Gangplank

There are very few lane matchups in the entire game of league of legends as difficult and one-sided as this, thus the hardest rating is reserved for it alone. Leona vs Gangplank. He has a cleanse and a speed buff which by itself counters half your kit. Aside from being hard to gank or pin down he counters you in a few more ways. His passive makes winning trades as Leona impossible. His Q will unavoidably poke you down and zone you away from farm, particularly in tandem with his barrels, which you will have no way to deal with. Even if you roam his ultimate will allow him to contribute in ruining your skirmishes and he will outscale you massively. Buy Ninja Tabi and try to all-in him when his w is down, with jungle help if at all possible and even still be weary of him. Realistically, he should almost always be the champion you ban.
However, all that is said concerning my experience with Gangplank players around Diamond 3 elo, the one saving grace for Leona is that Gangplank is difficult to execute and should be much less of a threat in lower elos.