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ZKB Put Warrant auf
Logitech International SA

ISIN: CH1268373375 Security: 126837337 Symbol: LOGN8Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.01
Change -50.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.38%
Year to date (YTD) -71.43%
1 month -50.00%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue50.26
Premium0.50%
Premium p.a.6.49%
Leverage8.33
Implied volatility1.15

Reference data

ISIN CH1268373375
Symbol LOGN8Z
Security 126837337
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 45.00
C/P type put
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 49.79%
Premium p.a. 649.02%
Leverage 812.73
Implied volatility 115.03%
Moneyness out-of-the-money
Leverage 8.3333
Delta -0.0103
Gamma 0.0000
Theta -0.0007
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 44.89
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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