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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1268390841 Security: 126839084 Symbol: LOGPSZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.14
Change +55.56% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +125.00%
Year to date (YTD) -22.22%
1 month +833.33%
3 months +40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue64.60
Premium0.01%
Premium p.a.0.19%
Leverage21.03
Implied volatility0.19

Reference data

ISIN CH1268390841
Symbol LOGPSZ
Security 126839084
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 88.00
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 1.45%
Premium p.a. 18.96%
Leverage 33.11
Implied volatility 18.95%
Moneyness in-the-money
Leverage 21.0323
Delta 0.6352
Gamma 0.0040
Theta -0.0017
Rho 0.0021
Vega 0.0046
Fair value 0.06
Intrinsic value n.a.
Break-even 90.70
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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