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ZKB Put Warrant auf
Logitech International SA

ISIN: CH1237245027 Security: 123724502 Symbol: LOGEOZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.25%
Year to date (YTD) -66.67%
1 month n.a.
3 months -60.00%
1 year -94.12%
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue48.14
Premium0.52%
Premium p.a.4.48%
Leverage7.79
Implied volatility1.00

Reference data

ISIN CH1237245027
Symbol LOGEOZ
Security 123724502
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 40.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 16.03.2023

Key figures

Premium 51.59%
Premium p.a. 448.34%
Leverage 749.09
Implied volatility 99.64%
Moneyness out-of-the-money
Leverage 7.7889
Delta -0.0104
Gamma 0.0000
Theta -0.0004
Rho -0.0001
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 39.89
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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