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ZKB Call Warrant auf
Logitech International SA

ISIN: CH1305138880 Security: 130513888 Symbol: LOGYZZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

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 n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date28.02.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -79.00%
Year to date (YTD) n.a.
1 month -90.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue76.60
Premium0.19%
Premium p.a.9.75%
Leverage22.19
Implied volatility0.78

Reference data

ISIN CH1305138880
Symbol LOGYZZ
Security 130513888
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Logitech Intl N, CH0025751329
Underlying ISIN CH0025751329
Strike 84.00
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 18.71%
Premium p.a. 975.38%
Leverage 337.81
Implied volatility 77.87%
Moneyness out-of-the-money
Leverage 22.1940
Delta 0.0657
Gamma 0.0008
Theta -0.0033
Rho 0.0000
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 84.21
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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