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ZKB Put Warrant auf
Logitech International SA

ISIN: CH1281046024 Security: 128104602 Symbol: LOGUIZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 18.06.2024 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 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 18.06.24 17:15 18.06.24 17:15

Current data

Last price paid 0.09
Change +5.88% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 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 -79.07%
Year to date (YTD) -73.53%
1 month -43.75%
3 months -59.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue75.16
Premium0.16%
Premium p.a.0.56%
Leverage9.34
Implied volatility0.34

Reference data

ISIN CH1281046024
Symbol LOGUIZ
Security 128104602
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 76.00
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 15.62%
Premium p.a. 56.46%
Leverage 48.86
Implied volatility 33.76%
Moneyness out-of-the-money
Leverage 9.3450
Delta -0.1913
Gamma 0.0009
Theta -0.0011
Rho -0.0026
Vega 0.0063
Fair value 0.09
Intrinsic value n.a.
Break-even 74.20
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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