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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1338504124 Security: 133850412 Symbol: LOGV5Z Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 10:53:02

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 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 26.06.24 10:53 26.06.24 10:53

Current data

Last price paid 0.21
Change -8.70% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Performance

Perf. since issue +11.90%
Year to date (YTD) n.a.
1 month -27.59%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue85.75
Premium0.12%
Premium p.a.0.48%
Leverage10.86
Implied volatility0.31

Reference data

ISIN CH1338504124
Symbol LOGV5Z
Security 133850412
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 96.00
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 12.22%
Premium p.a. 47.96%
Leverage 37.29
Implied volatility 31.45%
Moneyness out-of-the-money
Leverage 10.8556
Delta 0.2911
Gamma 0.0025
Theta -0.0023
Rho 0.0052
Vega 0.0151
Fair value 0.24
Intrinsic value n.a.
Break-even 98.35
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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