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ZKB Put Warrant auf
Leonteq AG

ISIN: CH1305131562 Security: 130513156 Symbol: LEO6LZ Life cycle
Secondary market

Bid Price 0.40

Ask Price 0.41

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 27.09.2024 01:30:15

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 0.40 0.41
Volume 125'000.00 125'000.00
Date/time 27.09.24 13:30 27.09.24 13:30

Current data

Last price paid 0.41
Change -12.77% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 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 +19.12%
Year to date (YTD) n.a.
1 month +5.13%
3 months -48.75%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue32.95
Premium0.03%
Premium p.a.0.11%
Leverage4.52
Implied volatility0.36

Reference data

ISIN CH1305131562
Symbol LEO6LZ
Security 130513156
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 30.00
C/P type put
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 3.17%
Premium p.a. 11.46%
Leverage 6.62
Implied volatility 36.30%
Moneyness in-the-money
Leverage 4.5233
Delta -0.6836
Gamma 0.0070
Theta -0.0008
Rho -0.0062
Vega 0.0050
Fair value 0.09
Intrinsic value n.a.
Break-even 25.95
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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