Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 50 BSN 18.06.2025   Call DANONE S.A. EO -,25 2025-06-18 50.00 1.15 1.16 0.19 4.37
UniCredit Call 50 BSN 18.06.2025   Call DANONE S.A. EO -,25 2025-06-18 50.00 1.150 1.160 0.19 4.37
Soc. Generale Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 70.00 0.081 0.091 0.17 12.80
Soc. Generale Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 70.00 0.080 0.090 0.17 12.80
Soc. Generale Call 80 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 80.00 0.014 0.024 0.19 15.19
Soc. Generale Call 80 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 80.00 0.014 0.024 0.19 15.19
Soc. Generale Call 60 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 60.00 0.420 0.430 0.18 7.85
Soc. Generale Call 60 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 60.00 0.410 0.420 0.18 7.85
JP Morgan Put 58 BSN 21.03.2025   Put DANONE S.A. EO -,25 2025-03-21 58.00 0.260 0.270 0.29 -5.02
JP Morgan Put 60 BSN 21.03.2025   Put DANONE S.A. EO -,25 2025-03-21 60.00 0.340 0.350 0.28 -4.84
Soc. Generale Call 63 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 63.00 0.270 0.280 0.18 9.28
JP Morgan Call 62 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 62.00 0.330 0.340 0.28 5.70
JP Morgan Put 54 BSN 21.03.2025   Put DANONE S.A. EO -,25 2025-03-21 54.00 0.150 0.160 0.38 -4.02
JP Morgan Put 56 BSN 21.03.2025   Put DANONE S.A. EO -,25 2025-03-21 56.00 0.190 0.200 0.36 -4.05
JP Morgan Put 52 BSN 21.03.2025   Put DANONE S.A. EO -,25 2025-03-21 52.00 0.110 0.130 0.40 -3.86
JP Morgan Call 58 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 58.00 0.550 0.560 0.30 4.82
JP Morgan Call 60 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 60.00 0.430 0.440 0.29 5.24
JP Morgan Call 68 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 68.00 0.130 0.150 0.33 5.65
JP Morgan Call 64 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 64.00 0.250 0.260 0.32 5.23
JP Morgan Call 66 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 66.00 0.180 0.200 0.32 5.45
DZ Bank Call 55 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 55.00 0.730 0.740 0.21 5.65
DZ Bank Call 55 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 55.00 0.730 0.740 0.21 5.65
DZ Bank Call 60 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 60.00 0.410 0.420 0.19 7.66
DZ Bank Call 60 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 60.00 0.410 0.420 0.19 7.66
DZ Bank Call 62.5 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 62.50 0.290 0.300 0.18 8.85
DZ Bank Call 62.5 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 62.50 0.290 0.300 0.18 8.85
DZ Bank Call 65 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 65.00 0.200 0.210 0.18 10.05
DZ Bank Call 65 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 65.00 0.190 0.200 0.18 10.05
DZ Bank Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 70.00 0.086 0.096 0.18 12.07
DZ Bank Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 2025-03-21 70.00 0.086 0.096 0.18 12.07
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