Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Call 75 BSN 17.09.2025   Call DANONE S.A. EO -,25 17/09/2025 75.00 - - 0.16 15.27
UniCredit Call 75 BSN 17.09.2025   Call DANONE S.A. EO -,25 17/09/2025 75.00 0.053 0.076 0.16 15.27
Soc. Generale Call 80 BSN 19.12.2025   Call DANONE S.A. EO -,25 19/12/2025 80.00 - - 0.15 15.14
Soc. Generale Call 80 BSN 19.12.2025   Call DANONE S.A. EO -,25 19/12/2025 80.00 0.039 0.049 0.15 15.14
Morgan Stanley Call 67.5 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 67.50 - - 0.15 15.10
BVT Call 65 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 65.00 - - 0.22 14.77
BVT Call 65 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 65.00 - - 0.22 14.77
Morgan Stanley Call 75 BSN 19.09.2025   Call DANONE S.A. EO -,25 19/09/2025 75.00 - - 0.16 14.74
Morgan Stanley Call 80 BSN 19.09.2025   Call DANONE S.A. EO -,25 19/09/2025 80.00 - - 0.18 14.72
Soc. Generale Call 63 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 63.00 - - 0.18 14.68
UBS Call 72 BSN 19.09.2025   Call DANONE S.A. EO -,25 19/09/2025 72.00 - - 0.15 14.54
UBS Call 72 BSN 19.09.2025   Call DANONE S.A. EO -,25 19/09/2025 72.00 - - 0.15 14.54
UBS Call 72 BSN 19.09.2025   Call DANONE S.A. EO -,25 19/09/2025 72.00 0.086 0.116 0.15 14.54
Morgan Stanley Call 82.5 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 82.50 - - 0.25 14.42
JP Morgan Call 64 BSN 21.02.2025   Call DANONE S.A. EO -,25 21/02/2025 64.00 - - 0.32 13.44
UC WAR. CALL 09/25 BSN   Call DANONE S.A. EO -,25 17/09/2025 72.00 0.1000 0.1200 0.15 14.25
UniCredit Call 72 BSN 17.09.2025   Call DANONE S.A. EO -,25 17/09/2025 72.00 - - 0.15 14.25
DZ Bank Call 70 BSN 19.09.2025   Call DANONE S.A. EO -,25 19/09/2025 70.00 - - 0.14 14.21
DZ Bank Call 70 BSN 19.09.2025   Call DANONE S.A. EO -,25 19/09/2025 70.00 0.140 0.160 0.14 14.21
Morgan Stanley Call 82.5 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 82.50 - - 0.42 14.17
BNP Paribas Call 68 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 68.00 - - 0.17 14.12
BNP Paribas Call 68 BSN 20.06.2025   Call DANONE S.A. EO -,25 20/06/2025 68.00 0.140 0.180 0.17 14.12
BVT Call 64 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 64.00 - - 0.22 14.03
BVT Call 64 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 64.00 - - 0.22 14.03
UBS Call 63 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 63.00 - - 0.19 14.03
UBS Call 63 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 63.00 - - 0.19 14.03
UBS Call 63 BSN 21.03.2025   Call DANONE S.A. EO -,25 21/03/2025 63.00 0.290 0.320 0.19 14.03
JP Morgan Call 68 BSN 21.02.2025   Call DANONE S.A. EO -,25 21/02/2025 68.00 - - 0.39 14.13
DZ Bank Call 80 BSN 19.12.2025   Call DANONE S.A. EO -,25 19/12/2025 80.00 - - 0.16 13.99
DZ Bank Call 80 BSN 19.12.2025   Call DANONE S.A. EO -,25 19/12/2025 80.00 0.040 0.060 0.16 13.99
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