Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 102 NESN 18.12.2024   Call NESTLE N 18/12/2024 102.00 0.010 0.230 0.18 20.86
UC WAR. CALL 12/24 NESR   Call NESTLE N 18/12/2024 92.00 0.2100 0.3200 0.16 15.59
UniCredit Call 92 NESN 18.12.2024   Call NESTLE N 18/12/2024 92.00 - - 0.16 15.59
UniCredit Call 92 NESN 18.12.2024   Call NESTLE N 18/12/2024 92.00 0.210 0.320 0.16 15.59
UC WAR. PUT 12/24 NESR   Put Nestle S.A. 18/12/2024 90.00 0.3100 0.4200 0.29 -9.51
UniCredit Put 90 NSRGF 18.12.2024   Put Nestle S.A. 18/12/2024 90.00 - - 0.29 -9.51
UniCredit Put 90 NSRGF 18.12.2024   Put Nestle S.A. 18/12/2024 90.00 0.310 0.420 0.29 -9.51
UC WAR. CALL 12/24 NESR   Call NESTLE N 18/12/2024 88.00 0.4100 0.5200 0.16 12.30
UniCredit Call 88 NESN 18.12.2024   Call NESTLE N 18/12/2024 88.00 - - 0.16 12.30
UniCredit Call 88 NESN 18.12.2024   Call NESTLE N 18/12/2024 88.00 0.410 0.520 0.16 12.30
Citi Call 108 NESN 19.12.2024   Call NESTLE N 19/12/2024 108.00 - - 0.16 30.62
Citi Call 108 NESN 19.12.2024   Call NESTLE N 19/12/2024 108.00 0.010 - 0.16 30.62
Citi Call 116 NESN 19.12.2024   Call NESTLE N 19/12/2024 116.00 - - 0.22 23.75
Citi Call 116 NESN 19.12.2024   Call NESTLE N 19/12/2024 116.00 0.010 - 0.22 23.75
Citi Call 120 NESN 19.12.2024   Call NESTLE N 19/12/2024 120.00 - - 0.24 21.59
Citi Call 120 NESN 19.12.2024   Call NESTLE N 19/12/2024 120.00 0.010 - 0.24 21.59
Morgan Stanley Put 85 NESN 20.12.2024   Put NESTLE N 20/12/2024 85.00 - - 0.18 -17.45
Goldman Sachs Put 50 NESN 20.12.2024   Put NESTLE N 20/12/2024 50.00 - - 0.69 -5.93
Morgan Stanley Put 90 NESN 20.12.2024   Put NESTLE N 20/12/2024 90.00 - - 0.17 -14.87
Morgan Stanley Call 86 NESN 20.12.2024   Call NESTLE N 20/12/2024 86.00 - - 0.17 10.38
Goldman Sachs Call 130 NESN 20.12.2024   Call NESTLE N 20/12/2024 130.00 - - 0.40 11.44
Goldman Sachs Put 85 NESN 20.12.2024   Put NESTLE N 20/12/2024 85.00 - - 0.20 -15.59
Goldman Sachs Put 95 NESN 20.12.2024   Put NESTLE N 20/12/2024 95.00 - - 0.20 -9.47
Goldman Sachs Call 100 NESN 20.12.2024   Call NESTLE N 20/12/2024 100.00 - - 0.18 19.48
Goldman Sachs Call 120 NESN 20.12.2024   Call NESTLE N 20/12/2024 120.00 - - 0.33 13.13
Goldman Sachs Put 120 NESN 20.12.2024   Put NESTLE N 20/12/2024 120.00 - - 0.46 -2.52
Goldman Sachs Put 100 NESN 20.12.2024   Put NESTLE N 20/12/2024 100.00 - - 0.21 -7.07
Goldman Sachs Call 140 NESN 20.12.2024   Call NESTLE N 20/12/2024 140.00 - - 0.46 10.30
Goldman Sachs Put 80 NESN 20.12.2024   Put NESTLE N 20/12/2024 80.00 - - 0.23 -15.06
Goldman Sachs Put 110 NESN 20.12.2024   Put NESTLE N 20/12/2024 110.00 - - 0.34 -3.78
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