Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
JP Morgan Put 58 BSN 17.05.2024   Put DANONE S.A. EO -,25 2024-05-17 58.00 0.150 0.160 0.47 -11.65
JP Morgan Put 60 BSN 17.05.2024   Put DANONE S.A. EO -,25 2024-05-17 60.00 0.320 0.330 0.55 -8.77
JP Morgan Put 62 BSN 17.05.2024   Put DANONE S.A. EO -,25 2024-05-17 62.00 - - 0.47 -8.82
JP Morgan Put 56 BSN 17.05.2024   Put DANONE S.A. EO -,25 2024-05-17 56.00 0.054 0.064 0.61 -9.83
JP Morgan Call 58 BSN 17.05.2024   Call DANONE S.A. EO -,25 2024-05-17 58.00 0.091 0.100 0.34 13.91
JP Morgan Call 62 BSN 17.05.2024   Call DANONE S.A. EO -,25 2024-05-17 62.00 0.002 0.012 0.46 13.82
JP Morgan Call 64 BSN 17.05.2024   Call DANONE S.A. EO -,25 2024-05-17 64.00 - - 0.56 12.40
JP Morgan Call 60 BSN 17.05.2024   Call DANONE S.A. EO -,25 2024-05-17 60.00 0.012 0.022 0.29 19.48
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.0370 0.0420 0.10 34.42
UniCredit Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.041 0.046 0.10 34.42
UniCredit Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.037 0.042 0.10 34.42
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.3500 0.3600 - -
UniCredit Call 55 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.360 - - -
UniCredit Call 55 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.350 0.360 - -
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 50.00 0.8400 - - -
UniCredit Call 50 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 50.00 0.860 - - -
UniCredit Call 50 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 50.00 0.840 - - -
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.0060 - 0.18 30.05
UniCredit Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.006 - 0.18 30.05
UniCredit Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.006 - 0.18 30.05
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 62.00 0.0140 0.0190 0.13 35.88
UniCredit Call 62 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 62.00 0.016 0.021 0.13 35.88
UniCredit Call 62 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 62.00 0.014 0.019 0.13 35.88
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 57.00 0.1700 0.1800 0.11 18.29
UniCredit Call 57 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 57.00 0.190 0.200 0.11 18.29
UniCredit Call 57 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 57.00 0.170 0.180 0.11 18.29
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 64.00 0.0060 0.0120 0.16 32.96
UniCredit Call 64 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 64.00 0.007 0.012 0.16 32.96
UniCredit Call 64 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 64.00 0.006 0.012 0.16 32.96
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 68.00 0.0040 - 0.16 47.35
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