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ZKB Put Warrant auf
Leonteq AG

ISIN: CH1281046362 Security: 128104636 Symbol: LEOGJZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 23.05.2024 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 0.38 0.39
Volume 125'000.00 125'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.39
Change -7.14% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date08.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +20.31%
Year to date (YTD) +77.27%
1 month -41.79%
3 months -4.88%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue31.05
Premium0.01%
Premium p.a.0.13%
Leverage5.47
Implied volatility0.44

Reference data

ISIN CH1281046362
Symbol LEOGJZ
Security 128104636
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 30.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 01.12.2023

Key figures

Premium 1.32%
Premium p.a. 13.39%
Leverage 6.88
Implied volatility 43.71%
Moneyness in-the-money
Leverage 5.4727
Delta -0.7951
Gamma 0.0078
Theta -0.0013
Rho -0.0025
Vega 0.0024
Fair value 0.04
Intrinsic value n.a.
Break-even 26.15
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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