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ZKB Call Warrant auf
Sonova Holding AG

ISIN: CH1268391880 Security: 126839188 Symbol: SOO6CZ Life cycle
Secondary market

Bid Price 0.60

Ask Price 0.61

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 12.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.60 0.61
Volume 100'000.00 100'000.00
Date/time 12.06.24 17:15 12.06.24 17:15

Current data

Last price paid 0.61
Change -6.15% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date27.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +202.50%
Year to date (YTD) -4.69%
1 month +45.24%
3 months -12.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue217.15
Premium0.02%
Premium p.a.0.06%
Leverage7.05
Implied volatility0.27

Reference data

ISIN CH1268391880
Symbol SOO6CZ
Security 126839188
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 260.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 20.09.2023

Key figures

Premium 1.63%
Premium p.a. 5.55%
Leverage 9.44
Implied volatility 27.50%
Moneyness in-the-money
Leverage 7.0513
Delta 0.7469
Gamma 0.0002
Theta -0.0009
Rho 0.0072
Vega 0.0095
Fair value 0.09
Intrinsic value n.a.
Break-even 290.25
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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