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ZKB Put Warrant auf
Leonteq AG

ISIN: CH1338503035 Security: 133850303 Symbol: LEOCHZ Life cycle
Secondary market

Bid Price 0.55

Ask Price 0.56

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 20.06.2024 03:22:55

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 0.55 0.56
Volume 100'000.00 100'000.00
Date/time 20.06.24 15:22 20.06.24 15:22

Current data

Last price paid 0.57
Change -5.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date23.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +26.14%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue27.08
Premium0.07%
Premium p.a.0.09%
Leverage2.56
Implied volatility0.39

Reference data

ISIN CH1338503035
Symbol LEOCHZ
Security 133850303
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 28.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 15.05.2024

Key figures

Premium 7.04%
Premium p.a. 9.14%
Leverage 4.35
Implied volatility 39.04%
Moneyness in-the-money
Leverage 2.5635
Delta -0.5891
Gamma 0.0047
Theta -0.0005
Rho -0.0152
Vega 0.0082
Fair value 0.17
Intrinsic value n.a.
Break-even 22.45
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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