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ZKB Call Warrant auf
Sonova Holding AG

ISIN: CH1268373698 Security: 126837369 Symbol: SOOH7Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'005'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'005'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.03
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 5'000.00 Unit
Date/time 28.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -70.00%
Year to date (YTD) -70.00%
1 month n.a.
3 months -53.85%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue235.30
Premium0.05%
Premium p.a.0.60%
Leverage24.11
Implied volatility0.25

Reference data

ISIN CH1268373698
Symbol SOOH7Z
Security 126837369
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 300.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.06.2023

Key figures

Premium 5.10%
Premium p.a. 60.03%
Leverage 96.10
Implied volatility 24.98%
Moneyness out-of-the-money
Leverage 24.1081
Delta 0.2509
Gamma 0.0002
Theta -0.0008
Rho 0.0005
Vega 0.0026
Fair value 0.03
Intrinsic value n.a.
Break-even 303.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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