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ZKB Call Warrant auf
L'Oréal S.A.

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

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 17.05.2024 10:28:17

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 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 17.05.24 10:28 17.05.24 10:28

Current data

Last price paid 0.095
Change -13.64% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -68.48%
Year to date (YTD) -58.70%
1 month n.a.
3 months -32.14%
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.0.36%
Leverage23.47
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 4.17%
Premium p.a. 36.23%
Leverage 61.01
Implied volatility 18.61%
Moneyness out-of-the-money
Leverage 23.4658
Delta 0.3846
Gamma 0.0001
Theta -0.0014
Rho 0.0019
Vega 0.0057
Fair value 0.07
Intrinsic value n.a.
Break-even 467.35
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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