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ZKB Put Warrant auf
Logitech International SA

ISIN: CH1250736035 Security: 125073603 Symbol: LOGQTZ 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 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

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 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.28%
Year to date (YTD) -80.00%
1 month n.a.
3 months -77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue58.89
Premium0.33%
Premium p.a.2.90%
Leverage12.90
Implied volatility0.59

Reference data

ISIN CH1250736035
Symbol LOGQTZ
Security 125073603
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 55.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.05.2023

Key figures

Premium 33.39%
Premium p.a. 290.14%
Leverage 749.09
Implied volatility 59.38%
Moneyness out-of-the-money
Leverage 12.8974
Delta -0.0172
Gamma 0.0001
Theta -0.0004
Rho -0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 54.89
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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