Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UBS Call 72 BSN 19.12.2025   Call DANONE S.A. EO -,25 12/19/2025 72.00 0.164 0.174 0.15 11.24
UBS Call 65 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 65.00 0.290 0.300 0.16 11.23
DZ Bank Call 65 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 65.00 0.300 0.310 0.16 11.23
UBS Call 65 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 65.00 0.300 0.310 0.16 11.23
DZ Bank Call 65 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 65.00 0.290 0.300 0.16 11.23
UBS Call 65 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 65.00 0.290 0.300 0.16 11.23
UC WAR. CALL 06/25 BSN   Call DANONE S.A. EO -,25 6/18/2025 65.00 0.2900 0.3000 0.16 11.22
HSBC WAR. CALL 06/25 BSN   Call DANONE S.A. EO -,25 6/18/2025 65.00 0.2900 0.3000 0.16 11.22
UniCredit Call 65 BSN 18.06.2025   Call DANONE S.A. EO -,25 6/18/2025 65.00 0.300 0.310 0.16 11.22
HSBC Call 65 BSN 18.06.2025   Call DANONE S.A. EO -,25 6/18/2025 65.00 0.290 0.300 0.16 11.22
UniCredit Call 65 BSN 18.06.2025   Call DANONE S.A. EO -,25 6/18/2025 65.00 0.290 0.300 0.16 11.22
HSBC Call 65 BSN 18.06.2025   Call DANONE S.A. EO -,25 6/18/2025 65.00 0.290 0.300 0.16 11.22
BNP Paribas Call 75 BSN 19.12.2025   Call DANONE S.A. EO -,25 12/19/2025 75.00 0.110 0.120 0.16 11.18
BNP Paribas Call 75 BSN 19.12.2025   Call DANONE S.A. EO -,25 12/19/2025 75.00 0.100 0.110 0.16 11.18
BVT Call 66 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 66.00 0.122 0.132 0.17 11.06
BVT Call 66 BSN 20.06.2025   Call DANONE S.A. EO -,25 6/20/2025 66.00 0.119 0.129 0.17 11.06
JP Morgan Call 64 BSN 21.02.2025   Call DANONE S.A. EO -,25 2/21/2025 64.00 0.220 0.230 0.31 11.03
JP Morgan Call 66 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 66.00 0.170 0.180 0.27 11.00
Morgan Stanley Call 62.5 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 62.50 0.390 0.400 0.21 10.97
Morgan Stanley Call 70 BSN 19.12.2025   Call DANONE S.A. EO -,25 12/19/2025 70.00 0.218 0.240 0.14 10.89
HSBC WAR. CALL 12/25 BSN   Call DANONE S.A. EO -,25 12/19/2025 70.00 0.2100 0.2200 0.14 10.89
HSBC Call 70 BSN 19.12.2025   Call DANONE S.A. EO -,25 12/19/2025 70.00 0.210 0.220 0.14 10.89
HSBC Call 70 BSN 19.12.2025   Call DANONE S.A. EO -,25 12/19/2025 70.00 0.210 0.220 0.14 10.89
JP Morgan Call 72 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 72.00 0.027 0.042 0.36 10.79
UC WAR. CALL 06/26 BSN   Call DANONE S.A. EO -,25 6/17/2026 80.00 0.1000 0.1100 0.15 10.72
UniCredit Call 80 BSN 17.06.2026   Call DANONE S.A. EO -,25 6/17/2026 80.00 0.100 0.110 0.15 10.72
BNP Paribas Call 68 BSN 19.09.2025   Call DANONE S.A. EO -,25 9/19/2025 68.00 0.220 0.230 0.16 10.72
BNP Paribas Call 68 BSN 19.09.2025   Call DANONE S.A. EO -,25 9/19/2025 68.00 0.220 0.230 0.16 10.72
DZ Bank Call 62.5 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 62.50 0.380 0.390 0.22 10.60
DZ Bank Call 62.5 BSN 21.03.2025   Call DANONE S.A. EO -,25 3/21/2025 62.50 0.370 0.380 0.22 10.60
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