Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 1.1 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 1.10 1.99 2.00 0.38 7.15
Soc. Generale Call 1.05 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.05 4.85 4.86 0.42 8.64
Soc. Generale Call 1 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 1.00 9.48 9.49 0.58 3.87
Soc. Generale Call 1.45 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 1.45 0.170 0.220 0.36 9.89
Soc. Generale Call 1.3 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 1.30 0.190 0.230 0.32 11.08
Soc. Generale Call 1.5 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 1.50 0.170 0.220 0.38 9.56
Soc. Generale Call 0.8 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.80 27.60 27.62 0.92 2.25
Soc. Generale Call 1.35 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.35 0.560 0.590 0.42 5.60
Soc. Generale Call 1.8 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.80 0.480 0.520 0.49 5.06
Soc. Generale Call 1.45 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.45 0.500 0.540 0.43 5.52
Soc. Generale Call 1.85 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.85 0.190 0.230 0.44 5.90
Soc. Generale Call 1.3 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.30 0.630 0.660 0.41 5.58
Soc. Generale Call 0.85 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.85 23.04 23.06 0.84 2.48
Soc. Generale Call 1.2 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.20 1.08 1.10 0.42 5.15
Soc. Generale Call 0.85 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.85 23.34 23.36 0.84 2.03
Soc. Generale Call 0.95 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.95 14.47 14.49 0.72 2.45
Soc. Generale Call 1.75 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.75 0.480 0.520 0.48 5.11
Soc. Generale Call 1.1 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.10 4.02 4.04 0.53 3.69
Soc. Generale Call 1.55 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 1.55 0.170 0.220 0.40 9.27
Soc. Generale Call 1.7 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 1.70 0.170 0.220 0.44 8.55
Soc. Generale Call 0.8 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.80 27.88 27.90 0.90 1.89
Soc. Generale Call 1.25 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.25 0.730 0.760 0.41 5.50
Soc. Generale Call 0.9 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 0.90 18.86 18.88 0.78 2.21
Soc. Generale Call 1.9 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.90 0.470 0.510 0.50 4.95
Soc. Generale Call 1.6 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 1.60 0.170 0.220 0.41 9.00
Soc. Generale Call 1.6 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.60 0.480 0.520 0.46 5.32
Soc. Generale Call 0.9 EURCHF 17.12.2021   Call CROSSRATE EUR/CHF 12/17/2021 0.90 18.48 18.50 0.76 2.79
Soc. Generale Call 1 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.00 10.26 10.28 0.65 2.78
Soc. Generale Call 1.7 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.70 0.480 0.520 0.47 5.18
Soc. Generale Call 1.15 EURCHF 16.12.2022   Call CROSSRATE EUR/CHF 12/16/2022 1.15 1.92 1.94 0.46 4.53
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