Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
DZ Bank Call 50 BAS 21.06.2024   Call BASF SE NA O.N. 2024-06-21 50.00 0.140 0.160 0.04 37.38
Citi Call 56 BAS 20.06.2024   Call BASF SE NA O.N. 2024-06-20 56.00 - - 0.16 36.98
Citi Call 56 BAS 20.06.2024   Call BASF SE NA O.N. 2024-06-20 56.00 0.014 - 0.16 36.98
JP Morgan Call 50 BAS 17.05.2024   Call BASF SE NA O.N. 2024-05-17 50.00 - - 0.09 35.58
Citi Call 64 BAS 20.06.2024   Call BASF SE NA O.N. 2024-06-20 64.00 - - 0.23 35.55
Citi Call 64 BAS 20.06.2024   Call BASF SE NA O.N. 2024-06-20 64.00 0.001 - 0.23 35.55
Morgan Stanley Call 52 BAS 21.06.2024   Call BASF SE NA O.N. 2024-06-21 52.00 - - 0.11 34.68
UC DIS.CERT. 06/24 CALL BAS   Call BASF SE NA O.N. 2024-06-19 51.00 - - 0.09 34.66
UniCredit Call 51 BAS 19.06.2024   Call BASF SE NA O.N. 2024-06-19 51.00 - - 0.09 34.66
UniCredit Call 51 BAS 19.06.2024   Call BASF SE NA O.N. 2024-06-19 51.00 - - 0.09 34.66
BVT Call 50 BAS 17.05.2024   Call BASF SE NA O.N. 2024-05-17 50.00 - - 0.10 33.77
BVT Call 50 BAS 17.05.2024   Call BASF SE NA O.N. 2024-05-17 50.00 - - 0.10 33.77
Morgan Stanley Call 50 BAS 21.06.2024   Call BASF SE NA O.N. 2024-06-21 50.00 - - 0.06 33.28
Morgan Stanley Call 53 BAS 21.06.2024   Call BASF SE NA O.N. 2024-06-21 53.00 - - 0.13 33.23
JP Morgan Call 50 BAS 29.04.2024   Call BASF SE NA O.N. 2024-04-29 50.00 - - 0.31 32.63
Citi Call 66 BAS 20.06.2024   Call BASF SE NA O.N. 2024-06-20 66.00 - - 0.26 32.14
Citi Call 66 BAS 20.06.2024   Call BASF SE NA O.N. 2024-06-20 66.00 0.001 - 0.26 32.14
BNP Paribas Call 52 BAS 21.06.2024   Call BASF SE NA O.N. 2024-06-21 52.00 - - 0.12 32.07
BNP Paribas Call 52 BAS 21.06.2024   Call BASF SE NA O.N. 2024-06-21 52.00 0.650 0.710 0.12 32.07
Goldman Sachs Call 54 BAS 17.05.2024   Call BASF SE NA O.N. 2024-05-17 54.00 - - 0.25 32.05
UC DIS.CERT. 06/24 CALL BAS   Call BASF SE NA O.N. 2024-06-19 52.00 0.7000 0.7200 0.12 31.59
UniCredit Call 52 BAS 19.06.2024   Call BASF SE NA O.N. 2024-06-19 52.00 - - 0.12 31.59
UniCredit Call 52 BAS 19.06.2024   Call BASF SE NA O.N. 2024-06-19 52.00 - - 0.12 31.59
Morgan Stanley Call 50.5 BAS 21.06.2024   Call BASF SE NA O.N. 2024-06-21 50.50 - - 0.08 31.45
BNP Paribas Call 54 BAS 17.05.2024   Call BASF SE NA O.N. 2024-05-17 54.00 - - 0.25 31.02
BNP Paribas Call 54 BAS 17.05.2024   Call BASF SE NA O.N. 2024-05-17 54.00 0.001 0.031 0.25 31.02
UC WAR. CALL 06/24 BAS   Call BASF SE NA O.N. 2024-06-19 60.00 - - 0.22 30.46
UniCredit Call 60 BAS 19.06.2024   Call BASF SE NA O.N. 2024-06-19 60.00 - - 0.22 30.46
UniCredit Call 60 BAS 19.06.2024   Call BASF SE NA O.N. 2024-06-19 60.00 - - 0.22 30.46
Citi Call 50 BAS 20.06.2024   Call BASF SE NA O.N. 2024-06-20 50.00 - - 0.07 30.39
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