Call-Warrant

Symbol: LEO71Z
Underlyings: Leonteq AG
ISIN: CH1530935035
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.
Price Time-delayed price
02.10.26
17:34:33
-
-
CHF
Volume
0
0
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.810
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.680 Volume 75,000
Time 13:01:58 Date 28/07/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1530935035
Valor 153093503
Symbol LEO71Z
Strike 12.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 24/02/2026
Date of maturity 25/06/2027
Last trading day 18/06/2027
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Leonteq AG
ISIN CH0190891181
Price 20.00 CHF
Date 02/10/26 17:30
Ratio 10.00

Key data

Intrinsic value 0.81
Time value 0.01
Implied volatility 0.43%
Leverage 2.43
Delta 0.99
Gamma 0.01
Vega 0.00
Distance to Strike -8.10
Distance to Strike in % -40.30%

market maker quality Date: 30/09/2026

Average Spread 1.24%
Last Best Bid Price 0.79 CHF
Last Best Ask Price 0.80 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 75,000
Average Sell Volume 75,000
Average Buy Value 60,117 CHF
Average Sell Value 60,867 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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