Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
DZ Bank Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 70.00 0.052 0.072 0.18 12.12
DZ Bank Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 70.00 - - 0.18 12.12
UniCredit Call 72 BSN 19.03.2025   Call DANONE S.A. EO -,25 19/03/2025 72.00 - - 0.19 12.06
UC WAR. CALL 03/25 BSN   Call DANONE S.A. EO -,25 19/03/2025 72.00 0.0370 0.0540 0.19 12.06
UniCredit Call 72 BSN 19.03.2025   Call DANONE S.A. EO -,25 19/03/2025 72.00 0.037 0.054 0.19 12.06
BNP Paribas Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 20/12/2024 65.00 0.077 0.120 0.20 12.05
BNP Paribas Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 20/12/2024 65.00 - - 0.20 12.05
Morgan Stanley Call 59 BSN 20.09.2024   Call DANONE S.A. EO -,25 20/09/2024 59.00 - - 0.21 12.01
UC WAR. CALL 06/25 BSN   Call DANONE S.A. EO -,25 18/06/2025 75.00 - - 0.18 12.00
UniCredit Call 75 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 75.00 - - 0.18 12.00
UniCredit Call 75 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 75.00 0.034 0.051 0.18 12.00
Morgan Stanley Call 80 BSN 20.09.2024   Call DANONE S.A. EO -,25 20/09/2024 80.00 - - 0.40 11.97
UniCredit Call 80 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 80.00 - - 0.19 11.88
UC WAR. CALL 06/25 BSN   Call DANONE S.A. EO -,25 18/06/2025 80.00 0.0150 0.0320 0.19 11.88
UniCredit Call 80 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 80.00 0.015 0.032 0.19 11.88
Morgan Stanley Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 70.00 - - 0.19 11.83
JP Morgan Call 60 BSN 16.08.2024   Call DANONE S.A. EO -,25 16/08/2024 60.00 - - 0.29 11.79
DZ Bank Call 75 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 75.00 - - 0.18 11.67
DZ Bank Call 75 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 75.00 0.035 0.055 0.18 11.67
UniCredit Call 59 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 59.00 0.150 0.170 0.22 11.55
UniCredit Call 59 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 59.00 - - 0.22 11.55
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 18/09/2024 59.00 0.1600 0.1800 0.22 11.55
UC WAR. CALL 06/25 BSN   Call DANONE S.A. EO -,25 18/06/2025 72.00 0.0560 0.0730 0.17 11.52
UniCredit Call 72 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 72.00 - - 0.17 11.52
UniCredit Call 72 BSN 18.06.2025   Call DANONE S.A. EO -,25 18/06/2025 72.00 0.056 0.073 0.17 11.52
DZ Bank Call 55 BSN 21.06.2024   Call DANONE S.A. EO -,25 21/06/2024 55.00 0.270 0.310 1.38 11.49
DZ Bank Call 55 BSN 21.06.2024   Call DANONE S.A. EO -,25 21/06/2024 55.00 - - 1.38 11.49
DZ Bank Call 62.5 BSN 20.12.2024   Call DANONE S.A. EO -,25 20/12/2024 62.50 - - 0.19 11.35
DZ Bank Call 62.5 BSN 20.12.2024   Call DANONE S.A. EO -,25 20/12/2024 62.50 0.130 0.150 0.19 11.35
BNP Paribas Call 58 BSN 20.09.2024   Call DANONE S.A. EO -,25 20/09/2024 58.00 0.210 0.250 0.21 11.32
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