Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BVT Call 20 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 20.00 0.610 0.640 0.50 6.39
BVT Call 20 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 20.00 0.610 0.640 0.50 6.39
BVT Call 19.5 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 19.50 0.700 0.730 0.50 6.29
BVT Call 19.5 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 19.50 0.700 0.730 0.50 6.29
Soc. Generale Call 25 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 25.00 0.020 0.030 0.60 6.29
Soc. Generale Call 25 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 25.00 0.020 0.030 0.60 6.29
BVT Call 15.5 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 15.50 1.45 1.52 0.63 6.27
BVT Call 15.5 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 15.50 1.450 1.520 0.63 6.27
BVT Call 29 AOMD 20.12.2024   Call ALSTOM S.A. INH. ... 2024-12-20 29.00 0.006 0.020 0.51 6.27
BVT Call 29 AOMD 20.12.2024   Call ALSTOM S.A. INH. ... 2024-12-20 29.00 0.006 0.020 0.51 6.27
BVT Call 19 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 19.00 0.790 0.820 0.49 6.13
BVT Call 19 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 19.00 0.800 0.830 0.49 6.13
Citi Call 20 AOMD 19.12.2024   Call ALSTOM S.A. INH. ... 2024-12-19 20.00 - - 0.40 6.11
Citi Call 20 AOMD 19.12.2024   Call ALSTOM S.A. INH. ... 2024-12-19 20.00 - - 0.40 6.11
BVT Call 30 AOMD 20.12.2024   Call ALSTOM S.A. INH. ... 2024-12-20 30.00 0.005 0.020 0.53 6.10
BVT Call 30 AOMD 20.12.2024   Call ALSTOM S.A. INH. ... 2024-12-20 30.00 0.005 0.020 0.53 6.10
UniCredit Call 22 AOMD 18.12.2024   Call ALSTOM S.A. INH. ... 2024-12-18 22.00 0.560 0.650 0.44 6.05
UC WAR. CALL 12/24 AOMD   Call ALSTOM S.A. INH. ... 2024-12-18 22.00 0.5600 0.6500 0.44 6.05
UniCredit Call 22 AOMD 18.12.2024   Call ALSTOM S.A. INH. ... 2024-12-18 22.00 0.560 0.650 0.44 6.05
BVT Call 15 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 15.00 0.168 0.178 0.62 6.04
BVT Call 15 AOMD 21.06.2024   Call ALSTOM S.A. INH. ... 2024-06-21 15.00 0.167 0.177 0.62 6.04
UniCredit Call 18 AOMD 18.09.2024   Call ALSTOM S.A. INH. ... 2024-09-18 18.00 0.880 0.970 0.48 6.01
UniCredit Call 18 AOMD 18.09.2024   Call ALSTOM S.A. INH. ... 2024-09-18 18.00 0.880 0.970 0.48 6.01
UC WAR. CALL 09/24 AOMD   Call ALSTOM S.A. INH. ... 2024-09-18 18.00 0.8800 0.9700 0.48 6.01
BVT Call 18.5 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 18.50 0.900 0.940 0.49 5.96
BVT Call 18.5 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 18.50 0.084 0.094 0.49 5.96
BVT Call 18.5 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 18.50 0.910 0.950 0.49 5.96
BVT Call 18.5 AOMD 20.09.2024   Call ALSTOM S.A. INH. ... 2024-09-20 18.50 0.083 0.093 0.49 5.96
BVT Call 31 AOMD 20.12.2024   Call ALSTOM S.A. INH. ... 2024-12-20 31.00 0.004 0.020 0.55 5.95
BVT Call 31 AOMD 20.12.2024   Call ALSTOM S.A. INH. ... 2024-12-20 31.00 0.004 0.020 0.55 5.95
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