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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1338505766 Security: 133850576 Symbol: LOGTAZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 05:15:00

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.025
Change -28.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.08.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date30.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) n.a.
1 month -66.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue87.34
Premium0.60%
Premium p.a.1.21%
Leverage9.90
Implied volatility0.37

Reference data

ISIN CH1338505766
Symbol LOGTAZ
Security 133850576
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 120.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 23.05.2024

Key figures

Premium 60.36%
Premium p.a. 121.06%
Leverage 187.70
Implied volatility 37.39%
Moneyness out-of-the-money
Leverage 9.8963
Delta 0.0527
Gamma 0.0003
Theta -0.0003
Rho 0.0009
Vega 0.0029
Fair value 0.02
Intrinsic value n.a.
Break-even 120.40
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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