Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Put 200 ROG 20.09.2024   Put ROCHE GS 20/09/2024 200.00 - - 0.46 -8.03
Morgan Stanley Put 225 RHHVF 20.09.2024   Put Roche Holding Ltd 20/09/2024 225.00 - - 0.36 -10.00
Morgan Stanley Call 210 RHHVF 20.09.2024   Call Roche Holding Ltd 20/09/2024 210.00 - - - -
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 270.00 0.8200 0.9000 0.13 14.93
UniCredit Call 270 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 270.00 - - 0.13 14.93
UniCredit Call 270 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 270.00 0.820 0.900 0.13 14.93
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 290.00 0.3900 0.4700 0.16 15.20
UniCredit Call 290 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 290.00 - - 0.16 15.20
UniCredit Call 290 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 290.00 0.410 0.460 0.16 15.20
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 240.00 2.3200 2.4000 - -
UniCredit Call 240 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 240.00 - - - -
UniCredit Call 240 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 240.00 2.320 2.400 - -
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 260.00 1.1900 1.2700 0.10 14.79
UniCredit Call 260 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 260.00 - - 0.10 14.79
UniCredit Call 260 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 260.00 1.190 1.270 0.10 14.79
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 300.00 0.2700 0.3500 0.18 15.17
UniCredit Call 300 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 300.00 - - 0.18 15.17
UniCredit Call 300 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 300.00 0.290 0.340 0.18 15.17
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 320.00 0.1000 0.2600 0.22 13.69
UniCredit Call 320 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 320.00 - - 0.22 13.69
UniCredit Call 320 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 320.00 0.130 0.230 0.22 13.69
UC WAR. PUT 12/24 RHO5   Put Roche Holding Ltd 18/12/2024 250.00 1.1100 1.1900 0.29 -6.87
UniCredit Put 250 RHHVF 18.12.2024   Put Roche Holding Ltd 18/12/2024 250.00 - - 0.29 -6.87
UniCredit Put 250 RHHVF 18.12.2024   Put Roche Holding Ltd 18/12/2024 250.00 1.110 1.190 0.29 -6.87
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 280.00 0.5600 0.6400 0.15 15.14
UniCredit Call 280 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 280.00 - - 0.15 15.14
UniCredit Call 280 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 280.00 0.560 0.640 0.15 15.14
UC WAR. PUT 12/24 RHO5   Put Roche Holding Ltd 18/12/2024 200.00 0.1500 0.2300 0.33 -8.82
UniCredit Put 200 RHHVF 18.12.2024   Put Roche Holding Ltd 18/12/2024 200.00 - - 0.33 -8.82
UniCredit Put 200 RHHVF 18.12.2024   Put Roche Holding Ltd 18/12/2024 200.00 0.160 0.210 0.33 -8.82
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