Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 58.00 0.2400 0.2600 0.17 18.62
UniCredit Call 58 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 58.00 - - 0.17 18.62
UniCredit Call 58 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 58.00 0.240 0.260 0.17 18.62
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.5200 0.5400 0.21 10.83
UniCredit Call 55 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 55.00 - - 0.21 10.83
UniCredit Call 55 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 55.00 0.520 0.540 0.21 10.83
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 50.00 1.0100 - - -
UniCredit Call 50 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 50.00 - - - -
UniCredit Call 50 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 50.00 1.010 - - -
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.0010 0.0200 0.22 33.73
UniCredit Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 - - 0.22 33.73
UniCredit Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.001 0.020 0.22 33.73
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.1000 0.1200 0.17 26.29
UniCredit Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 - - 0.17 26.29
UniCredit Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.100 0.120 0.17 26.29
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 62.00 0.0260 0.0440 0.16 36.93
UniCredit Call 62 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 62.00 - - 0.16 36.93
UniCredit Call 62 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 62.00 0.026 0.044 0.16 36.93
UniCredit Call 68 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 68.00 - - 0.18 57.85
UniCredit Call 68 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 68.00 - - 0.18 57.85
UC WAR. PUT 06/24 BSN   Put DANONE S.A. EO -,25 2024-06-19 60.00 0.0900 0.1100 0.19 -23.68
UniCredit Put 60 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 60.00 - - 0.19 -23.68
UniCredit Put 60 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 60.00 0.090 0.110 0.19 -23.68
UC WAR. PUT 06/24 BSN   Put DANONE S.A. EO -,25 2024-06-19 55.00 0.0070 0.0250 0.27 -26.61
UniCredit Put 55 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 55.00 - - 0.27 -26.61
UniCredit Put 55 BSN 19.06.2024   Put DANONE S.A. EO -,25 2024-06-19 55.00 0.007 0.025 0.27 -26.61
HSBC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 45.00 1.4900 1.5300 0.45 3.93
HSBC Call 45 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 45.00 - - 0.45 3.93
HSBC Call 45 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 45.00 1.490 1.530 0.45 3.93
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 64.00 0.0030 0.0210 0.19 38.22
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