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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305148558 Security: 130514855 Symbol: LOG3DZ Life cycle
Secondary market

Bid Price 0.48

Ask Price 0.49

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.48 0.49
Volume 125'000.00 125'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.48
Change +29.73% [ +0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +3.19%
Year to date (YTD) n.a.
1 month +433.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue82.23
Premium0.01%
Premium p.a.0.12%
Leverage13.73
Implied volatility0.22

Reference data

ISIN CH1305148558
Symbol LOG3DZ
Security 130514855
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 84.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 25.03.2024

Key figures

Premium 1.15%
Premium p.a. 11.66%
Leverage 18.11
Implied volatility 21.96%
Moneyness in-the-money
Leverage 13.7324
Delta 0.7582
Gamma 0.0051
Theta -0.0029
Rho 0.0061
Vega 0.0086
Fair value 0.10
Intrinsic value n.a.
Break-even 88.85
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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