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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1281046289 Security: 128104628 Symbol: LEO6AZ Life cycle
Secondary market

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) 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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

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 02.04.2024 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 -70.83%
Year to date (YTD) -83.33%
1 month -27.27%
3 months -83.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue31.05
Premium0.39%
Premium p.a.3.87%
Leverage9.06
Implied volatility0.78

Reference data

ISIN CH1281046289
Symbol LEO6AZ
Security 128104628
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 39.27%
Premium p.a. 387.41%
Leverage 74.57
Implied volatility 77.85%
Moneyness out-of-the-money
Leverage 9.0618
Delta 0.1215
Gamma 0.0031
Theta -0.0018
Rho 0.0003
Vega 0.0017
Fair value 0.04
Intrinsic value n.a.
Break-even 36.35
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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