Inhaltsseite: Home

ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305138963 Security: 130513896 Symbol: LOG7ZZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.015
Change -50.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date28.02.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -85.00%
Year to date (YTD) n.a.
1 month -87.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue76.61
Premium0.04%
Premium p.a.1.49%
Leverage58.36
Implied volatility0.21

Reference data

ISIN CH1305138963
Symbol LOG7ZZ
Security 130513896
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 86.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.02.2024

Key figures

Premium 4.09%
Premium p.a. 149.40%
Leverage 394.38
Implied volatility 20.92%
Moneyness out-of-the-money
Leverage 58.3578
Delta 0.1480
Gamma 0.0040
Theta -0.0016
Rho 0.0002
Vega 0.0016
Fair value 0.01
Intrinsic value n.a.
Break-even 86.21
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading