Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 1.05 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.05 4.670 4.680 0.41 8.79
Soc. Generale Call 1.18 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.18 0.130 0.170 0.23 25.79
Soc. Generale Call 1.24 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.24 0.120 0.170 0.28 21.75
Soc. Generale Put 1.08 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.08 0.430 0.450 - -
Soc. Generale Put 1.04 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.04 0.150 0.190 - -
BNP Paribas Put 1.04 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.04 0.022 0.100 - -
BNP Paribas Put 1.11 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.11 1.580 1.610 - -
BNP Paribas Put 1.07 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.07 0.230 0.260 - -
BNP Paribas Put 1.05 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.05 0.060 0.120 - -
BNP Paribas Call 1.13 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.13 0.230 0.260 0.20 28.02
BNP Paribas Put 1.13 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.13 3.040 3.070 - -
BNP Paribas Call 1.04 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.04 5.410 5.470 0.43 8.12
Deutsche Bank Put 1.09 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.09 0.520 0.540 - -
Deutsche Bank Put 1.06 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.06 0.100 0.120 - -
BNP Paribas Call 1.11 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.11 0.590 0.620 0.22 21.97
BNP Paribas Put 1.06 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.06 0.130 0.160 - -
BNP Paribas Call 1.07 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.07 2.880 2.910 0.34 11.50
BNP Paribas Put 1.1 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.10 1.030 1.060 - -
BNP Paribas Call 1.06 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.06 3.680 3.740 0.37 10.05
BNP Paribas Call 1.12 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.12 0.370 0.400 0.21 24.95
BNP Paribas Call 1.03 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.03 6.300 6.360 0.46 7.41
BNP Paribas Call 1.05 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.05 4.540 4.600 0.40 8.96
BNP Paribas Call 1.09 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.09 1.470 1.500 0.27 15.73
BNP Paribas Put 1.09 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.09 0.640 0.670 - -
BNP Paribas Call 1.1 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.10 0.960 0.990 0.24 18.70
BNP Paribas Put 1.08 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.08 0.380 0.410 - -
BNP Paribas Put 1.03 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 1.03 0.001 0.100 - -
BNP Paribas Call 1.08 EURCHF 18.06.2021   Call CROSSRATE EUR/CHF 6/18/2021 1.08 2.130 2.160 0.30 13.32
Soc. Generale Put 0.98 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 0.98 0.120 0.170 0.04 -114.94
Soc. Generale Put 0.97 EURCHF 18.06.2021   Put CROSSRATE EUR/CHF 6/18/2021 0.97 0.120 0.170 0.05 -85.56
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