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ZKB Put Warrant auf
Leonteq AG

ISIN: CH1305145844 Security: 130514584 Symbol: LEO7IZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 06.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 06.06.24 17:15 06.06.24 17:15

Current data

Last price paid 0.30
Change +3.45% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -15.71%
Year to date (YTD) n.a.
1 month -16.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue25.55
Premium0.17%
Premium p.a.0.22%
Leverage3.03
Implied volatility0.43

Reference data

ISIN CH1305145844
Symbol LEO7IZ
Security 130514584
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 24.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.03.2024

Key figures

Premium 17.45%
Premium p.a. 21.59%
Leverage 8.64
Implied volatility 43.19%
Moneyness out-of-the-money
Leverage 3.0320
Delta -0.3508
Gamma 0.0037
Theta -0.0006
Rho -0.0096
Vega 0.0085
Fair value 0.30
Intrinsic value n.a.
Break-even 21.05
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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