Inhaltsseite: Home

ZKB Call Warrant auf
L'Oréal S.A.

ISIN: CH1305137700 Security: 130513770 Symbol: OR0B6Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 12:16:50

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 12:16 28.05.24 12:16

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) n.a.
1 month -33.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue442.83
Premium0.08%
Premium p.a.0.92%
Leverage32.38
Implied volatility0.21

Reference data

ISIN CH1305137700
Symbol OR0B6Z
Security 130513770
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying L'Oreal, FR0000120321
Underlying ISIN FR0000120321
Strike 480.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 16.02.2024

Key figures

Premium 7.80%
Premium p.a. 91.82%
Leverage 221.44
Implied volatility 21.33%
Moneyness out-of-the-money
Leverage 32.3833
Delta 0.1462
Gamma 0.0001
Theta -0.0011
Rho 0.0005
Vega 0.0029
Fair value 0.02
Intrinsic value n.a.
Break-even 482.02
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading