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ZKB Put Warrant auf
Logitech International SA

ISIN: CH1338504306 Security: 133850430 Symbol: LOGZ8Z Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.47

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 26.06.2024 10:12:24

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 0.46 0.47
Volume 125'000.00 125'000.00
Date/time 26.06.24 10:12 26.06.24 10:12

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -7.00%
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 price0.50
Underlying price on issue85.68
Premium0.15%
Premium p.a.0.15%
Leverage3.58
Implied volatility0.33

Reference data

ISIN CH1338504306
Symbol LOGZ8Z
Security 133850430
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
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 22.05.2024

Key figures

Premium 15.25%
Premium p.a. 15.20%
Leverage 9.48
Implied volatility 32.76%
Moneyness out-of-the-money
Leverage 3.5794
Delta -0.3777
Gamma 0.0007
Theta -0.0008
Rho -0.0197
Vega 0.0167
Fair value 0.47
Intrinsic value n.a.
Break-even 74.70
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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