Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 58 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 58.00 0.230 0.240 0.23 13.67
BNP Paribas Call 58 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 58.00 0.240 0.250 0.23 13.67
BNP Paribas Call 65 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 65.00 - - 0.26 23.46
BNP Paribas Call 65 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 65.00 - - 0.26 23.46
DZ Bank Call 57.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 57.50 0.260 0.270 0.23 13.86
DZ Bank Call 57.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 57.50 0.270 0.280 0.23 13.86
DZ Bank Call 62.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 62.50 0.022 0.032 0.18 30.47
DZ Bank Call 62.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 62.50 0.024 0.034 0.18 30.47
DZ Bank Call 67.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 67.50 0.001 0.021 0.34 19.43
DZ Bank Call 67.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 67.50 0.001 0.021 0.34 19.43
DZ Bank Call 52.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 52.50 0.710 0.730 0.42 6.43
DZ Bank Call 52.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 52.50 0.730 0.750 0.42 6.43
DZ Bank Call 55 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 55.00 0.510 0.520 0.37 8.18
DZ Bank Call 55 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 55.00 0.520 0.530 0.37 8.18
DZ Bank Call 60 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 60.00 0.090 0.100 0.20 21.60
DZ Bank Call 60 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 60.00 0.100 0.110 0.20 21.60
DZ Bank Call 65 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 65.00 0.001 0.021 0.21 31.14
DZ Bank Call 65 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 65.00 0.001 0.021 0.21 31.14
DZ Bank Call 50 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 50.00 1.01 1.03 0.62 4.65
DZ Bank Call 50 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 50.00 1.030 1.050 0.62 4.65
DZ Bank Call 52 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 52.00 0.810 0.830 0.48 5.65
DZ Bank Call 52 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 52.00 0.830 0.850 0.48 5.65
DZ Bank Call 68 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 68.00 0.001 0.021 0.32 19.75
DZ Bank Call 68 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 68.00 0.001 0.021 0.32 19.75
JP Morgan Put 56 BSN 19.07.2024   Put DANONE S.A. EO -,25 2024-07-19 56.00 0.051 0.150 0.37 -9.17
JP Morgan Put 58 BSN 19.07.2024   Put DANONE S.A. EO -,25 2024-07-19 58.00 0.093 0.170 0.27 -11.68
JP Morgan Put 60 BSN 19.07.2024   Put DANONE S.A. EO -,25 2024-07-19 60.00 0.170 0.250 0.25 -11.22
JP Morgan Call 58 BSN 19.07.2024   Call DANONE S.A. EO -,25 2024-07-19 58.00 0.270 0.350 0.30 9.46
JP Morgan Call 60 BSN 19.07.2024   Call DANONE S.A. EO -,25 2024-07-19 60.00 0.150 0.230 0.25 12.16
UC WAR. PUT 09/24 BSN   Put DANONE S.A. EO -,25 2024-09-18 60.00 0.2300 0.2400 0.22 -9.52
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