Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 62 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 62.00 0.110 0.120 0.18 16.02
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 18/09/2024 68.00 0.0190 0.0240 0.19 21.25
UniCredit Call 68 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 68.00 0.019 0.024 0.19 21.25
UniCredit Call 68 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 68.00 0.019 0.024 0.19 21.25
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 18/09/2024 58.00 0.3100 0.3200 0.19 11.31
UniCredit Call 58 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 58.00 0.320 0.330 0.19 11.31
UniCredit Call 58 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 58.00 0.310 0.320 0.19 11.31
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 18/09/2024 55.00 0.5400 0.5500 0.22 8.27
UniCredit Call 55 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 55.00 0.540 0.550 0.22 8.27
UniCredit Call 55 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 55.00 0.540 0.550 0.22 8.27
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 18/09/2024 60.00 0.2000 0.2100 0.18 13.87
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 60.00 0.200 0.210 0.18 13.87
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 60.00 0.200 0.210 0.18 13.87
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 18/09/2024 65.00 0.0430 0.0480 0.18 20.28
UniCredit Call 65 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 65.00 0.044 0.049 0.18 20.28
UniCredit Call 65 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 65.00 0.043 0.048 0.18 20.28
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 18/09/2024 70.00 0.0140 0.0190 0.21 20.66
UniCredit Call 70 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 70.00 0.014 0.019 0.21 20.66
UniCredit Call 70 BSN 18.09.2024   Call DANONE S.A. EO -,25 18/09/2024 70.00 0.014 0.019 0.21 20.66
UC WAR. PUT 09/24 BSN   Put DANONE S.A. EO -,25 18/09/2024 50.00 0.0260 0.0310 0.28 -13.72
UniCredit Put 50 BSN 18.09.2024   Put DANONE S.A. EO -,25 18/09/2024 50.00 0.025 0.030 0.28 -13.72
UniCredit Put 50 BSN 18.09.2024   Put DANONE S.A. EO -,25 18/09/2024 50.00 0.026 0.031 0.28 -13.72
Morgan Stanley Put 50 BSN 20.09.2024   Put DANONE S.A. EO -,25 20/09/2024 50.00 0.250 0.270 0.25 -15.97
Morgan Stanley Put 40 BSN 20.09.2024   Put DANONE S.A. EO -,25 20/09/2024 40.00 0.142 0.160 0.43 -10.52
UBS Call 58 BSN 20.09.2024   Call DANONE S.A. EO -,25 20/09/2024 58.00 0.320 0.330 0.20 10.93
UBS Call 58 BSN 20.09.2024   Call DANONE S.A. EO -,25 20/09/2024 58.00 0.320 0.330 0.20 10.93
UBS Call 58 BSN 20.09.2024   Call DANONE S.A. EO -,25 20/09/2024 58.00 0.320 0.330 0.20 10.93
UBS Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 20/09/2024 60.00 0.205 0.215 0.19 13.09
UBS Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 20/09/2024 60.00 0.207 0.217 0.19 13.09
UBS Call 60 BSN 20.09.2024   Call DANONE S.A. EO -,25 20/09/2024 60.00 0.204 0.214 0.19 13.09
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