Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
DZ Bank Put 4.5 BSD2 20.09.2024   Put BCO SANTANDER N.EO0,... 2024-09-20 4.50 - - 0.34 -5.21
DZ Bank Put 4.5 BSD2 20.09.2024   Put BCO SANTANDER N.EO0,... 2024-09-20 4.50 0.320 0.360 0.34 -5.21
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 4.20 0.5500 0.5700 0.24 5.84
UniCredit Call 4.2 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.20 - - 0.24 5.84
UniCredit Call 4.2 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.20 0.550 0.570 0.24 5.84
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 5.80 0.0580 0.0800 0.27 9.63
UniCredit Call 5.8 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.80 - - 0.27 9.63
UniCredit Call 5.8 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.80 0.062 0.075 0.27 9.63
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 4.00 0.6700 0.6900 0.24 5.22
UniCredit Call 4 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.00 - - 0.24 5.22
UniCredit Call 4 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.00 0.670 0.690 0.24 5.22
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 4.50 0.3800 0.4000 0.25 6.62
UniCredit Call 4.5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.50 - - 0.25 6.62
UniCredit Call 4.5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.50 0.380 0.400 0.25 6.62
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 5.00 0.2000 0.2200 0.26 7.89
UniCredit Call 5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.00 - - 0.26 7.89
UniCredit Call 5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.00 0.200 0.210 0.26 7.89
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 3.50 1.0500 1.0700 0.19 4.15
UniCredit Call 3.5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 3.50 - - 0.19 4.15
UniCredit Call 3.5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 3.50 1.050 1.070 0.19 4.15
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 4.80 0.2600 0.2800 0.25 7.56
UniCredit Call 4.8 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.80 - - 0.25 7.56
UniCredit Call 4.8 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.80 0.260 0.280 0.25 7.56
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 5.50 0.1000 0.1200 0.27 8.82
UniCredit Call 5.5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.50 - - 0.27 8.82
UniCredit Call 5.5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.50 0.100 0.110 0.27 8.82
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 6.00 0.0430 0.0650 0.28 9.78
UniCredit Call 6 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 6.00 - - 0.28 9.78
UniCredit Call 6 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 6.00 0.043 0.065 0.28 9.78
Morgan Stanley Call 5.25 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 5.25 - - 0.28 7.73
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