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ZKB Put Warrant auf
Leonteq AG

ISIN: CH1281046370 Security: 128104637 Symbol: LEOTWZ Life cycle
Secondary market

Bid Price 0.55

Ask Price 0.56

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 0.55 0.56
Volume 100'000.00 100'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.56
Change -5.08% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date08.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +58.57%
Year to date (YTD) +107.41%
1 month 0.00%
3 months +33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue31.05
Premium0.06%
Premium p.a.0.16%
Leverage2.92
Implied volatility0.48

Reference data

ISIN CH1281046370
Symbol LEOTWZ
Security 128104637
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Leonteq N, CH0190891181
Underlying ISIN CH0190891181
Strike 30.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 01.12.2023

Key figures

Premium 5.96%
Premium p.a. 15.54%
Leverage 4.68
Implied volatility 47.99%
Moneyness in-the-money
Leverage 2.9175
Delta -0.6228
Gamma 0.0049
Theta -0.0010
Rho -0.0083
Vega 0.0061
Fair value 0.16
Intrinsic value n.a.
Break-even 24.45
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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