Inhaltsseite: Home

ZKB Call Warrant auf
Leonteq AG

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

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 11:25:01

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 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 11:25 23.05.24 11:25

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
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 -90.00%
Year to date (YTD) -75.00%
1 month -35.71%
3 months -77.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue38.83
Premium0.55%
Premium p.a.1.59%
Leverage7.16
Implied volatility0.55

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 55.28%
Premium p.a. 158.87%
Leverage 57.89
Implied volatility 54.51%
Moneyness out-of-the-money
Leverage 7.1625
Delta 0.1237
Gamma 0.0024
Theta -0.0007
Rho 0.0010
Vega 0.0031
Fair value 0.05
Intrinsic value n.a.
Break-even 40.45
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading