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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1338502938 Security: 133850293 Symbol: LEO0NZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 05.07.2024 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 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.07.2024 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 -66.67%
Year to date (YTD) n.a.
1 month -59.38%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue27.08
Premium0.31%
Premium p.a.0.62%
Leverage7.39
Implied volatility0.37

Reference data

ISIN CH1338502938
Symbol LEO0NZ
Security 133850293
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 30.00
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 31.20%
Premium p.a. 61.55%
Leverage 33.43
Implied volatility 37.46%
Moneyness out-of-the-money
Leverage 7.3864
Delta 0.2210
Gamma 0.0048
Theta -0.0005
Rho 0.0023
Vega 0.0049
Fair value 0.07
Intrinsic value n.a.
Break-even 30.70
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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