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ZKB Call Warrant auf
L'Oréal S.A.

ISIN: CH1268369548 Security: 126836954 Symbol: OR0V0Z Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.05
Change +25.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -76.09%
Year to date (YTD) -78.26%
1 month -28.57%
3 months -64.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue405.15
Premium0.04%
Premium p.a.0.46%
Leverage29.10
Implied volatility0.19

Reference data

ISIN CH1268369548
Symbol OR0V0Z
Security 126836954
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying L'Oreal, FR0000120321
Underlying ISIN FR0000120321
Strike 460.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 12.06.2023

Key figures

Premium 3.53%
Premium p.a. 45.98%
Leverage 80.11
Implied volatility 18.74%
Moneyness out-of-the-money
Leverage 29.0991
Delta 0.3633
Gamma 0.0002
Theta -0.0017
Rho 0.0012
Vega 0.0046
Fair value 0.06
Intrinsic value n.a.
Break-even 465.61
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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