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ZKB Put Warrant auf
Sonova Holding AG

ISIN: CH1268380982 Security: 126838098 Symbol: SOOVSZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:00:16

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.08.2023
Key Information Document DE 04.08.2023
Key Information Document EN 04.08.2023
Key Information Document FR 04.08.2023
Key Information Document IT 04.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:00 29.05.24 09:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.62%
Year to date (YTD) -86.36%
1 month -83.33%
3 months -72.73%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue231.70
Premium0.22%
Premium p.a.2.67%
Leverage18.69
Implied volatility0.46

Reference data

ISIN CH1268380982
Symbol SOOVSZ
Security 126838098
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 225.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.08.2023

Key figures

Premium 21.97%
Premium p.a. 267.27%
Leverage 575.40
Implied volatility 45.57%
Moneyness out-of-the-money
Leverage 18.6936
Delta -0.0325
Gamma 0.0000
Theta -0.0010
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 224.50
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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