Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 4.2 BSD2 19.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-19 4.20 0.440 0.450 0.37 7.78
Morgan Stanley Put 4 BSD2 21.03.2025   Put BCO SANTANDER N.EO0,... 2025-03-21 4.00 0.290 0.300 0.37 -3.88
Soc. Generale Call 3.6 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 3.60 1.080 1.090 0.44 3.54
Morgan Stanley Call 7 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 7.00 0.076 0.079 0.40 7.21
Soc. Generale Put 3.25 BSD2 21.06.2024   Put BCO SANTANDER N.EO0,... 2024-06-21 3.25 0.009 0.020 0.61 -10.27
Morgan Stanley Call 5.5 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 5.50 0.229 0.232 0.30 6.33
Soc. Generale Put 3.2 BSD2 21.06.2024   Put BCO SANTANDER N.EO0,... 2024-06-21 3.20 0.008 0.020 0.62 -10.09
Morgan Stanley Call 4.5 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 4.50 0.580 0.590 0.30 4.70
DZ Bank Put 4 BSD2 20.09.2024   Put BCO SANTANDER N.EO0,... 2024-09-20 4.00 0.110 0.120 0.36 -6.94
Morgan Stanley Call 6.5 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 6.50 0.087 0.090 0.36 7.57
Soc. Generale Put 3.2 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 3.20 0.085 0.095 0.45 -4.98
Morgan Stanley Call 4.5 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 4.50 0.500 0.510 0.30 5.42
DZ Bank Call 5 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 5.00 0.150 0.160 0.29 9.29
Morgan Stanley Call 4.25 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 4.25 0.570 0.580 0.35 5.42
Soc. Generale Call 5 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 5.00 0.048 0.058 0.33 15.77
Morgan Stanley Call 5.5 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 5.50 0.161 0.164 0.30 7.59
UniCredit Call 5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.00 0.240 0.250 0.27 7.33
Morgan Stanley Put 4 BSD2 20.09.2024   Put BCO SANTANDER N.EO0,... 2024-09-20 4.00 0.146 0.149 0.37 -6.68
Soc. Generale Call 4.2 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.20 0.450 0.460 0.38 7.52
Morgan Stanley Call 6 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 6.00 0.067 0.070 0.37 9.41
Soc. Generale Put 2.75 BSD2 21.06.2024   Put BCO SANTANDER N.EO0,... 2024-06-21 2.75 0.004 0.020 0.84 -7.59
Soc. Generale Call 4.4 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.40 0.300 0.310 0.34 9.57
Soc. Generale Call 5.2 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 5.20 0.028 0.038 0.35 16.04
Soc. Generale Call 5 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 5.00 0.290 0.300 0.25 6.59
Soc. Generale Call 4.2 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.20 0.460 0.470 0.38 7.52
Soc. Generale Call 4.4 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 4.40 0.540 0.550 0.30 5.22
Soc. Generale Call 5.4 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 5.40 0.160 0.170 0.29 7.79
Soc. Generale Call 5.4 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 5.40 0.017 0.027 0.38 15.80
UniCredit Call 5.2 BSD2 19.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-19 5.20 0.020 0.025 0.33 18.07
Soc. Generale Put 4.6 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 4.60 0.450 0.460 0.35 -4.17
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