Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 7.5 TRN 15.06.2022   Call TERNA 6/15/2022 7.50 0.140 0.160 0.49 5.01
UC-HVB WAR. CALL 22 UEI   Call TERNA 6/15/2022 7.50 0.1400 0.1600 0.49 5.01
UniCredit Call 7.5 TRN 15.06.2022   Call TERNA 6/15/2022 7.50 - - 0.49 5.01
UniCredit Call 6.75 TRN 16.03.2022   Call TERNA 3/16/2022 6.75 - - 0.51 4.91
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 6.75 0.2500 0.2800 0.51 4.91
UniCredit Call 6.75 TRN 16.03.2022   Call TERNA 3/16/2022 6.75 0.250 0.280 0.51 4.91
UniCredit Call 6.5 TRN 16.03.2022   Call TERNA 3/16/2022 6.50 0.350 0.370 0.53 4.49
UniCredit Call 6.5 TRN 16.03.2022   Call TERNA 3/16/2022 6.50 - - 0.53 4.49
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 6.50 0.3500 0.3700 0.53 4.49
UC-HVB WAR. CALL 21 UEI   Call TERNA 12/15/2021 6.00 0.5300 0.5800 0.57 4.39
UniCredit Call 6 TRN 15.12.2021   Call TERNA 12/15/2021 6.00 - - 0.57 4.39
UniCredit Call 6 TRN 15.12.2021   Call TERNA 12/15/2021 6.00 0.530 0.580 0.57 4.39
UniCredit Call 6.6 TRN 16.03.2022   Call TERNA 3/16/2022 6.60 0.310 0.330 0.55 4.38
UniCredit Call 6.6 TRN 16.03.2022   Call TERNA 3/16/2022 6.60 - - 0.55 4.38
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 6.60 0.3100 0.3300 0.55 4.38
UC-HVB WAR. CALL 21 UEI   Call TERNA 9/15/2021 5.50 1.0100 - 0.72 3.89
UniCredit Call 5.5 TRN 15.09.2021   Call TERNA 9/15/2021 5.50 - - 0.72 3.89
UniCredit Call 5.5 TRN 15.09.2021   Call TERNA 9/15/2021 5.50 1.010 - 0.72 3.89
UniCredit Call 5.75 TRN 15.12.2021   Call TERNA 12/15/2021 5.75 0.760 - 0.63 3.84
UniCredit Call 5.75 TRN 15.12.2021   Call TERNA 12/15/2021 5.75 - - 0.63 3.84
UC-HVB WAR. CALL 21 UEI   Call TERNA 12/15/2021 5.75 0.7600 - 0.63 3.84
UC-HVB WAR. CALL 22 UEI   Call TERNA 6/15/2022 6.50 0.4200 0.4400 0.58 3.76
UniCredit Call 6.5 TRN 15.06.2022   Call TERNA 6/15/2022 6.50 - - 0.58 3.76
UniCredit Call 6.5 TRN 15.06.2022   Call TERNA 6/15/2022 6.50 0.420 0.440 0.58 3.76
UniCredit Call 6 TRN 16.03.2022   Call TERNA 3/16/2022 6.00 - - 0.61 3.68
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 6.00 0.6100 0.6300 0.61 3.68
UniCredit Call 6 TRN 16.03.2022   Call TERNA 3/16/2022 6.00 0.610 0.630 0.61 3.68
UniCredit Call 5.5 TRN 15.12.2021   Call TERNA 12/15/2021 5.50 1.010 - 0.71 3.30
UC-HVB WAR. CALL 21 UEI   Call TERNA 12/15/2021 5.50 1.0100 - 0.71 3.30
UniCredit Call 5.5 TRN 15.12.2021   Call TERNA 12/15/2021 5.50 - - 0.71 3.30