Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 06/25 BSN   Call DANONE S.A. EO -,25 18/06/2025 72.00 0.1300 0.1600 0.16 11.98
UniCredit Call 72 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 72.00 - - 0.16 11.98
UniCredit Call 72 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 72.00 0.130 0.160 0.16 11.98
Morgan Stanley Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 70.00 - - 0.15 11.82
HSBC WAR. CALL 06/25 BSN   Call DANONE S.A. EO -,25 20/06/2025 70.00 0.1870 0.1970 0.16 11.78
HSBC Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 70.00 - - 0.16 11.78
HSBC Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 70.00 0.188 0.198 0.16 11.78
Morgan Stanley Call 90 BSN 20.12.2024   Call DANONE S.A. EO -,25 20/12/2024 90.00 - - 0.42 11.68
DZ Bank Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 70.00 - - 0.16 11.65
DZ Bank Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 70.00 0.180 0.200 0.16 11.65
DZ Bank Call 67.5 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 67.50 - - 0.18 11.61
DZ Bank Call 67.5 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 67.50 0.220 0.240 0.18 11.61
UBS Call 68 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 68.00 - - 0.18 11.61
UBS Call 68 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 68.00 - - 0.18 11.61
UBS Call 68 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 68.00 0.201 0.231 0.18 11.61
UC WAR. CALL 03/25 BSN   Call DANONE S.A. EO -,25 19/03/2025 68.00 0.2000 0.2300 0.18 11.56
UniCredit Call 68 BSN 19.03.2025   Call DANONE S.A. EO -,25 19/03/2025 68.00 - - 0.18 11.56
UniCredit Call 68 BSN 19.03.2025   Call DANONE S.A. EO -,25 19/03/2025 68.00 0.200 0.230 0.18 11.56
DZ Bank Call 80 BSN 19.12.2025   Call DANONE S.A. EO -,25 19/12/2025 80.00 - - 0.16 11.54
DZ Bank Call 80 BSN 19.12.2025   Call DANONE S.A. EO -,25 19/12/2025 80.00 0.080 0.100 0.16 11.54
JP Morgan Call 68 BSN 15.11.2024   Call DANONE S.A. EO -,25 15/11/2024 68.00 - - 0.35 11.32
UC WAR. CALL 06/25 BSN   Call DANONE S.A. EO -,25 18/06/2025 70.00 0.1800 0.2100 0.16 11.25
UniCredit Call 70 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 70.00 - - 0.16 11.25
UniCredit Call 70 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 70.00 0.180 0.210 0.16 11.25
UBS Call 63 BSN 20.12.2024   Call DANONE S.A. EO -,25 20/12/2024 63.00 - - 0.21 11.14
UBS Call 63 BSN 20.12.2024   Call DANONE S.A. EO -,25 20/12/2024 63.00 - - 0.21 11.14
UBS Call 63 BSN 20.12.2024   Call DANONE S.A. EO -,25 20/12/2024 63.00 0.340 0.370 0.21 11.14
UBS Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 70.00 - - 0.16 11.08
UBS Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 70.00 - - 0.16 11.08
UBS Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 70.00 0.187 0.217 0.16 11.08
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