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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1281046339 Security: 128104633 Symbol: LEOP8Z Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -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) -79.03%
1 month +30.00%
3 months -31.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue31.05
Premium0.40%
Premium p.a.1.15%
Leverage7.38
Implied volatility0.49

Reference data

ISIN CH1281046339
Symbol LEOP8Z
Security 128104633
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 36.00
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 40.23%
Premium p.a. 114.72%
Leverage 43.50
Implied volatility 48.57%
Moneyness out-of-the-money
Leverage 7.3806
Delta 0.1697
Gamma 0.0034
Theta -0.0008
Rho 0.0013
Vega 0.0039
Fair value 0.06
Intrinsic value n.a.
Break-even 36.60
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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