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ZKB Put Warrant auf
Leonteq AG

ISIN: CH1268390288 Security: 126839028 Symbol: LEOH4Z Life cycle
Secondary market

Bid Price 1.03

Ask Price 1.04

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date

Price data

  Bid Ask
Price 1.03 1.04
Volume 50'000.00 50'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 1.03
Change [ ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 +140.70%
Year to date (YTD) +83.93%
1 month -20.77%
3 months +3.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue38.83
Premium0.02%
Premium p.a.0.05%
Leverage2.08
Implied volatility0.50

Reference data

ISIN CH1268390288
Symbol LEOH4Z
Security 126839028
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 36.00
C/P type put
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 1.72%
Premium p.a. 4.92%
Leverage 2.52
Implied volatility 49.64%
Moneyness in-the-money
Leverage 2.0766
Delta -0.8235
Gamma 0.0034
Theta -0.0006
Rho -0.0112
Vega 0.0040
Fair value 0.05
Intrinsic value n.a.
Break-even 25.65
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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