Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Put 200 RHHVF 18.12.2024   Put Roche Holding Ltd 2024-12-18 200.00 0.038 - 0.41 -12.63
UC WAR. CALL 12/24 RHO5   Call ROCHE GS 2024-12-18 250.00 2.5400 2.6300 0.23 8.47
UniCredit Call 250 ROG 18.12.2024   Call ROCHE GS 2024-12-18 250.00 - - 0.23 8.47
UniCredit Call 250 ROG 18.12.2024   Call ROCHE GS 2024-12-18 250.00 2.550 2.640 0.23 8.47
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 2024-12-18 220.00 5.420 - - -
UniCredit Call 220 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 220.00 - - - -
UniCredit Call 220 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 220.00 5.420 - - -
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 2024-12-18 260.00 1.7400 1.8300 - -
UniCredit Call 260 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 260.00 - - - -
UniCredit Call 260 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 260.00 1.740 1.830 - -
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 2024-12-18 300.00 0.1900 0.2800 0.14 26.67
UniCredit Call 300 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 300.00 - - 0.14 26.67
UniCredit Call 300 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 300.00 0.190 0.280 0.14 26.67
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 2024-12-18 320.00 0.0200 0.1900 0.19 23.20
UniCredit Call 320 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 320.00 - - 0.19 23.20
UniCredit Call 320 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 320.00 0.020 0.190 0.19 23.20
UC WAR. PUT 12/24 RHO5   Put Roche Holding Ltd 2024-12-18 250.00 0.3100 0.4000 0.32 -11.62
UniCredit Put 250 RHHVF 18.12.2024   Put Roche Holding Ltd 2024-12-18 250.00 - - 0.32 -11.62
UniCredit Put 250 RHHVF 18.12.2024   Put Roche Holding Ltd 2024-12-18 250.00 0.310 0.400 0.32 -11.62
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 2024-12-18 280.00 0.6400 0.7300 0.05 32.86
UniCredit Call 280 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 280.00 - - 0.05 32.86
UniCredit Call 280 RHHVF 18.12.2024   Call Roche Holding Ltd 2024-12-18 280.00 0.640 0.730 0.05 32.86
Citi Put 260 RHHVF 19.12.2024   Put Roche Holding Ltd 2024-12-19 260.00 - - 0.31 -10.55
Citi Put 260 RHHVF 19.12.2024   Put Roche Holding Ltd 2024-12-19 260.00 0.650 - 0.31 -10.55
Citi Put 200 RHHVF 19.12.2024   Put Roche Holding Ltd 2024-12-19 200.00 - - 0.40 -13.17
Citi Put 200 RHHVF 19.12.2024   Put Roche Holding Ltd 2024-12-19 200.00 0.050 - 0.40 -13.17
Morgan Stanley Put 225 RHHVF 20.12.2024   Put Roche Holding Ltd 2024-12-20 225.00 - - 0.46 -8.26
Goldman Sachs Call 300 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 300.00 - - 0.14 25.32
Goldman Sachs Call 500 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 500.00 - - 0.63 8.81
Goldman Sachs Call 400 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 400.00 - - 0.43 11.80
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