Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 250 RHHVF 18.09.2024   Call Roche Holding Ltd 9/18/2024 250.00 0.410 0.420 0.23 12.37
UC WAR. CALL 09/24 RHO5   Call Roche Holding Ltd 9/18/2024 280.00 0.1000 0.1300 0.37 9.04
UniCredit Call 280 RHHVF 18.09.2024   Call Roche Holding Ltd 9/18/2024 280.00 0.100 0.130 0.37 9.04
UniCredit Call 280 RHHVF 18.09.2024   Call Roche Holding Ltd 9/18/2024 280.00 0.100 0.130 0.37 9.04
UniCredit Call 300 RHHVF 18.09.2024   Call Roche Holding Ltd 9/18/2024 300.00 - - 0.15 42.32
UniCredit Call 300 RHHVF 18.09.2024   Call Roche Holding Ltd 9/18/2024 300.00 - - 0.15 42.32
UC WAR. PUT 09/24 RHO5   Put Roche Holding Ltd 9/18/2024 200.00 0.1700 0.2000 0.33 -9.09
UniCredit Put 200 RHHVF 18.09.2024   Put Roche Holding Ltd 9/18/2024 200.00 0.160 0.190 0.33 -9.09
UniCredit Put 200 RHHVF 18.09.2024   Put Roche Holding Ltd 9/18/2024 200.00 0.170 0.200 0.33 -9.09
UC WAR. PUT 09/24 RHO5   Put Roche Holding Ltd 9/18/2024 250.00 2.1100 2.1200 0.29 -5.90
UniCredit Put 250 RHHVF 18.09.2024   Put Roche Holding Ltd 9/18/2024 250.00 2.06 2.07 0.29 -5.90
UniCredit Put 250 RHHVF 18.09.2024   Put Roche Holding Ltd 9/18/2024 250.00 2.110 2.120 0.29 -5.90
UC WAR. CALL 09/24 RHO5   Call Roche Holding Ltd 9/18/2024 255.00 0.3200 0.3300 0.24 12.54
UniCredit Call 255 RHHVF 18.09.2024   Call Roche Holding Ltd 9/18/2024 255.00 0.330 0.340 0.24 12.54
UniCredit Call 255 RHHVF 18.09.2024   Call Roche Holding Ltd 9/18/2024 255.00 0.320 0.330 0.24 12.54
Morgan Stanley Call 260 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 260.00 0.024 0.040 0.23 13.76
Morgan Stanley Call 270 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 270.00 0.014 0.040 0.28 12.08
Morgan Stanley Call 280 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 280.00 0.009 0.040 0.32 10.90
Morgan Stanley Call 290 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 290.00 0.006 0.040 0.35 10.03
Morgan Stanley Call 300 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 300.00 0.005 0.040 0.39 9.35
Morgan Stanley Call 310 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 310.00 0.004 0.040 0.42 8.81
Morgan Stanley Call 320 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 320.00 0.003 0.040 0.45 8.36
Morgan Stanley Call 360 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 360.00 0.002 0.040 0.56 7.12
Morgan Stanley Call 330 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 330.00 0.003 0.040 0.48 7.98
Morgan Stanley Call 250 ROG 20.09.2024   Call ROCHE GS 9/20/2024 250.00 0.040 0.043 0.19 15.51
Morgan Stanley Call 240 RHHVF 20.09.2024   Call Roche Holding Ltd 9/20/2024 240.00 0.070 0.073 0.18 14.25
Soc. Generale Call 260 ROG 20.09.2024   Call ROCHE GS 9/20/2024 260.00 0.260 0.280 0.20 16.80
Soc. Generale Call 260 ROG 20.09.2024   Call ROCHE GS 9/20/2024 260.00 0.240 0.260 0.20 16.80
Soc. Generale Call 280 ROG 20.09.2024   Call ROCHE GS 9/20/2024 280.00 0.110 0.120 0.23 17.80
Soc. Generale Call 280 ROG 20.09.2024   Call ROCHE GS 9/20/2024 280.00 0.110 0.120 0.23 17.80
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