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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305139094 Security: 130513909 Symbol: LOG5VZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.09.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -95.23%
Year to date (YTD) n.a.
1 month -66.67%
3 months -98.04%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue76.61
Premium0.15%
Premium p.a.7.68%
Leverage24.03
Implied volatility0.70

Reference data

ISIN CH1305139094
Symbol LOG5VZ
Security 130513909
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 21.02.2024

Key figures

Premium 14.73%
Premium p.a. 767.93%
Leverage 349.52
Implied volatility 70.22%
Moneyness out-of-the-money
Leverage 24.0324
Delta 0.0688
Gamma 0.0009
Theta -0.0028
Rho 0.0000
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 84.21
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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