Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 75 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 75.00 - - 0.23 13.75
UC WAR. CALL 12/24 BSN   Call DANONE S.A. EO -,25 12/18/2024 75.00 0.0050 - 0.23 13.75
UBS Call 68 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 68.00 - - 0.20 13.71
UBS Call 68 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 68.00 - - 0.20 13.71
UBS Call 68 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 68.00 - - 0.20 13.71
UniCredit Call 68 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 68.00 0.036 0.053 0.20 13.63
UniCredit Call 68 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 68.00 - - 0.20 13.63
UC WAR. CALL 12/24 BSN   Call DANONE S.A. EO -,25 12/18/2024 68.00 0.0360 0.0530 0.20 13.63
BNP Paribas Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 9/20/2024 60.00 - - 0.20 13.57
BNP Paribas Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 9/20/2024 60.00 0.120 0.160 0.20 13.57
Morgan Stanley Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 9/20/2024 60.00 - - 0.20 13.51
Morgan Stanley Call 75 BSN 21.06.2024   Call DANONE S.A. EO -,25 6/21/2024 75.00 - - 3.25 13.50
Morgan Stanley Call 76 BSN 20.09.2024   Call DANONE S.A. EO -,25 9/20/2024 76.00 - - 0.34 13.37
UBS Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 9/20/2024 60.00 - - 0.20 13.29
UBS Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 9/20/2024 60.00 - - 0.20 13.29
UBS Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 9/20/2024 60.00 - - 0.20 13.29
DZ Bank Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 0.075 0.095 0.18 13.14
DZ Bank Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 - - 0.18 13.14
Morgan Stanley Call 76 BSN 21.06.2024   Call DANONE S.A. EO -,25 6/21/2024 76.00 - - 3.38 13.09
Morgan Stanley Call 77.5 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 77.50 - - 0.25 13.04
Morgan Stanley Call 56 BSN 21.06.2024   Call DANONE S.A. EO -,25 6/21/2024 56.00 - - 1.37 13.01
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 9/18/2024 60.00 - - 0.21 13.00
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 60.00 - - 0.21 13.00
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 60.00 0.120 0.140 0.21 13.00
BNP Paribas Call 68 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 68.00 0.038 0.077 0.20 13.00
BNP Paribas Call 68 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 68.00 - - 0.20 13.00
Soc. Generale Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 70.00 - - 0.17 12.97
Soc. Generale Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 70.00 0.054 0.064 0.17 12.97
HSBC Call 65 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 65.00 0.094 0.104 0.19 12.89
HSBC WAR. CALL 12/24 BSN   Call DANONE S.A. EO -,25 12/18/2024 65.00 0.0940 0.1040 0.19 12.89
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