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 65.00 0.0030 - 0.20 72.69
UniCredit Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.003 - 0.20 72.69
UniCredit Call 65 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 65.00 0.003 - 0.20 72.69
DZ Bank Call 67.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 67.50 - - 0.25 55.72
DZ Bank Call 67.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 67.50 - - 0.25 55.72
DZ Bank Call 68 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 68.00 - - 0.26 53.37
DZ Bank Call 68 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 68.00 - - 0.26 53.37
UniCredit Call 68 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 68.00 - - 0.28 53.31
UniCredit Call 68 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 68.00 - - 0.28 53.31
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 62.00 0.0100 0.0150 0.21 44.92
UniCredit Call 62 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 62.00 0.010 0.015 0.21 44.92
UniCredit Call 62 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 62.00 0.010 0.015 0.21 44.92
Morgan Stanley Call 62.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 62.50 - - 0.21 43.49
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 61.00 0.0230 0.0280 0.20 43.22
UniCredit Call 61 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 61.00 0.023 0.028 0.20 43.22
UniCredit Call 61 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 61.00 0.023 0.028 0.20 43.22
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 64.00 0.0040 - 0.27 41.45
UniCredit Call 64 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 64.00 - - 0.27 41.45
UniCredit Call 64 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 64.00 - - 0.27 41.45
DZ Bank Call 62.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 62.50 0.004 0.014 0.22 41.24
DZ Bank Call 62.5 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 62.50 0.004 0.014 0.22 41.24
HSBC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.0470 0.0570 0.18 40.64
HSBC Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.048 0.058 0.18 40.64
HSBC Call 60 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 60.00 0.047 0.057 0.18 40.64
Morgan Stanley Call 61 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 61.00 - - 0.20 39.38
Soc. Generale Call 63 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 63.00 0.004 0.020 0.24 38.99
UC WAR. CALL 06/24 BSN   Call DANONE S.A. EO -,25 2024-06-19 63.00 0.0050 0.0120 0.26 38.92
UniCredit Call 63 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 63.00 0.005 0.012 0.26 38.92
UniCredit Call 63 BSN 19.06.2024   Call DANONE S.A. EO -,25 2024-06-19 63.00 0.005 0.012 0.26 38.92
Morgan Stanley Call 60 BSN 21.06.2024   Call DANONE S.A. EO -,25 2024-06-21 60.00 - - 0.17 38.65
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