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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1305131521 Security: 130513152 Symbol: LEOXRZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

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 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.065
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.05.2024 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 -40.91%
Year to date (YTD) n.a.
1 month n.a.
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue32.95
Premium0.61%
Premium p.a.0.98%
Leverage6.11
Implied volatility0.47

Reference data

ISIN CH1305131521
Symbol LEOXRZ
Security 130513152
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 42.00
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 60.94%
Premium p.a. 97.56%
Leverage 40.77
Implied volatility 46.67%
Moneyness out-of-the-money
Leverage 6.1125
Delta 0.1499
Gamma 0.0024
Theta -0.0005
Rho 0.0021
Vega 0.0049
Fair value 0.07
Intrinsic value n.a.
Break-even 42.65
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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