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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1305131505 Security: 130513150 Symbol: LEO1UZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 475'000.00 475'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.12
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -62.12%
Year to date (YTD) n.a.
1 month +41.18%
3 months -25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue32.95
Premium0.33%
Premium p.a.0.53%
Leverage5.90
Implied volatility0.40

Reference data

ISIN CH1305131505
Symbol LEO1UZ
Security 130513150
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 34.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 22.01.2024

Key figures

Premium 33.02%
Premium p.a. 52.86%
Leverage 21.20
Implied volatility 40.49%
Moneyness out-of-the-money
Leverage 5.9038
Delta 0.2785
Gamma 0.0040
Theta -0.0007
Rho 0.0038
Vega 0.0070
Fair value 0.13
Intrinsic value n.a.
Break-even 35.25
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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