Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 270.00 1.4300 1.7800 - -
UniCredit Call 270 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 270.00 - - - -
UniCredit Call 270 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 270.00 1.490 1.700 - -
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 230.00 5.960 - - -
UniCredit Call 230 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 230.00 - - - -
UniCredit Call 230 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 230.00 - - - -
UC WAR. PUT 12/24 RHO5   Put Roche Holding Ltd 18/12/2024 200.00 0.0100 0.3600 0.58 -6.37
UniCredit Put 200 RHHVF 18.12.2024   Put Roche Holding Ltd 18/12/2024 200.00 - - 0.58 -6.37
UniCredit Put 200 RHHVF 18.12.2024   Put Roche Holding Ltd 18/12/2024 200.00 0.030 0.240 0.58 -6.37
UC WAR. CALL 12/24 RHO5   Call ROCHE GS 18/12/2024 250.00 2.9000 3.2500 0.27 6.88
UniCredit Call 250 ROG 18.12.2024   Call ROCHE GS 18/12/2024 250.00 - - 0.27 6.88
UniCredit Call 250 ROG 18.12.2024   Call ROCHE GS 18/12/2024 250.00 2.890 3.240 0.27 6.88
UC WAR. PUT 12/24 RHO5   Put Roche Holding Ltd 18/12/2024 250.00 0.3500 0.7000 0.39 -7.88
UniCredit Put 250 RHHVF 18.12.2024   Put Roche Holding Ltd 18/12/2024 250.00 - - 0.39 -7.88
UniCredit Put 250 RHHVF 18.12.2024   Put Roche Holding Ltd 18/12/2024 250.00 0.430 0.640 0.39 -7.88
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 300.00 0.2800 0.6300 0.15 18.85
UniCredit Call 300 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 300.00 - - 0.15 18.85
UniCredit Call 300 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 300.00 0.340 0.550 0.15 18.85
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 260.00 2.1000 2.4500 - -
UniCredit Call 260 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 260.00 - - - -
UniCredit Call 260 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 260.00 2.100 2.450 - -
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 280.00 0.9100 1.2600 - -
UniCredit Call 280 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 280.00 - - - -
UniCredit Call 280 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 280.00 0.970 1.180 - -
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 240.00 3.7900 4.1400 - -
UniCredit Call 240 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 240.00 - - - -
UniCredit Call 240 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 240.00 3.780 4.130 - -
UC WAR. CALL 12/24 RHO5   Call Roche Holding Ltd 18/12/2024 220.00 5.570 6.270 - -
UniCredit Call 220 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 220.00 - - - -
UniCredit Call 220 RHHVF 18.12.2024   Call Roche Holding Ltd 18/12/2024 220.00 5.560 6.260 - -
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