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ZKB Call Warrant auf
Sonova Holding AG

ISIN: CH1268373862 Security: 126837386 Symbol: SOOT7Z Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 31.05.2024 01:54:10

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 0.17 0.18
Volume 325'000.00 325'000.00
Date/time 31.05.24 13:54 31.05.24 13:54

Current data

Last price paid 0.20
Change -4.76% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +6.25%
Year to date (YTD) -13.04%
1 month +233.33%
3 months +17.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue235.30
Premium0.02%
Premium p.a.0.20%
Leverage11.04
Implied volatility0.38

Reference data

ISIN CH1268373862
Symbol SOOT7Z
Security 126837386
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 270.00
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 1.52%
Premium p.a. 19.83%
Leverage 16.63
Implied volatility 37.95%
Moneyness in-the-money
Leverage 11.0371
Delta 0.6637
Gamma 0.0001
Theta -0.0013
Rho 0.0008
Vega 0.0027
Fair value 0.04
Intrinsic value n.a.
Break-even 287.00
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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