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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 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 26.06.24 10:08 26.06.24 10:08

Current data

Last price paid 0.10
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date08.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Key figures on issue

Issue price0.33
Underlying price on issue75.16
Premium0.25%
Premium p.a.0.47%
Leverage6.60
Implied volatility0.36

Reference data

ISIN CH1281046115
Symbol LOGXGZ
Security 128104611
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 68.00
C/P type put
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 24.89%
Premium p.a. 46.83%
Leverage 48.97
Implied volatility 36.35%
Moneyness out-of-the-money
Leverage 6.5996
Delta -0.1348
Gamma 0.0005
Theta -0.0007
Rho -0.0035
Vega 0.0069
Fair value 0.09
Intrinsic value n.a.
Break-even 66.20
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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