Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Goldman Sachs Call 1000 SWSDF 20.12.2024   Call Swiss Life Holding 20/12/2024 1,000.00 0.003 0.053 0.35 10.03
Goldman Sachs Call 1000 SLHN 20.09.2024   Call SWISS LIFE HOLDING A... 20/09/2024 1,000.00 0.001 0.051 0.55 9.42
Goldman Sachs Call 1000 SLHN 19.12.2025   Call SWISS LIFE HOLDING A... 19/12/2025 1,000.00 0.030 0.050 0.22 8.75
Goldman Sachs Call 1000 SLHN 21.03.2025   Call SWISS LIFE HOLDING A... 21/03/2025 1,000.00 0.007 0.027 0.31 9.33
Goldman Sachs Call 1000 SLHN 20.06.2025   Call SWISS LIFE HOLDING A... 20/06/2025 1,000.00 0.014 0.034 0.27 9.15
Goldman Sachs Call 900 SWSDF 20.09.2024   Call Swiss Life Holding 20/09/2024 900.00 0.001 0.051 0.40 12.06
Goldman Sachs Call 900 SLHN 20.12.2024   Call SWISS LIFE HOLDING A... 20/12/2024 900.00 0.007 0.017 0.31 10.88
Morgan Stanley Call 900 SLHN 20.12.2024   Call SWISS LIFE HOLDING A... 20/12/2024 900.00 0.017 0.040 0.29 12.22
Morgan Stanley Call 900 SLHN 21.03.2025   Call SWISS LIFE HOLDING A... 21/03/2025 900.00 0.031 0.040 0.23 12.44
Morgan Stanley Call 850 SLHN 21.03.2025   Call SWISS LIFE HOLDING A... 21/03/2025 850.00 0.042 0.048 0.20 13.34
Morgan Stanley Call 850 SLHN 20.12.2024   Call SWISS LIFE HOLDING A... 20/12/2024 850.00 0.022 0.040 0.25 13.80
Goldman Sachs Call 850 SLHN 20.09.2024   Call SWISS LIFE HOLDING A... 20/09/2024 850.00 0.002 0.052 0.39 12.36
Morgan Stanley Call 825 SLHN 20.12.2024   Call SWISS LIFE HOLDING A... 20/12/2024 825.00 0.026 0.040 0.22 14.86
Morgan Stanley Call 825 SLHN 21.03.2025   Call SWISS LIFE HOLDING A... 21/03/2025 825.00 0.052 0.058 0.19 13.39
Morgan Stanley Call 800 SLHN 21.03.2025   Call SWISS LIFE HOLDING A... 21/03/2025 800.00 0.066 0.072 0.18 13.35
Soc. Generale Call 800 SLHN 20.09.2024   Call SWISS LIFE HOLDING A... 20/09/2024 800.00 0.011 0.021 0.26 19.83
Soc. Generale Call 800 SLHN 20.12.2024   Call SWISS LIFE HOLDING A... 20/12/2024 800.00 0.049 0.059 0.22 14.29
Soc. Generale Call 800 SLHN 21.03.2025   Call SWISS LIFE HOLDING A... 21/03/2025 800.00 0.090 0.100 0.20 11.64
Morgan Stanley Call 800 SLHN 20.12.2024   Call SWISS LIFE HOLDING A... 20/12/2024 800.00 0.033 0.040 0.20 16.20
Goldman Sachs Call 800 SLHN 21.03.2025   Call SWISS LIFE HOLDING A... 21/03/2025 800.00 0.053 0.063 0.21 11.48
Soc. Generale Call 800 SLHN 20.12.2024   Call SWISS LIFE HOLDING A... 20/12/2024 800.00 0.049 0.059 0.22 14.29
Goldman Sachs Call 800 SWSDF 20.06.2025   Call Swiss Life Holding 20/06/2025 800.00 0.080 0.090 0.16 11.94
Goldman Sachs Call 800 SLHN 20.09.2024   Call SWISS LIFE HOLDING A... 20/09/2024 800.00 0.005 0.015 0.32 14.03
Goldman Sachs Call 800 SLHN 19.07.2024   Call SWISS LIFE HOLDING A... 19/07/2024 800.00 0.001 0.051 0.64 14.19
Soc. Generale Call 800 SLHN 21.03.2025   Call SWISS LIFE HOLDING A... 21/03/2025 800.00 0.090 0.100 0.20 11.64
Goldman Sachs Call 800 SLHN 19.12.2025   Call SWISS LIFE HOLDING A... 19/12/2025 800.00 0.140 0.160 0.16 9.39
Goldman Sachs Call 800 SWSDF 20.12.2024   Call Swiss Life Holding 20/12/2024 800.00 0.024 0.034 0.20 14.61
Soc. Generale Call 800 SLHN 20.09.2024   Call SWISS LIFE HOLDING A... 20/09/2024 800.00 0.012 0.022 0.26 19.83
Goldman Sachs Call 800 SLHN 16.08.2024   Call SWISS LIFE HOLDING A... 16/08/2024 800.00 0.001 0.051 0.42 14.30
Morgan Stanley Call 775 SLHN 21.03.2025   Call SWISS LIFE HOLDING A... 21/03/2025 775.00 0.088 0.094 0.18 13.11