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ZKB Put Warrant auf
Sonova Holding AG

ISIN: CH1268388027 Security: 126838802 Symbol: SOO7CZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.09.2023
Key Information Document DE 13.09.2023
Key Information Document EN 13.09.2023
Key Information Document FR 13.09.2023
Key Information Document IT 13.09.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date20.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.38%
Year to date (YTD) -84.62%
1 month n.a.
3 months -71.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue216.50
Premium0.28%
Premium p.a.3.67%
Leverage17.25
Implied volatility0.56

Reference data

ISIN CH1268388027
Symbol SOO7CZ
Security 126838802
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 205.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 13.09.2023

Key figures

Premium 28.12%
Premium p.a. 366.52%
Leverage 1'035.64
Implied volatility 55.51%
Moneyness out-of-the-money
Leverage 17.2496
Delta -0.0167
Gamma 0.0000
Theta -0.0007
Rho -0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 204.72
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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