Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UBS Call 6 BSD2 13.12.2021   Call BCO SANTANDER N.EO0,... 12/13/2021 6.00 - - 0.60 12.08
UBS Call 6 BSD2 13.12.2021   Call BCO SANTANDER N.EO0,... 12/13/2021 6.00 - - 0.60 12.08
UBS Call 6 BSD2 13.12.2021   Call BCO SANTANDER N.EO0,... 12/13/2021 6.00 - - 0.60 12.08
Citi Call 3 BSD2 16.12.2021   Call BCO SANTANDER N.EO0,... 12/16/2021 3.00 - - 0.61 5.50
Citi Call 5 BSD2 16.12.2021   Call BCO SANTANDER N.EO0,... 12/16/2021 5.00 0.001 - 0.47 14.51
Citi Call 6 BSD2 16.12.2021   Call BCO SANTANDER N.EO0,... 12/16/2021 6.00 0.001 - 0.59 12.03
Citi Call 3 BSD2 16.12.2021   Call BCO SANTANDER N.EO0,... 12/16/2021 3.00 0.220 - 0.61 5.50
Citi Call 6 BSD2 16.12.2021   Call BCO SANTANDER N.EO0,... 12/16/2021 6.00 - - 0.59 12.03
Citi Call 5 BSD2 16.12.2021   Call BCO SANTANDER N.EO0,... 12/16/2021 5.00 - - 0.47 14.51
Soc. Generale Call 4.6 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 4.60 - - 0.63 8.38
Soc. Generale Put 1 BSD2 17.12.2021   Put BCO SANTANDER N.EO0,... 12/17/2021 1.00 - - 0.61 -11.77
Soc. Generale Call 2.9 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 2.90 0.300 0.310 0.68 4.67
Soc. Generale Call 3.8 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 3.80 - - 0.54 8.57
Soc. Generale Call 2.4 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 2.40 - - 0.98 2.88
Soc. Generale Call 1.6 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 1.60 14.73 14.82 1.56 1.75
DZ Bank Put 4 BSD2 17.12.2021   Put BCO SANTANDER N.EO0,... 12/17/2021 4.00 - - - -
DZ Bank Call 3.5 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 3.50 - - 0.55 7.49
Soc. Generale Call 2.3 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 2.30 - - 1.04 2.67
Soc. Generale Call 4.2 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 4.20 - - 0.59 8.44
DZ Bank Call 1.5 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 1.50 - - 1.78 1.62
Soc. Generale Put 3 BSD2 17.12.2021   Put BCO SANTANDER N.EO0,... 12/17/2021 3.00 - - - -
Soc. Generale Call 4 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 4.00 - - 0.56 8.61
DZ Bank Call 1.8 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 1.80 - - 1.62 1.80
Soc. Generale Call 2.2 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 2.20 - - 1.10 2.49
DZ Bank Call 2 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 2.00 - - 1.46 1.99
Soc. Generale Call 2.8 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 2.80 - - 0.73 4.20
Soc. Generale Call 2 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 2.00 - - 1.26 2.17
Soc. Generale Call 3.2 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 3.20 - - 0.59 6.22
DZ Bank Put 1.6 BSD2 17.12.2021   Put BCO SANTANDER N.EO0,... 12/17/2021 1.60 - - 0.79 -4.85
Soc. Generale Call 3.1 BSD2 17.12.2021   Call BCO SANTANDER N.EO0,... 12/17/2021 3.10 - - 0.59 5.89