Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 9/18/2024 55.00 0.6000 0.6700 0.20 7.53
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 9/18/2024 70.00 0.0170 0.0890 0.19 18.77
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 9/18/2024 60.00 0.2500 0.3200 0.18 11.83
UniCredit Call 65 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 65.00 - - 0.17 17.51
UniCredit Call 55 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 55.00 - - 0.20 7.53
UniCredit Call 70 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 70.00 - - 0.19 18.77
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 60.00 - - 0.18 11.83
UniCredit Call 65 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 65.00 - - 0.17 17.51
UniCredit Call 55 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 55.00 - - 0.20 7.53
UniCredit Call 70 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 70.00 - - 0.19 18.77
UniCredit Call 60 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 60.00 - - 0.18 11.83
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 9/18/2024 62.00 0.1500 0.2200 0.17 14.02
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 9/18/2024 68.00 0.0270 0.0990 0.24 13.06
UniCredit Call 62 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 62.00 - - 0.17 14.02
UC WAR. CALL 09/24 BSN   Call DANONE S.A. EO -,25 9/18/2024 58.00 0.3700 0.4400 0.19 9.80
UniCredit Call 62 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 62.00 - - 0.17 14.02
UniCredit Call 68 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 68.00 - - 0.24 13.06
UC WAR. PUT 09/24 BSN   Put DANONE S.A. EO -,25 9/18/2024 50.00 0.0260 0.0980 0.26 -12.97
UniCredit Call 58 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 58.00 - - 0.19 9.80
UniCredit Put 50 BSN 18.09.2024   Put DANONE S.A. EO -,25 9/18/2024 50.00 - - 0.26 -12.97
UniCredit Call 68 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 68.00 - - 0.24 13.06
UniCredit Put 50 BSN 18.09.2024   Put DANONE S.A. EO -,25 9/18/2024 50.00 - - 0.26 -12.97
UniCredit Call 58 BSN 18.09.2024   Call DANONE S.A. EO -,25 9/18/2024 58.00 - - 0.19 9.80
UC WAR. PUT 09/24 BSN   Put DANONE S.A. EO -,25 9/18/2024 60.00 0.2200 0.2900 0.22 -9.52
UniCredit Put 60 BSN 18.09.2024   Put DANONE S.A. EO -,25 9/18/2024 60.00 - - 0.22 -9.52
UniCredit Put 60 BSN 18.09.2024   Put DANONE S.A. EO -,25 9/18/2024 60.00 - - 0.22 -9.52
Soc. Generale Put 60 BSN 20.09.2024   Put DANONE S.A. EO -,25 9/20/2024 60.00 0.210 0.220 0.17 -12.79
Soc. Generale Call 68 BSN 20.09.2024   Call DANONE S.A. EO -,25 9/20/2024 68.00 0.029 0.039 0.17 20.22
JP Morgan Put 56 BSN 20.09.2024   Put DANONE S.A. EO -,25 9/20/2024 56.00 - - 0.31 -7.49
Morgan Stanley Call 47.5 BSN 20.09.2024   Call DANONE S.A. EO -,25 9/20/2024 47.50 - - - -
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