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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1305131513 Security: 130513151 Symbol: LEOY8Z Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 -73.68%
Year to date (YTD) n.a.
1 month -38.89%
3 months -35.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue32.95
Premium0.63%
Premium p.a.1.12%
Leverage6.34
Implied volatility0.48

Reference data

ISIN CH1305131513
Symbol LEOY8Z
Security 130513151
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 38.00
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 63.14%
Premium p.a. 111.87%
Leverage 47.20
Implied volatility 48.32%
Moneyness out-of-the-money
Leverage 6.3406
Delta 0.1343
Gamma 0.0025
Theta -0.0005
Rho 0.0015
Vega 0.0038
Fair value 0.05
Intrinsic value n.a.
Break-even 38.50
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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