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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1338504066 Security: 133850406 Symbol: LOGPRZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 28.06.2024 05:15:00

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 0.13 0.14
Volume 350'000.00 350'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.14
Change -12.50% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume 1'000.00 Unit
Date/time 26.06.2024 17:15

Life cycle

Fixing19.07.2024
Settlement date29.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
Year to date (YTD) n.a.
1 month -41.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue85.75
Premium0.02%
Premium p.a.0.27%
Leverage18.83
Implied volatility0.23

Reference data

ISIN CH1338504066
Symbol LOGPRZ
Security 133850406
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 86.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 22.05.2024

Key figures

Premium 2.05%
Premium p.a. 26.70%
Leverage 32.19
Implied volatility 22.65%
Moneyness in-the-money
Leverage 18.8349
Delta 0.5851
Gamma 0.0036
Theta -0.0020
Rho 0.0018
Vega 0.0047
Fair value 0.09
Intrinsic value n.a.
Break-even 88.70
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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