Put-Warrant

Termsheet  
Symbol: OR0E7Z
Underlyings: L'Oréal S.A.
ISIN: CH1556408073
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.
Price Time-delayed price
11.10.26
00:41:28
-
-
CHF
Volume
-
-
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.170
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1556408073
Valor 155640807
Symbol OR0E7Z
Strike 380.00 EUR
Type Warrants
Type Bear
Ratio 100.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 29/05/2026
Date of maturity 28/12/2026
Last trading day 18/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name L'Oréal S.A.
ISIN FR0000120321
Price 383.025 EUR
Date 10/10/26 13:04
Ratio 100.00

Key data

Intrinsic value 0.06
Time value 0.11
Implied volatility 0.23%
Leverage 12.34
Delta -0.56
Gamma 0.01
Vega 0.64
Distance to Strike -5.95
Distance to Strike in % -1.59%

market maker quality Date: 08/10/2026

Average Spread 4.83%
Last Best Bid Price 0.20 CHF
Last Best Ask Price 0.21 CHF
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 252,255
Average Sell Volume 252,255
Average Buy Value 51,031 CHF
Average Sell Value 53,553 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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