Threats to Leona with this build
|Bard||Bard is extremely squishy, his poke hisn't too great but if can land his Q it'll make it hard to initiate with. Doesn't have reliable disengage.|
|Soraka||Easy match-up for Leona, doesn't have any hard CC, powerful heals making initiating hard, cannot heal herself making it easy to focus her than the ADC.|
Cunning only have limited items that can be useful to a support, so you will have to chose wisely on how you want your play style to be. 'Wanderer' and 'Explorer (from Resolve)' go really well together giving you a burst of movespeed making it easier to initiate. The secret stash is always a must, since they're betting then potions by far. The rest is optional, You could chose to spend the points into something else but I find that 'Bandit' will always be good for that 1 extra gold per minion death.
In Resolve, there are many good mysteries to choose from so they have to be limited. Since Leona is a tanky support champion it's best that you focus on armor, magic resis and health but in this case I've chosen only armor. The reason for this is because not many people play an 'AP' support that Leona will struggle against. Yes, there are match-ups that do counter her but these can easily be resolved by buying magic resis items first. The 2 best mysteries I suggest you take is 'Runic Armor' and 'Courage of the Colossus'. These will give her a more aggressive play style early on without having to worry too much about dying early game and late.