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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305148582 Security: 130514858 Symbol: LOGP6Z Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 14.06.2024 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 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.17
Change -10.53% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date03.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +26.92%
Year to date (YTD) n.a.
1 month +100.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue82.23
Premium0.28%
Premium p.a.0.36%
Leverage6.84
Implied volatility0.31

Reference data

ISIN CH1305148582
Symbol LOGP6Z
Security 130514858
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 25.03.2024

Key figures

Premium 28.20%
Premium p.a. 35.86%
Leverage 26.78
Implied volatility 31.24%
Moneyness out-of-the-money
Leverage 6.8384
Delta 0.2553
Gamma 0.0007
Theta -0.0007
Rho 0.0072
Vega 0.0125
Fair value 0.17
Intrinsic value n.a.
Break-even 113.30
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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