Being corporeal manifestations of Chaos, Daemons' attacks are magical and can wound ethereal creatures. etc. This includes any special or ranged attacks they may have.
Daemons are not of mortal flesh and have some immunity to mundane weapons. Daemons get a 5+ Ward save. However, this Ward save cannot be used against magical attacks (le. spells and magic items).
Any model in base to base conract with one or more models with the aura reduce their leadership by 1 to a minimium of 2