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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1268390924 Security: 126839092 Symbol: LOGYXZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.31
Change +6.90% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +96.88%
Year to date (YTD) -29.55%
1 month +63.16%
3 months +3.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue64.60
Premium0.06%
Premium p.a.0.16%
Leverage7.27
Implied volatility0.30

Reference data

ISIN CH1268390924
Symbol LOGYXZ
Security 126839092
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 80.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.09.2023

Key figures

Premium 5.76%
Premium p.a. 15.69%
Leverage 12.95
Implied volatility 29.68%
Moneyness in-the-money
Leverage 7.2719
Delta 0.5614
Gamma 0.0014
Theta -0.0010
Rho 0.0061
Vega 0.0096
Fair value 0.24
Intrinsic value n.a.
Break-even 86.30
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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