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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1338502888 Security: 133850288 Symbol: LEOQ3Z Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.08
Change +14.29% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -68.75%
Year to date (YTD) n.a.
1 month -68.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue27.08
Premium0.19%
Premium p.a.0.72%
Leverage8.75
Implied volatility0.40

Reference data

ISIN CH1338502888
Symbol LEOQ3Z
Security 133850288
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 28.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 15.05.2024

Key figures

Premium 19.29%
Premium p.a. 71.86%
Leverage 32.13
Implied volatility 39.78%
Moneyness out-of-the-money
Leverage 8.7531
Delta 0.2724
Gamma 0.0067
Theta -0.0009
Rho 0.0016
Vega 0.0041
Fair value 0.08
Intrinsic value n.a.
Break-even 28.75
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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