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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1281046305 Security: 128104630 Symbol: LEOC4Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date08.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -62.50%
Year to date (YTD) -77.55%
1 month +69.23%
3 months -26.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue31.05
Premium0.27%
Premium p.a.0.76%
Leverage6.84
Implied volatility0.46

Reference data

ISIN CH1281046305
Symbol LEOC4Z
Security 128104630
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 32.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 01.12.2023

Key figures

Premium 26.63%
Premium p.a. 75.93%
Leverage 24.86
Implied volatility 45.75%
Moneyness out-of-the-money
Leverage 6.8422
Delta 0.2753
Gamma 0.0047
Theta -0.0009
Rho 0.0022
Vega 0.0052
Fair value 0.11
Intrinsic value n.a.
Break-even 33.05
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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