Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 62 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 62.00 0.120 0.130 0.17 16.63
UniCredit Call 64 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 64.00 0.066 0.071 0.16 19.95
UniCredit Call 55 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 55.00 0.560 0.570 0.18 8.59
UniCredit Call 66 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 66.00 0.035 0.040 0.17 21.66
UniCredit Call 62 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 62.00 0.120 0.130 0.17 16.63
UniCredit Call 64 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 64.00 0.065 0.070 0.16 19.95
UniCredit Call 55 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 55.00 0.560 0.570 0.18 8.59
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 59.00 0.27 0.28 - -
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 68.00 0.0210 0.0260 0.18 21.72
UniCredit Call 59 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 59.00 0.27 0.28 - -
UniCredit Call 68 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 68.00 0.021 0.026 0.18 21.72
UniCredit Call 59 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 59.00 0.27 0.28 - -
UniCredit Call 68 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 68.00 0.021 0.026 0.18 21.72
UC WAR. PUT 09/24 BSN   Put DANONE S.A. EO -,25 2024-09-18 50.00 0.0290 0.0340 0.28 -13.80
UniCredit Put 50 BSN 18.09.2024   Put DANONE S.A. EO -,25 2024-09-18 50.00 0.029 0.034 0.28 -13.80
UniCredit Put 50 BSN 18.09.2024   Put DANONE S.A. EO -,25 2024-09-18 50.00 0.029 0.034 0.28 -13.80
UC WAR. PUT 09/24 BSN   Put DANONE S.A. EO -,25 2024-09-18 60.00 0.2100 0.2200 0.19 -12.54
UniCredit Put 60 BSN 18.09.2024   Put DANONE S.A. EO -,25 2024-09-18 60.00 0.210 0.220 0.19 -12.54
UniCredit Put 60 BSN 18.09.2024   Put DANONE S.A. EO -,25 2024-09-18 60.00 0.210 0.220 0.19 -12.54
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 60.00 0.2100 0.2200 0.17 14.13
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 60.00 0.210 0.220 0.17 14.13
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 60.00 0.210 0.220 0.17 14.13
Soc. Generale Put 50 BSN 20.09.2024   Put DANONE S.A. EO -,25 2024-09-20 50.00 0.019 0.029 0.26 -15.37
Soc. Generale Call 50 BSN 20.09.2024   Call DANONE S.A. EO -,25 2024-09-20 50.00 1.02 1.03 0.23 5.32
UBS Call 68 BSN 20.09.2024   Call DANONE S.A. EO -,25 2024-09-20 68.00 0.016 0.030 0.19 20.56
Morgan Stanley Call 59 BSN 20.09.2024   Call DANONE S.A. EO -,25 2024-09-20 59.00 0.280 0.290 0.19 11.38
Soc. Generale Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 2024-09-20 60.00 0.210 0.220 0.16 14.15
Soc. Generale Call 50 BSN 20.09.2024   Call DANONE S.A. EO -,25 2024-09-20 50.00 1.020 1.030 0.23 5.32
UBS Call 68 BSN 20.09.2024   Call DANONE S.A. EO -,25 2024-09-20 68.00 0.016 0.030 0.19 20.56
Morgan Stanley Call 63 BSN 20.09.2024   Call DANONE S.A. EO -,25 2024-09-20 63.00 0.097 0.104 0.17 17.33
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