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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1281045935 Security: 128104593 Symbol: LOG6TZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.001
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 23'600.00 Unit
Date/time 20.09.2024 12:00

Life cycle

Fixing20.09.2024
Settlement date08.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -94.75%
Year to date (YTD) -99.63%
1 month n.a.
3 months -99.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue75.16
Premium0.20%
Premium p.a.10.50%
Leverage20.21
Implied volatility0.87

Reference data

ISIN CH1281045935
Symbol LOG6TZ
Security 128104593
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 01.12.2023

Key figures

Premium 20.14%
Premium p.a. 1050.39%
Leverage 349.62
Implied volatility 86.51%
Moneyness out-of-the-money
Leverage 20.2088
Delta 0.0578
Gamma 0.0007
Theta -0.0031
Rho 0.0000
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 88.21
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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