Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UBS Call 72 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 72.00 0.001 0.030 0.27 25.79
BNP Paribas Call 68 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 68.00 - - 0.22 25.73
BNP Paribas Call 68 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 68.00 0.026 0.068 0.22 25.73
UBS Call 66 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 66.00 - - 0.18 25.34
UBS Call 66 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 66.00 - - 0.18 25.34
UBS Call 66 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 66.00 0.069 0.099 0.18 25.34
DZ Bank Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 - - 0.17 24.61
DZ Bank Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 0.120 0.140 0.17 24.61
Soc. Generale Call 75 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 75.00 - - 0.31 24.46
Soc. Generale Call 75 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 75.00 0.001 0.020 0.31 24.46
Morgan Stanley Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 - - 0.17 24.26
DZ Bank Call 75 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 75.00 - - 0.31 24.06
DZ Bank Call 75 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 75.00 - - 0.31 24.06
Morgan Stanley Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 - - 0.19 22.20
Morgan Stanley Call 72.5 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 72.50 - - 0.31 22.09
UBS Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 - - 0.19 21.91
UBS Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 - - 0.19 21.91
UBS Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 0.115 0.145 0.19 21.91
Soc. Generale Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 - - 0.19 21.49
Soc. Generale Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 0.140 0.160 0.19 21.49
UBS Call 75 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 75.00 - - 0.34 21.20
UBS Call 75 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 75.00 - - 0.34 21.20
UBS Call 75 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 75.00 0.001 0.030 0.34 21.20
Morgan Stanley Call 65 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 65.00 - - 0.07 20.91
BNP Paribas Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 - - 0.20 20.21
BNP Paribas Call 65 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 65.00 0.130 0.170 0.20 20.21
Soc. Generale Call 73 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 73.00 - - 0.17 19.96
DZ Bank Call 75 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 75.00 - - 0.18 19.81
DZ Bank Call 75 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 75.00 0.018 0.038 0.18 19.81
Soc. Generale Call 80 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 80.00 - - 0.21 19.77
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