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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305152154 Security: 130515215 Symbol: LOGPEZ Life cycle
Secondary market

Bid Price 0.87

Ask Price 0.88

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 0.87 0.88
Volume 75'000.00 75'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.88
Change -1.12% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date24.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +124.36%
Year to date (YTD) n.a.
1 month +158.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue72.96
Premium0.05%
Premium p.a.0.06%
Leverage3.86
Implied volatility0.32

Reference data

ISIN CH1305152154
Symbol LOGPEZ
Security 130515215
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 76.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 17.04.2024

Key figures

Premium 4.59%
Premium p.a. 5.56%
Leverage 5.11
Implied volatility 31.63%
Moneyness in-the-money
Leverage 3.8609
Delta 0.7558
Gamma 0.0006
Theta -0.0006
Rho 0.0183
Vega 0.0124
Fair value 0.21
Intrinsic value n.a.
Break-even 93.50
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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