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ZKB Call Warrant auf
Logitech International SA

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

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.03
Change +20.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 -41.67%
Year to date (YTD) -83.33%
1 month -25.00%
3 months -64.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue64.60
Premium0.08%
Premium p.a.0.66%
Leverage24.51
Implied volatility0.22

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 7.65%
Premium p.a. 66.44%
Leverage 117.71
Implied volatility 22.16%
Moneyness out-of-the-money
Leverage 24.5051
Delta 0.2082
Gamma 0.0023
Theta -0.0011
Rho 0.0009
Vega 0.0040
Fair value 0.04
Intrinsic value n.a.
Break-even 88.70
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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