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ZKB Put Warrant auf
Logitech International SA

ISIN: CH1338505725 Security: 133850572 Symbol: LOGW4Z Life cycle
Secondary market

Bid Price 0.34

Ask Price 0.35

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 26.06.2024 03:13:09

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.05.2024
Key Information Document DE 23.05.2024
Key Information Document EN 23.05.2024
Key Information Document FR 23.05.2024
Key Information Document IT 23.05.2024

Price data

  Bid Ask
Price 0.34 0.35
Volume 150'000.00 150'000.00
Date/time 26.06.24 15:13 26.06.24 15:13

Current data

Last price paid 0.34
Change +3.03% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date30.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +4.55%
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 price0.33
Underlying price on issue87.34
Premium0.11%
Premium p.a.0.20%
Leverage5.15
Implied volatility0.32

Reference data

ISIN CH1338505725
Symbol LOGW4Z
Security 133850572
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 84.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 23.05.2024

Key figures

Premium 10.51%
Premium p.a. 19.78%
Leverage 12.49
Implied volatility 31.76%
Moneyness out-of-the-money
Leverage 5.1547
Delta -0.4128
Gamma 0.0010
Theta -0.0010
Rho -0.0107
Vega 0.0121
Fair value 0.35
Intrinsic value n.a.
Break-even 77.10
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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