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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305127495 Security: 130512749 Symbol: LOGRZZ Life cycle
Secondary market

Bid Price 0.75

Ask Price 0.76

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 07.06.2024 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 0.75 0.76
Volume 75'000.00 75'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.76
Change +11.76% [ +0.08 ]
Last traded volume n.a. Unit
Cumulative volume 500.00 Unit
Date/time 06.06.2024 17:15

Life cycle

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

Performance

Perf. since issue +32.46%
Year to date (YTD) +40.74%
1 month +123.53%
3 months +68.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue81.13
Premium0.09%
Premium p.a.0.08%
Leverage3.93
Implied volatility0.32

Reference data

ISIN CH1305127495
Symbol LOGRZZ
Security 130512749
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 84.00
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 8.95%
Premium p.a. 8.46%
Leverage 6.02
Implied volatility 32.09%
Moneyness in-the-money
Leverage 3.9251
Delta 0.6516
Gamma 0.0006
Theta -0.0007
Rho 0.0212
Vega 0.0170
Fair value 0.41
Intrinsic value n.a.
Break-even 99.10
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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