Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 6 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 6.00 0.230 0.250 0.26 10.62
UniCredit Call 7 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 7.00 0.043 0.066 0.60 6.70
UniCredit Call 3.5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 3.50 2.630 - - -
UC WAR. CALL 06/24 BPM   Call BANCO BPM 2024-06-19 6.00 0.2300 0.2500 0.26 10.62
UC WAR. CALL 06/24 BPM   Call BANCO BPM 2024-06-19 5.00 1.1300 - - -
UC WAR. CALL 06/24 BPM   Call BANCO BPM 2024-06-19 4.00 1.7100 - - -
UC WAR. CALL 06/24 BPM   Call BANCO BPM 2024-06-19 4.50 1.2200 - - -
UC WAR. CALL 06/24 BPM   Call BANCO BPM 2024-06-19 5.50 0.6300 - - -
UC WAR. CALL 06/24 BPM   Call BANCO BPM 2024-06-19 3.50 2.6300 - - -
UniCredit Call 5.5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 5.50 0.630 - - -
UniCredit Call 6.5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 6.50 0.100 0.120 0.35 10.30
UniCredit Call 5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 5.00 1.130 - - -
UniCredit Call 4 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 4.00 - - - -
UniCredit Call 4.5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 4.50 - - - -
UC WAR. CALL 06/24 BPM   Call BANCO BPM 2024-06-19 6.50 0.1000 0.1200 0.35 10.30
UC WAR. CALL 06/24 BPM   Call BANCO BPM 2024-06-19 7.00 0.0430 0.0660 0.60 6.70
UniCredit Call 5.5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 5.50 0.620 - - -
UniCredit Call 3.5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 3.50 2.61 - - -
UniCredit Call 4.5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 4.50 - - - -
UniCredit Call 4 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 4.00 - - - -
UniCredit Call 6 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 6.00 0.220 0.240 0.26 10.62
UniCredit Call 7 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 7.00 0.030 0.076 0.60 6.70
UniCredit Call 6.5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 6.50 0.100 0.120 0.35 10.30
UniCredit Call 5 BAMI 19.06.2024   Call BANCO BPM 2024-06-19 5.00 1.12 - - -
Soc. Generale Call 7 BAMI 20.06.2024   Call BANCO BPM 2024-06-20 7.00 0.036 0.046 0.32 14.12
Soc. Generale Call 6.5 BAMI 20.06.2024   Call BANCO BPM 2024-06-20 6.50 0.060 0.070 0.24 15.42
Soc. Generale Call 6 BAMI 20.06.2024   Call BANCO BPM 2024-06-20 6.00 0.120 0.130 0.14 17.10
Soc. Generale Put 5.5 BAMI 20.06.2024   Put BANCO BPM 2024-06-20 5.50 0.160 0.170 0.64 -5.11
Soc. Generale Call 5.5 BAMI 20.06.2024   Call BANCO BPM 2024-06-20 5.50 0.230 0.250 - -
Soc. Generale Call 6 BAMI 19.09.2024   Call BANCO BPM 2024-09-19 6.00 0.210 0.220 0.17 9.74