Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 14.50 1.1200 1.1300 0.27 11.38
UniCredit Call 14.5 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 14.50 1.12 1.13 0.27 11.38
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 15.80 0.2100 0.2200 0.20 25.95
UniCredit Call 15.8 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 15.80 0.210 0.220 0.20 25.95
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 15.00 0.6900 0.7000 0.23 15.76
UniCredit Call 15 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 15.00 0.690 0.700 0.23 15.76
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 15.50 0.3400 0.3500 0.21 21.94
UniCredit Call 15.5 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 15.50 0.350 0.360 0.21 21.94
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 16.00 0.1400 0.1500 0.21 27.73
UniCredit Call 16 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 16.00 0.140 0.150 0.21 27.73
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 16.50 0.0510 0.0620 0.22 31.45
UniCredit Call 16.5 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 16.50 0.052 0.063 0.22 31.45
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 16.80 0.0310 0.0420 0.24 31.01
UniCredit Call 16.8 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 16.80 0.031 0.042 0.24 31.01
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 15.20 0.5400 0.5500 0.22 18.05
UniCredit Call 15.2 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 15.20 0.540 0.550 0.22 18.05
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 16.20 0.1000 0.1100 0.21 29.89
UniCredit Call 16.2 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 16.20 0.090 0.110 0.21 29.89
UC WAR. CALL 02/25 GZF   Call ENGIE S.A. INH. ... 19/02/2025 17.00 0.0240 0.0350 0.26 29.98
UniCredit Call 17 GZF 19.02.2025   Call ENGIE S.A. INH. ... 19/02/2025 17.00 0.024 0.035 0.26 29.98
JP Morgan Put 15.5 GZF 21.02.2025   Put ENGIE S.A. INH. ... 21/02/2025 15.50 0.300 0.320 0.30 -14.44
JP Morgan Put 16 GZF 21.02.2025   Put ENGIE S.A. INH. ... 21/02/2025 16.00 0.600 0.630 0.37 -10.24
JP Morgan Put 14 GZF 21.02.2025   Put ENGIE S.A. INH. ... 21/02/2025 14.00 0.046 0.086 0.56 -10.09
JP Morgan Call 16.5 GZF 21.02.2025   Call ENGIE S.A. INH. ... 21/02/2025 16.50 0.049 0.089 0.41 14.06
JP Morgan Call 15 GZF 21.02.2025   Call ENGIE S.A. INH. ... 21/02/2025 15.00 0.690 0.720 0.40 10.07
JP Morgan Put 15 GZF 21.02.2025   Put ENGIE S.A. INH. ... 21/02/2025 15.00 0.140 0.170 0.40 -12.39
JP Morgan Put 14.5 GZF 21.02.2025   Put ENGIE S.A. INH. ... 21/02/2025 14.50 0.071 0.100 0.47 -11.50
JP Morgan Put 13.5 GZF 21.02.2025   Put ENGIE S.A. INH. ... 21/02/2025 13.50 0.033 0.073 0.81 -6.66
JP Morgan Call 16 GZF 21.02.2025   Call ENGIE S.A. INH. ... 21/02/2025 16.00 0.140 0.170 0.37 14.25
JP Morgan Call 15.5 GZF 21.02.2025   Call ENGIE S.A. INH. ... 21/02/2025 15.50 0.350 0.370 0.30 14.83
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