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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1338496297 Security: 133849629 Symbol: LOGC6Z Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 575'000.00

Date/time (delayed) 27.09.2024 03:48:35

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 0.14 0.15
Volume 575'000.00 575'000.00
Date/time 27.09.24 15:48 27.09.24 15:48

Current data

Last price paid 0.15
Change +15.38% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date13.05.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue -27.50%
Year to date (YTD) n.a.
1 month -25.00%
3 months -64.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue73.94
Premium0.38%
Premium p.a.0.29%
Leverage5.95
Implied volatility0.30

Reference data

ISIN CH1338496297
Symbol LOGC6Z
Security 133849629
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 100.00
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 37.97%
Premium p.a. 28.74%
Leverage 25.72
Implied volatility 29.77%
Moneyness out-of-the-money
Leverage 5.9460
Delta 0.2312
Gamma 0.0006
Theta -0.0004
Rho 0.0085
Vega 0.0127
Fair value 0.15
Intrinsic value n.a.
Break-even 102.90
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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