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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1268390254 Security: 126839025 Symbol: LEOQRZ Life cycle
redeemed

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 250'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.03.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -87.04%
Year to date (YTD) -55.56%
1 month -27.27%
3 months -52.94%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue38.83
Premium0.75%
Premium p.a.39.23%
Leverage6.82
Implied volatility2.63

Reference data

ISIN CH1268390254
Symbol LEOQRZ
Security 126839025
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 46.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.09.2023

Key figures

Premium 75.24%
Premium p.a. 3923.04%
Leverage 75.57
Implied volatility 262.60%
Moneyness out-of-the-money
Leverage 6.8216
Delta 0.0903
Gamma 0.0017
Theta -0.0106
Rho 0.0000
Vega 0.0006
Fair value 0.04
Intrinsic value n.a.
Break-even 46.35
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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