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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1281046313 Security: 128104631 Symbol: LEOGXZ 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) 04.06.2024 09:07:36

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 04.06.24 09:07 04.06.24 09:07

Current data

Last price paid 0.04
Change +14.29% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.05.2024 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 -85.42%
Year to date (YTD) -90.91%
1 month -27.27%
3 months -84.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue31.05
Premium0.27%
Premium p.a.4.05%
Leverage10.78
Implied volatility0.76

Reference data

ISIN CH1281046313
Symbol LEOGXZ
Security 128104631
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 26.61%
Premium p.a. 404.76%
Leverage 73.00
Implied volatility 76.35%
Moneyness out-of-the-money
Leverage 10.7778
Delta 0.1476
Gamma 0.0046
Theta -0.0024
Rho 0.0002
Vega 0.0015
Fair value 0.04
Intrinsic value n.a.
Break-even 32.35
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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