Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 4.80 0.2200 0.2300 0.29 7.59
UniCredit Call 5.5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.50 0.075 0.080 0.29 9.44
UniCredit Call 6 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 6.00 0.036 0.041 0.31 10.14
UniCredit Call 5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.00 0.170 0.180 0.29 8.19
UniCredit Call 4.8 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.80 0.230 0.240 0.29 7.59
UniCredit Call 5.5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.50 0.074 0.079 0.29 9.44
UniCredit Call 6 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 6.00 0.035 0.040 0.31 10.14
UniCredit Call 5 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.00 0.170 0.180 0.29 8.19
UniCredit Call 4.8 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 4.80 0.220 0.230 0.29 7.59
UC WAR. CALL 12/24 BSD2   Call BCO SANTANDER N.EO0,... 2024-12-18 5.80 0.0470 0.0520 0.30 9.94
UniCredit Call 5.8 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.80 0.048 0.053 0.30 9.94
UniCredit Call 5.8 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.80 0.047 0.052 0.30 9.94
UniCredit Call 5.2 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.20 0.120 0.130 0.29 8.55
UniCredit Call 5.2 BSD2 18.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-18 5.20 0.120 0.130 0.29 8.55
Morgan Stanley Call 5.5 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 5.50 0.114 0.117 0.32 8.35
Soc. Generale Put 4.4 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 4.40 0.380 0.390 0.37 -4.61
Soc. Generale Put 3.8 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 3.80 0.180 0.190 0.40 -5.24
Morgan Stanley Call 4 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 4.00 0.690 0.700 0.34 4.56
Morgan Stanley Call 6.5 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 6.50 0.065 0.068 0.40 8.04
Soc. Generale Put 4.4 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 4.40 0.390 0.400 0.37 -4.61
Soc. Generale Put 3.8 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 3.80 0.180 0.190 0.40 -5.24
Morgan Stanley Call 5 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 5.00 0.198 0.201 0.30 7.66
Soc. Generale Call 5.8 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 5.80 0.073 0.083 0.33 9.00
Soc. Generale Put 3 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 3.00 0.070 0.080 0.51 -5.12
Soc. Generale Put 3.4 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 3.40 0.110 0.120 0.45 -5.31
Soc. Generale Put 2.8 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 2.80 0.056 0.066 0.54 -4.97
Soc. Generale Call 5.8 BSD2 20.12.2024   Call BCO SANTANDER N.EO0,... 2024-12-20 5.80 0.072 0.082 0.33 9.00
Soc. Generale Put 3 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 3.00 0.071 0.081 0.51 -5.12
Soc. Generale Put 3.4 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 3.40 0.110 0.120 0.45 -5.31
Soc. Generale Put 2.8 BSD2 20.12.2024   Put BCO SANTANDER N.EO0,... 2024-12-20 2.80 0.056 0.066 0.54 -4.97
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