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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1338502904 Security: 133850290 Symbol: LEO4IZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 20.06.2024 01:50:13

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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 20.06.24 13:50 20.06.24 13:50

Current data

Last price paid 0.13
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -58.06%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue27.08
Premium0.21%
Premium p.a.0.38%
Leverage6.15
Implied volatility0.37

Reference data

ISIN CH1338502904
Symbol LEO4IZ
Security 133850290
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 20.94%
Premium p.a. 38.22%
Leverage 16.79
Implied volatility 37.01%
Moneyness out-of-the-money
Leverage 6.1528
Delta 0.3664
Gamma 0.0056
Theta -0.0007
Rho 0.0041
Vega 0.0068
Fair value 0.15
Intrinsic value n.a.
Break-even 29.45
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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