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ZKB Put Warrant auf
Leonteq AG

ISIN: CH1338502979 Security: 133850297 Symbol: LEOPIZ Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 20.06.2024 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 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 20.06.24 17:15 20.06.24 17:15

Current data

Last price paid 0.31
Change -8.82% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 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 +38.64%
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 price0.22
Underlying price on issue27.08
Premium0.05%
Premium p.a.0.19%
Leverage4.65
Implied volatility0.40

Reference data

ISIN CH1338502979
Symbol LEOPIZ
Security 133850297
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 26.00
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 5.17%
Premium p.a. 19.04%
Leverage 7.93
Implied volatility 40.29%
Moneyness in-the-money
Leverage 4.6524
Delta -0.5864
Gamma 0.0077
Theta -0.0009
Rho -0.0047
Vega 0.0049
Fair value 0.13
Intrinsic value n.a.
Break-even 22.95
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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