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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305139094 Security: 130513909 Symbol: LOG5VZ Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 24.05.2024 05:15:00

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 0.42 0.43
Volume 125'000.00 125'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.42
Change +5.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 +93.18%
Year to date (YTD) n.a.
1 month +250.00%
3 months +61.54%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue76.61
Premium0.05%
Premium p.a.0.14%
Leverage6.50
Implied volatility0.32

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 4.73%
Premium p.a. 13.71%
Leverage 10.39
Implied volatility 32.10%
Moneyness in-the-money
Leverage 6.4988
Delta 0.6254
Gamma 0.0011
Theta -0.0011
Rho 0.0067
Vega 0.0097
Fair value 0.21
Intrinsic value n.a.
Break-even 92.50
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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