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ZKB Put Warrant auf
Leonteq AG

ISIN: CH1268390288 Security: 126839028 Symbol: LEOH4Z Life cycle
Secondary market

Bid Price 1.07

Ask Price 1.08

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 1.07 1.08
Volume 50'000.00 50'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 1.08
Change -3.57% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +150.00%
Year to date (YTD) +92.86%
1 month -0.92%
3 months +28.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue38.83
Premium0.03%
Premium p.a.0.08%
Leverage1.88
Implied volatility0.55

Reference data

ISIN CH1268390288
Symbol LEOH4Z
Security 126839028
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 36.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.09.2023

Key figures

Premium 2.88%
Premium p.a. 7.52%
Leverage 2.42
Implied volatility 54.99%
Moneyness in-the-money
Leverage 1.8832
Delta -0.7787
Gamma 0.0034
Theta -0.0008
Rho -0.0119
Vega 0.0048
Fair value 0.08
Intrinsic value n.a.
Break-even 25.25
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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