  We observed two transits of the iconic gas giant HD 209458b between 380 and
780 nm, using the high-resolution ESPRESSO spectrograph. The derived planetary
transmission spectrum exhibits features at all wavelengths where the parent
star shows strong absorption lines, for example, NaI, MgI, FeI, FeII, CaI, VI,
H$\alpha$, and KI. We interpreted these features as the signature of the
deformation of the stellar line profiles due to the Rossiter-McLaughlin effect,
combined with the centre-to-limb effects on the stellar surface, which is in
agreement with similar reports recently presented in the literature. We also
searched for species that might be present in the planetary atmosphere but not
in the stellar spectra, such as TiO and VO, and obtained a negative result.
Thus, we find no evidence of any planetary absorption, including previously
reported NaI, in the atmosphere of HD 209458b. The high signal-to-noise ratio
in the transmission spectrum allows us to compare the modelled deformation of
the stellar lines in assuming different one-dimensional stellar atmospheric
models. We conclude that the differences among various models and observations
remain within the precision limits of the data. However, the transmission light
curves are better explained when the centre-to-limb variation is not included
in the computation and only the Rossiter-McLaughlin deformation is considered.
This demonstrates that ESPRESSO is currently the best facility for spatially
resolving the stellar surface spectrum in the optical range using transit
observations and carrying out empirical validations of stellar models.
