Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UBS Call 62 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 62.00 0.330 0.360 0.14 16.32
BNP Paribas Call 72 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 72.00 0.054 0.096 0.19 16.30
BNP Paribas Call 72 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 72.00 - - 0.19 16.30
DZ Bank Call 72.5 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 72.50 - - 0.14 16.27
DZ Bank Call 72.5 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 72.50 0.080 0.100 0.14 16.27
Morgan Stanley Call 77.5 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 77.50 - - 0.17 16.00
UBS Call 75 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 75.00 - - 0.16 15.95
UBS Call 75 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 75.00 - - 0.16 15.95
UBS Call 75 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 75.00 0.045 0.075 0.16 15.95
Morgan Stanley Call 80 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 80.00 - - 0.24 15.93
Morgan Stanley Call 80 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 80.00 - - 0.18 15.88
UC WAR. CALL 12/24 BSN   Call DANONE S.A. EO -,25 12/18/2024 65.00 0.0300 0.2400 0.26 15.65
UniCredit Call 65 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 65.00 - - 0.26 15.65
UniCredit Call 65 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 65.00 0.030 0.240 0.26 15.65
Morgan Stanley Call 80 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 80.00 - - 0.47 15.57
Morgan Stanley Call 75 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 75.00 - - 0.16 15.56
BNP Paribas Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 70.00 - - 0.18 15.48
BNP Paribas Call 70 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 70.00 0.090 0.130 0.18 15.48
JP Morgan Call 64 BSN 20.12.2024   Call DANONE S.A. EO -,25 12/20/2024 64.00 - - 0.24 15.39
DZ Bank Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 70.00 - - 0.14 15.39
Soc. Generale Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 70.00 - - 0.14 15.39
Soc. Generale Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 70.00 0.150 0.160 0.14 15.39
DZ Bank Call 70 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 70.00 0.140 0.160 0.14 15.39
UniCredit Call 64 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 64.00 0.190 0.290 0.24 15.36
UniCredit Call 64 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 64.00 - - 0.24 15.36
UC WAR. CALL 12/24 BSN   Call DANONE S.A. EO -,25 12/18/2024 64.00 0.1900 0.2900 0.24 15.36
UC WAR. CALL 12/24 BSN   Call DANONE S.A. EO -,25 12/18/2024 71.00 0.0100 0.1100 0.38 15.30
UniCredit Call 71 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 71.00 - - 0.38 15.30
UniCredit Call 71 BSN 18.12.2024   Call DANONE S.A. EO -,25 12/18/2024 71.00 0.010 0.110 0.38 15.30
JP Morgan Call 66 BSN 17.01.2025   Call DANONE S.A. EO -,25 1/17/2025 66.00 - - 0.21 15.29
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