Paradox
A statement contrary to common opinion or apparently self-contradictory, revealing an unexpected truth.
A paradox asserts what seems logically impossible or contrary to common sense — "I know that I know nothing" — and forces a revision of the obvious. Unlike the oxymoron, a local shock between two words, paradox is a shock of ideas: it unfolds at the scale of the sentence or the whole thought.
It's the favorite weapon of moralists and essayists: a truth stated paradoxically strikes harder than a well-phrased platitude. In fiction, paradox lives in characters — the scrupulous executioner, the liar in love with truth — where it stops being a formula and becomes depth.
Example
"I know that I know nothing" (attributed to Socrates).