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ZKB Call Warrant auf 2024-20.06.2025 L'Oréal S.A.
L'Oréal S.A.

ISIN: CH1338506814 Security: 133850681 Symbol: OR0G5Z Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 01:58:36

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 13:58 27.09.24 13:58

Current data

Last price paid 0.03
Change +20.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -76.67%
Year to date (YTD) n.a.
1 month n.a.
3 months -68.42%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue448.95
Premium0.39%
Premium p.a.0.53%
Leverage10.39
Implied volatility0.26

Reference data

ISIN CH1338506814
Symbol OR0G5Z
Security 133850681
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying L'Oreal, FR0000120321
Underlying ISIN FR0000120321
Strike 560.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 28.05.2024

Key figures

Premium 39.31%
Premium p.a. 52.56%
Leverage 108.98
Implied volatility 25.87%
Moneyness out-of-the-money
Leverage 10.3915
Delta 0.0954
Gamma 0.0000
Theta -0.0003
Rho 0.0024
Vega 0.0056
Fair value 0.04
Intrinsic value n.a.
Break-even 563.71
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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