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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1338504116 Security: 133850411 Symbol: LOGV6Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing16.08.2024
Settlement date29.05.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -96.72%
Year to date (YTD) n.a.
1 month -93.75%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue85.75
Premium0.15%
Premium p.a.7.91%
Leverage32.08
Implied volatility0.57

Reference data

ISIN CH1338504116
Symbol LOGV6Z
Security 133850411
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 90.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 22.05.2024

Key figures

Premium 15.16%
Premium p.a. 790.74%
Leverage 745.14
Implied volatility 57.35%
Moneyness out-of-the-money
Leverage 32.0847
Delta 0.0431
Gamma 0.0015
Theta -0.0037
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 90.11
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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