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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1268390254 Security: 126839025 Symbol: LEOQRZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 22.05.2024 05:15:00

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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

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 -85.19%
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
Premium0.78%
Premium p.a.2.22%
Leverage6.46
Implied volatility0.64

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 77.78%
Premium p.a. 221.79%
Leverage 65.25
Implied volatility 64.17%
Moneyness out-of-the-money
Leverage 6.4609
Delta 0.0990
Gamma 0.0018
Theta -0.0007
Rho 0.0008
Vega 0.0027
Fair value 0.04
Intrinsic value n.a.
Break-even 46.40
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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