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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1268390247 Security: 126839024 Symbol: LEO5OZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 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 10.06.2024 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 -92.22%
Year to date (YTD) -77.78%
1 month n.a.
3 months -27.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue38.83
Premium0.71%
Premium p.a.2.47%
Leverage6.77
Implied volatility0.67

Reference data

ISIN CH1268390247
Symbol LEO5OZ
Security 126839024
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 40.00
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 70.97%
Premium p.a. 246.72%
Leverage 67.43
Implied volatility 66.90%
Moneyness out-of-the-money
Leverage 6.7717
Delta 0.1004
Gamma 0.0021
Theta -0.0007
Rho 0.0006
Vega 0.0022
Fair value 0.04
Intrinsic value n.a.
Break-even 40.35
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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