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ZKB Put Warrant auf
L'Oréal S.A.

ISIN: CH1268367104 Security: 126836710 Symbol: OR036Z 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) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.74%
Year to date (YTD) -81.82%
1 month -84.62%
3 months -77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue404.60
Premium0.11%
Premium p.a.0.96%
Leverage21.80
Implied volatility0.28

Reference data

ISIN CH1268367104
Symbol OR036Z
Security 126836710
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying L'Oreal, FR0000120321
Underlying ISIN FR0000120321
Strike 400.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 02.06.2023

Key figures

Premium 11.09%
Premium p.a. 96.35%
Leverage 220.85
Implied volatility 27.68%
Moneyness out-of-the-money
Leverage 21.8033
Delta -0.0987
Gamma 0.0000
Theta -0.0008
Rho -0.0005
Vega 0.0026
Fair value 0.02
Intrinsic value n.a.
Break-even 397.97
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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