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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305127412 Security: 130512741 Symbol: LOGUAZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.20
Change +11.11% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date28.12.2023
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -33.87%
Year to date (YTD) -28.57%
1 month +66.67%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue81.13
Premium0.26%
Premium p.a.0.23%
Leverage6.09
Implied volatility0.28

Reference data

ISIN CH1305127412
Symbol LOGUAZ
Security 130512741
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 100.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.12.2023

Key figures

Premium 26.33%
Premium p.a. 23.39%
Leverage 20.10
Implied volatility 28.25%
Moneyness out-of-the-money
Leverage 6.0909
Delta 0.3031
Gamma 0.0007
Theta -0.0005
Rho 0.0109
Vega 0.0151
Fair value 0.21
Intrinsic value n.a.
Break-even 104.10
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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