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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1268373490 Security: 126837349 Symbol: LOG3WZ Life cycle
Secondary market

Bid Price 1.18

Ask Price 1.19

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 1.18 1.19
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.18
Change +3.51% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.06.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +415.22%
Year to date (YTD) +1.72%
1 month +49.37%
3 months +19.19%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue50.26
Premium0.02%
Premium p.a.0.03%
Leverage3.02
Implied volatility0.39

Reference data

ISIN CH1268373490
Symbol LOG3WZ
Security 126837349
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 60.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 20.06.2023

Key figures

Premium 1.82%
Premium p.a. 2.85%
Leverage 3.47
Implied volatility 39.15%
Moneyness in-the-money
Leverage 3.0240
Delta 0.8719
Gamma 0.0004
Theta -0.0005
Rho 0.0117
Vega 0.0066
Fair value 0.08
Intrinsic value n.a.
Break-even 83.70
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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