Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Goldman Sachs Call 105 NESN 15.11.2024   Call NESTLE N 2024-11-15 105.00 - - 0.28 17.76
UC WAR. CALL 12/24 NESR   Call Nestle S.A. 2024-12-18 108.00 0.0200 0.0340 0.21 18.48
UniCredit Call 108 NSRGF 18.12.2024   Call Nestle S.A. 2024-12-18 108.00 - - 0.21 18.48
UniCredit Call 108 NSRGF 18.12.2024   Call Nestle S.A. 2024-12-18 108.00 0.020 0.034 0.21 18.48
UC WAR. CALL 12/24 NESR   Call Nestle S.A. 2024-12-18 98.00 0.0640 0.0780 0.14 20.10
UniCredit Call 98 NSRGF 18.12.2024   Call Nestle S.A. 2024-12-18 98.00 - - 0.14 20.10
UniCredit Call 98 NSRGF 18.12.2024   Call Nestle S.A. 2024-12-18 98.00 0.064 0.078 0.14 20.10
UC WAR. CALL 12/24 NESR   Call NESTLE N 2024-12-18 90.00 0.2700 0.2800 0.19 12.94
UniCredit Call 90 NESN 18.12.2024   Call NESTLE N 2024-12-18 90.00 - - 0.19 12.94
UniCredit Call 90 NESN 18.12.2024   Call NESTLE N 2024-12-18 90.00 0.270 0.280 0.19 12.94
UC WAR. PUT 12/24 NESR   Put NESTLE N 2024-12-18 80.00 0.0680 0.0820 0.26 -12.47
UniCredit Put 80 NESN 18.12.2024   Put NESTLE N 2024-12-18 80.00 - - 0.26 -12.47
UniCredit Put 80 NESN 18.12.2024   Put NESTLE N 2024-12-18 80.00 0.068 0.082 0.26 -12.47
UC WAR. CALL 12/24 NESR   Call NESTLE N 2024-12-18 100.00 0.0390 0.0670 0.23 15.72
UniCredit Call 100 NESN 18.12.2024   Call NESTLE N 2024-12-18 100.00 - - 0.23 15.72
UniCredit Call 100 NESN 18.12.2024   Call NESTLE N 2024-12-18 100.00 0.039 0.067 0.23 15.72
UC WAR. CALL 12/24 NESR   Call NESTLE N 2024-12-18 110.00 0.0080 - 0.14 42.43
UniCredit Call 110 NESN 18.12.2024   Call NESTLE N 2024-12-18 110.00 - - 0.14 42.43
UniCredit Call 110 NESN 18.12.2024   Call NESTLE N 2024-12-18 110.00 0.008 - 0.14 42.43
UC WAR. PUT 12/24 NESR   Put NESTLE N 2024-12-18 100.00 1.2300 1.2600 0.28 -5.46
UniCredit Put 100 NESN 18.12.2024   Put NESTLE N 2024-12-18 100.00 - - 0.28 -5.46
UniCredit Put 100 NESN 18.12.2024   Put NESTLE N 2024-12-18 100.00 1.230 1.260 0.28 -5.46
UC WAR. CALL 12/24 NESR   Call NESTLE N 2024-12-18 105.00 0.0170 - 0.20 21.00
UniCredit Call 105 NESN 18.12.2024   Call NESTLE N 2024-12-18 105.00 - - 0.20 21.00
UniCredit Call 105 NESN 18.12.2024   Call NESTLE N 2024-12-18 105.00 0.017 - 0.20 21.00
UC WAR. CALL 12/24 NESR   Call NESTLE N 2024-12-18 95.00 0.1200 0.1300 0.20 15.51
UniCredit Call 95 NESN 18.12.2024   Call NESTLE N 2024-12-18 95.00 - - 0.20 15.51
UniCredit Call 95 NESN 18.12.2024   Call NESTLE N 2024-12-18 95.00 0.120 0.130 0.20 15.51
UC WAR. CALL 12/24 NESR   Call NESTLE N 2024-12-18 102.00 0.0270 0.0550 0.32 10.49
UniCredit Call 102 NESN 18.12.2024   Call NESTLE N 2024-12-18 102.00 - - 0.32 10.49
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