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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1281045935 Security: 128104593 Symbol: LOG6TZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 24.05.2024 05:15:00

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 0.29 0.30
Volume 200'000.00 200'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.29
Change +3.57% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +47.50%
Year to date (YTD) +7.41%
1 month +262.50%
3 months +38.10%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue75.16
Premium0.06%
Premium p.a.0.18%
Leverage7.86
Implied volatility0.29

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 6.32%
Premium p.a. 18.30%
Leverage 14.97
Implied volatility 29.28%
Moneyness in-the-money
Leverage 7.8625
Delta 0.5252
Gamma 0.0013
Theta -0.0011
Rho 0.0060
Vega 0.0102
Fair value 0.28
Intrinsic value n.a.
Break-even 93.90
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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