.2020   Call CROSSRATE USD/CHF 6/19/2020 1.15 0.092 0.100 0.25 14.65
Soc. Generale Call 1.15 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.15 0.026 0.036 0.24 29.76
Soc. Generale Call 1.15 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 1.15 0.660 0.670 0.38 5.37
Soc. Generale Call 1.15 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.15 0.260 0.270 0.30 8.97
Soc. Generale Call 1.15 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 1.15 0.660 0.670 0.38 5.37
Soc. Generale Call 1.15 USDCHF 19.06.2020   Call CROSSRATE USD/CHF 6/19/2020 1.15 0.092 0.100 0.25 14.65
Soc. Generale Call 1.15 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 1.15 0.450 0.460 0.34 6.66
Soc. Generale Call 1.15 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.15 0.026 0.036 0.24 29.76
Soc. Generale Call 1.15 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.15 0.260 0.270 0.30 8.97
Soc. Generale Call 1.15 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 1.15 0.450 0.460 0.34 6.66
BNP Paribas Call 1.1 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.10 - - 0.29 9.30
Soc. Generale Call 1.1 USDCHF 19.06.2020   Call CROSSRATE USD/CHF 6/19/2020 1.10 0.098 0.110 0.23 15.41
Soc. Generale Call 1.1 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.10 0.320 0.330 0.29 8.94
Soc. Generale Call 1.1 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 1.10 0.820 0.830 0.38 5.23
Soc. Generale Call 1.1 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 1.10 0.560 0.570 0.34 6.52
Soc. Generale Call 1.1 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.10 0.026 0.036 0.20 34.91
BNP Paribas Call 1.1 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.10 0.220 0.280 0.29 9.30
Soc. Generale Call 1.1 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.10 0.320 0.330 0.29 8.94
Soc. Generale Call 1.1 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.10 0.026 0.036 0.20 34.91
Soc. Generale Call 1.1 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 1.10 0.820 0.830 0.38 5.23
Soc. Generale Call 1.1 USDCHF 19.06.2020   Call CROSSRATE USD/CHF 6/19/2020 1.10 0.097 0.110 0.23 15.41
Soc. Generale Call 1.1 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 1.10 0.560 0.570 0.34 6.52
DZ Bank Call 1.075 USDCHF 06.12.2019   Call CROSSRATE USD/CHF 12/6/2019 1.08 0.011 0.031 0.18 43.23
DZ Bank Call 1.075 USDCHF 06.12.2019   Call CROSSRATE USD/CHF 12/6/2019 1.08 0.011 0.031 0.18 43.23
DZ Bank Call 1.07 USDCHF 06.12.2019   Call CROSSRATE USD/CHF 12/6/2019 1.07 0.011 0.031 0.18 44.26
DZ Bank Call 1.07 USDCHF 06.03.2020   Call CROSSRATE USD/CHF 3/6/2020 1.07 0.030 0.050 0.19 25.36
DZ Bank Call 1.07 USDCHF 06.12.2019   Call CROSSRATE USD/CHF 12/6/2019 1.07 0.011 0.031 0.18 44.26
DZ Bank Call 1.07 USDCHF 06.03.2020   Call CROSSRATE USD/CHF 3/6/2020 1.07 0.031 0.051 0.19 25.36
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