Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 5.2 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 5.20 0.033 0.043 0.30 19.47
DZ Bank Put 4.5 BSD2 20.09.2024   Put BCO SANTANDER N.EO0,... 2024-09-20 4.50 0.170 0.180 0.30 -7.92
DZ Bank Put 4.5 BSD2 20.09.2024   Put BCO SANTANDER N.EO0,... 2024-09-20 4.50 0.170 0.180 0.30 -7.92
Soc. Generale Call 3 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 3.00 1.79 1.80 0.30 2.56
Soc. Generale Call 3 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 3.00 1.790 1.800 0.30 2.56
Soc. Generale Call 4.4 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.40 0.390 0.400 0.29 9.26
Soc. Generale Call 4.4 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.40 0.380 0.390 0.29 9.26
Morgan Stanley Call 5.5 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 5.50 0.102 0.105 0.29 10.52
Soc. Generale Call 4.55 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 4.55 0.440 0.450 0.29 6.71
Morgan Stanley Call 4.5 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 4.50 0.480 0.490 0.29 6.52
Morgan Stanley Call 4 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 4.00 1.00 1.01 0.29 3.77
Morgan Stanley Call 6 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 6.00 0.173 0.176 0.29 6.97
Soc. Generale Call 3.5 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 3.50 1.38 1.39 0.29 3.08
Soc. Generale Call 3.5 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 3.50 1.380 1.390 0.29 3.08
Soc. Generale Call 5.75 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 5.75 0.058 0.067 0.29 11.74
Morgan Stanley Call 5.75 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 5.75 0.139 0.142 0.29 8.23
Soc. Generale Call 4.5 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.50 0.310 0.320 0.28 10.56
Soc. Generale Call 4.5 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.50 0.310 0.320 0.28 10.56
Soc. Generale Call 4.5 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.50 0.300 0.310 0.28 10.56
Soc. Generale Call 4.8 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 4.80 0.300 0.310 0.28 7.84
Soc. Generale Call 4.8 BSD2 20.09.2024   Call BCO SANTANDER N.EO0,... 2024-09-20 4.80 0.290 0.300 0.28 7.84
Morgan Stanley Call 4.25 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 4.25 0.820 0.830 0.28 4.22
UC WAR. CALL 06/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-06-19 5.20 0.0200 0.0250 0.28 21.73
UniCredit Call 5.2 BSD2 19.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-19 5.20 0.021 0.026 0.28 21.73
UniCredit Call 5.2 BSD2 19.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-19 5.20 0.020 0.025 0.28 21.73
Soc. Generale Call 5.1 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 5.10 0.046 0.055 0.28 19.34
Soc. Generale Call 4 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 4.00 0.99 1.00 0.28 3.83
Soc. Generale Call 4 BSD2 21.03.2025   Call BCO SANTANDER N.EO0,... 2025-03-21 4.00 0.990 1.000 0.28 3.83
Soc. Generale Call 4.6 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.60 0.230 0.240 0.28 11.90
Soc. Generale Call 4.6 BSD2 21.06.2024   Call BCO SANTANDER N.EO0,... 2024-06-21 4.60 0.230 0.240 0.28 11.90
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