Inhaltsseite: Home

ZKB Call Warrant auf
Leonteq AG

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

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 27.06.2024 05:15:00

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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 27.06.24 17:15 27.06.24 17:15

Current data

Last price paid 0.09
Change +38.46% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.06.2024 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 -54.76%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue27.08
Premium0.39%
Premium p.a.0.73%
Leverage5.82
Implied volatility0.47

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 38.79%
Premium p.a. 73.36%
Leverage 23.47
Implied volatility 46.60%
Moneyness out-of-the-money
Leverage 5.8163
Delta 0.2478
Gamma 0.0042
Theta -0.0006
Rho 0.0024
Vega 0.0051
Fair value 0.10
Intrinsic value n.a.
Break-even 30.95
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading