Leona is one of the most OP supports in s5 as well as morgana and thresh
Due to the 3 stuns and the huge armor and magic resist buff her spells provide leona is a very popular mobile tank support which in my opinion is the best to climb up
As for low elos (bronze, silver) leona's power is underestimated so she is not banned most times so try give it a shot.

As for masteries, I prefer 0/21/9 with all the defensive stats in defense and the standard utilty masteries in the utility tree
You could rush 0/30/0 but that is just BAD
Also I like having a bit cdr with leona by taking 4 poins in sorcery in the offensive tree but it depends on what you like so I wil leave it up to you

It is pretty standard spells exhaust which lowers the damage, armor, magic resist and the movement speed of enemies for 2.5 seconds and flash which will help you catch up high priority targets and escape from ganks ect.

Lets start with Leona's passive, Sunlight
Leona's spells charge any enemy unit damaged with Sunlight for 3.5 seconds. When allied champions deal any damage to those targets they consume the Sunlight debuff to deal 20 / 35 / 50 / 65 / 80 / 95 / 110 / 125 / 140 additional magic damage.
This additional damage is counted as the ally's damage and it will benefit from their magic penetration. Leona is unable to activate the additional damage herself.

Sunlight is an on-spell effect that applies a debuff.

1) Applies spell effects as a single target ability.
2) Hextech Revolver item.png Spell vamp is fully applied.
3) Rylai's Crystal Scepter item.png Rylai's Crystal Scepter will apply a 35% slow.
4) Magic damage will be mitigated by magic shields.
5) Banshee's Veil item.png Spell shields will block the application of the debuff, but will not block the detonation of a mark.
The damage dealt by Sunlight's mark is credited to the allied champion, not Leona. As such, the magic damage will benefit from their magic penetration and will apply any spell effects they have, including spell vamp.
Sunlight does not stack. Further applications of the debuff only refresh the timer.
Sunlight has a hidden passive which causes champions wearing sunglasses to take 1 less damage from Sunlight, such as Vayne. This extends to champion skins as well, even if their default skin does not normally wear sunglasses, such as Surfer Singed.

Next we have her Q, Shield of Daybreak

Leona's next basic attack will be a shield slam, dealing additional magic damage and stunning the target for 1.25 seconds
Magic damage: 40 / 70 / 100 / 130 / 160 (+ 30% AP)
Leona's Q also applies the same on-hit effect that I referred previously and:

1) Shield of Daybreak's bonus damage will affect structures.
2) It can also ignore dodges, blinds and blocks

On the other hand her Q can be dodged by Spells Shields such as Banshee's Veil

This is in my opinion the most broken ability in the whole leaguo of legends history

Leona surrounds herself with a shield of sunlight, gaining bonus armor and magic resistance for 3 seconds. When the effect ends the shield bursts, dealing magic damage to enemies within 275 range of her. If Eclipse damages any enemies, the bonuses remain for an additional 3 seconds.

Armor: 20 / 30 / 40 / 50 / 60 (+ 20% bonus armor)
Magic Resistance: 20 / 30 / 40 / 50 / 60 (+20% bonus magic resistance)
Magic damage: 60 / 110 / 160 / 210 / 260 (+ 40% AP)

Eclipse has no cast time and does not interrupt Leona's previous orders.
Eclipse's armor and magic resistance bonuses do not factor in themselves.

Leona projects a solar image of her sword, dealing magic damage to all enemies in a line. Leona will dash to the last enemy champion struck, briefly rotting them in place as she travels.

Magic damage: 60 / 100 / 140 / 180 / 220 (+ 40% AP)

1)Can be dodged by Spells Shields such as Banshee's Veil
2)Champion clones such as Wukong's Decoy will be damaged by Zenith Blade but will not trigger the dash.
3)Leona will automatically attempt to attack the target she dashes to.

Leona calls down a beam of solar energy to a target location. After a 0.625 delay, it deals magic damage to all enemies within 250 range and slows them by 80% for 1.5 seconds. Enemies within 100 range are stunned for 1.5 seconds instead of being slowed.
For the duration, the beam also grants vision in a radius of 350.

Magic damage: 150 / 250 / 350 (+ 80% AP)

At level 1 take your Q (because it's a single target cc and can be useful in early) and max it second
At level 2 take your E for more even poking and max it last
At level 3 take your W and max it first due to the armor/mr buff it grants
As for your ultimate take it at levels 6,11 and 16.

As a Leona you want to catch with your ultimate most of the enemy team so your team will finish then off quickly

In laning phase you want to have the river and the enterances to your lane warded and watch out for your jungler's ganks.
When your jungle/top/mid has pinged you that he is coming make sure the enemies have no vision so they won't see him and stun tem enemy adc
When ganked by the enemy top/mid/jungle you want to try and save your adc first or if there is a teammate nearby you want to keep them in as long as it needs for him to come and help you.
In general you shouldn't be afraid to tank 3 peopele pre 6 because you have the armor buff from you W, items and runes.

Pros:

1) Leona is a mobile tank that can absord tons of damage by the enemy team due to her late game sustain (tons of armor/mr/hp)
2) Leona is also pretty strong support pre 6 and after 6
Lets analyse that a bit...
First of all(we are talking about pre 6 leona's laning phase), having acitvated the Q and Wbefore E will get 2 stuns at the enemy and the damage from your W, which means if you have a vayne in your team that can stun him with her E and he will be dead in no time, but in general Leona can also be helpfull at ganks or, unlikely most supports which need the adc/top with them to go for a gank, Leona can just QEWR him and then bam you just secured a kill for your teammate.
LATE GAME
3) Due to most enemies underestimate Leona's magic damage, she can also 1v1 the enemy adc or mid and in most cases kill him. this is due to the thormnail and its passive
Meaning that she can deal on around 500 magic damage with her spells so why not?
4) Leona is pretty good also in locking down the whole enemy team
Her ultimate can stun 1 enemy and slow the other 4 (if targeted correctly) so if you want to be a good Leona practice your mechanics