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ZKB Call Warrant auf
Leonteq AG

ISIN: CH1268385023 Security: 126838502 Symbol: LEO0HZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.08.2023
Key Information Document DE 23.08.2023
Key Information Document EN 23.08.2023
Key Information Document FR 23.08.2023
Key Information Document IT 23.08.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date30.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.28%
Year to date (YTD) -46.67%
1 month -27.27%
3 months -80.95%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue40.45
Premium0.71%
Premium p.a.5.26%
Leverage6.98
Implied volatility0.96

Reference data

ISIN CH1268385023
Symbol LEO0HZ
Security 126838502
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 44.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 23.08.2023

Key figures

Premium 70.58%
Premium p.a. 525.73%
Leverage 74.29
Implied volatility 95.86%
Moneyness out-of-the-money
Leverage 6.9816
Delta 0.0940
Gamma 0.0018
Theta -0.0016
Rho 0.0003
Vega 0.0016
Fair value 0.04
Intrinsic value n.a.
Break-even 44.35
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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