Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 68 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 68.00 0.004 - 0.16 47.35
UniCredit Call 68 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 68.00 0.004 - 0.16 47.35
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 58.00 0.1100 0.1200 0.09 24.46
UniCredit Call 58 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 58.00 0.110 0.120 0.09 24.46
UniCredit Call 58 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 58.00 0.110 0.120 0.09 24.46
UC WAR. PUT 06/24 BSN   Put DANONE S.A. EO -,25 2024-06-19 50.00 0.0240 0.0290 0.36 -14.74
UniCredit Put 50 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 50.00 0.025 0.030 0.36 -14.74
UniCredit Put 50 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 50.00 0.024 0.029 0.36 -14.74
HSBC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.0010 0.0110 0.16 37.24
HSBC Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.001 0.011 0.16 37.24
HSBC Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.001 0.011 0.16 37.24
HSBC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.0370 0.0470 0.10 35.64
HSBC Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.035 0.045 0.10 35.64
HSBC Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.037 0.047 0.10 35.64
HSBC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.3500 0.3700 0.17 11.12
HSBC Call 55 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.340 0.360 0.17 11.12
HSBC Call 55 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.350 0.370 0.17 11.12
HSBC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 50.00 0.8500 0.8700 0.28 5.85
HSBC Call 50 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 50.00 0.830 0.850 0.28 5.85
HSBC Call 50 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 50.00 0.850 0.870 0.28 5.85
HSBC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 45.00 1.3500 1.3700 0.42 3.89
HSBC Call 45 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 45.00 1.33 1.35 0.42 3.89
HSBC Call 45 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 45.00 1.350 1.370 0.42 3.89
UC WAR. PUT 06/24 BSN   Put DANONE S.A. EO -,25 2024-06-19 60.00 0.3500 0.3600 0.29 -10.59
UniCredit Put 60 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 60.00 0.360 0.370 0.29 -10.59
UniCredit Put 60 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 60.00 0.350 0.360 0.29 -10.59
UC WAR. PUT 06/24 BSN   Put DANONE S.A. EO -,25 2024-06-19 55.00 0.0780 0.0830 0.27 -16.29
UniCredit Put 55 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 55.00 0.082 0.087 0.27 -16.29
UniCredit Put 55 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 55.00 0.078 0.083 0.27 -16.29
HSBC WAR. PUT 06/24 BSN   Put DANONE S.A. EO -,25 2024-06-19 65.00 0.8100 0.8300 0.44 -5.31
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