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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305130713 Security: 130513071 Symbol: LOG2FZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.01.2024
Key Information Document DE 17.01.2024
Key Information Document EN 17.01.2024
Key Information Document FR 17.01.2024
Key Information Document IT 17.01.2024

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date24.01.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -64.29%
Year to date (YTD) n.a.
1 month n.a.
3 months -16.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue80.44
Premium0.34%
Premium p.a.0.94%
Leverage12.39
Implied volatility0.32

Reference data

ISIN CH1305130713
Symbol LOG2FZ
Security 130513071
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 110.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 17.01.2024

Key figures

Premium 34.10%
Premium p.a. 93.59%
Leverage 164.80
Implied volatility 32.01%
Moneyness out-of-the-money
Leverage 12.3922
Delta 0.0752
Gamma 0.0004
Theta -0.0004
Rho 0.0009
Vega 0.0035
Fair value 0.03
Intrinsic value n.a.
Break-even 110.50
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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