Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 50.00 0.9400 - - -
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.0690 - 0.18 43.61
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.0020 - 0.37 37.49
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.4500 0.4600 0.30 11.44
UniCredit Call 50 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 50.00 0.940 - - -
UniCredit Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 - - 0.18 43.61
UniCredit Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 - - 0.37 37.49
UniCredit Call 55 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.450 0.460 0.30 11.44
UniCredit Call 50 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 50.00 0.940 - - -
UniCredit Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 - - 0.18 43.61
UniCredit Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 - - 0.37 37.49
UniCredit Call 55 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.450 0.460 0.30 11.44
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 62.00 0.0140 - 0.21 57.58
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 58.00 0.2000 - 0.14 27.15
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 57.00 0.2700 - - -
UC WAR. PUT 06/24 BSN   Put DANONE S.A. EO -,25 2024-06-19 50.00 0.0110 - 0.75 -19.05
UniCredit Call 62 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 62.00 - - 0.21 57.58
UniCredit Call 58 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 58.00 - - 0.14 27.15
UniCredit Call 57 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 57.00 - - - -
UniCredit Put 50 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 50.00 - - 0.75 -19.05
UniCredit Call 62 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 62.00 - - 0.21 57.58
UniCredit Call 58 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 58.00 - - 0.14 27.15
UniCredit Call 57 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 57.00 - - - -
UniCredit Put 50 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 50.00 - - 0.75 -19.05
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 59.00 0.1000 0.1100 0.23 27.90
HSBC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.0450 0.0550 0.16 48.44
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 61.00 0.0270 - 0.18 56.29
UC WAR. PUT 06/24 BSN   Put DANONE S.A. EO -,25 2024-06-19 60.00 0.1200 - 0.36 -22.16
UniCredit Call 59 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 59.00 0.100 0.110 0.23 27.90
HSBC Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.045 0.055 0.16 48.44
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