Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
DZ Bank Call 52 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 52.00 0.700 0.720 0.33 6.86
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 17.50
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 17.50
JP Morgan Call 60 BSN 19.07.2024   Call DANONE S.A. EO -,25 2024-07-19 60.00 0.069 0.160 0.20 14.92
JP Morgan Put 56 BSN 19.07.2024   Put DANONE S.A. EO -,25 2024-07-19 56.00 0.150 0.240 0.34 -8.50
JP Morgan Put 58 BSN 19.07.2024   Put DANONE S.A. EO -,25 2024-07-19 58.00 0.240 0.320 0.35 -7.44
JP Morgan Put 60 BSN 19.07.2024   Put DANONE S.A. EO -,25 2024-07-19 60.00 0.380 0.470 0.38 -6.19
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 55.00 0.4000 0.4100 - -
UniCredit Call 55 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 55.00 0.380 0.390 - -
UniCredit Call 55 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 55.00 - - - -
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 60.00 0.1500 0.1600 0.13 17.41
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 60.00 0.130 0.140 0.13 17.41
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 60.00 - - 0.13 17.41
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 65.00 0.0390 0.0440 0.15 20.95
UniCredit Call 65 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 65.00 0.033 0.045 0.15 20.95
UniCredit Call 65 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 65.00 - - 0.15 20.95
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 70.00 0.0130 0.0180 0.18 20.81
UniCredit Call 70 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 70.00 0.009 0.021 0.18 20.81
UniCredit Call 70 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 70.00 - - 0.18 20.81
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 62.00 0.0860 0.0910 0.14 19.11
UniCredit Call 62 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 62.00 0.077 0.089 0.14 19.11
UniCredit Call 62 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 62.00 - - 0.14 19.11
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 68.00 0.0190 0.0240 0.17 21.32
UniCredit Call 68 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 68.00 0.014 0.026 0.17 21.32
UniCredit Call 68 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 68.00 - - 0.17 21.32
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 2024-09-18 58.00 0.2300 0.2400 0.12 15.83
UniCredit Call 58 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 58.00 0.210 0.220 0.12 15.83
UniCredit Call 58 BSN 18.09.2024   Call DANONE S.A. EO -,25 2024-09-18 58.00 - - 0.12 15.83
UC WAR. PUT 09/24 BSN   Put DANONE S.A. EO -,25 2024-09-18 50.00 0.0570 0.0620 0.26 -11.18
UniCredit Put 50 BSN 18.09.2024   Put DANONE S.A. EO -,25 2024-09-18 50.00 0.059 0.071 0.26 -11.18
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