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ZKB Put Warrant auf
L'Oréal S.A.

ISIN: CH1305135274 Security: 130513527 Symbol: OR0ICZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.23
Change +9.52% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -34.72%
Year to date (YTD) n.a.
1 month -45.24%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue446.65
Premium0.07%
Premium p.a.0.11%
Leverage7.07
Implied volatility0.23

Reference data

ISIN CH1305135274
Symbol OR0ICZ
Security 130513527
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying L'Oreal, FR0000120321
Underlying ISIN FR0000120321
Strike 440.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 31.01.2024

Key figures

Premium 7.02%
Premium p.a. 11.24%
Leverage 18.80
Implied volatility 23.18%
Moneyness out-of-the-money
Leverage 7.0713
Delta -0.3762
Gamma 0.0000
Theta -0.0005
Rho -0.0118
Vega 0.0132
Fair value 0.24
Intrinsic value n.a.
Break-even 416.19
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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