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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1338496289 Security: 133849628 Symbol: LOGNPZ Life cycle
Secondary market

Bid Price 0.56

Ask Price 0.57

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 0.56 0.57
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.57
Change -1.72% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date13.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +707.14%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue73.94
Premium0.01%
Premium p.a.0.09%
Leverage6.99
Implied volatility0.40

Reference data

ISIN CH1338496289
Symbol LOGNPZ
Security 133849628
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 78.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 03.05.2024

Key figures

Premium 0.70%
Premium p.a. 9.11%
Leverage 7.85
Implied volatility 39.63%
Moneyness in-the-money
Leverage 6.9928
Delta 0.8911
Gamma 0.0010
Theta -0.0017
Rho 0.0026
Vega 0.0023
Fair value 0.03
Intrinsic value n.a.
Break-even 89.30
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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