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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1281035191 Security: 128103519 Symbol: LEORRZ Life cycle
redeemed

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) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 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 22.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.00%
Year to date (YTD) -60.00%
1 month -38.46%
3 months -85.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue38.65
Premium0.78%
Premium p.a.40.84%
Leverage6.49
Implied volatility2.75

Reference data

ISIN CH1281035191
Symbol LEORRZ
Security 128103519
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 42.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.10.2023

Key figures

Premium 78.32%
Premium p.a. 4083.61%
Leverage 67.86
Implied volatility 274.84%
Moneyness out-of-the-money
Leverage 6.4915
Delta 0.0957
Gamma 0.0019
Theta -0.0104
Rho 0.0000
Vega 0.0006
Fair value 0.04
Intrinsic value n.a.
Break-even 42.35
SSPA value at risk n.a.
SSPA risk rating n.a.

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