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ZKB Put Warrant auf
Sonova Holding AG

ISIN: CH1268391864 Security: 126839186 Symbol: SOOMVZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 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 0.03 0.04
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 0.03
Change +20.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 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 -89.71%
Year to date (YTD) -66.67%
1 month -62.50%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue217.15
Premium0.30%
Premium p.a.0.93%
Leverage9.13
Implied volatility0.41

Reference data

ISIN CH1268391864
Symbol SOOMVZ
Security 126839186
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 200.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 20.09.2023

Key figures

Premium 30.39%
Premium p.a. 93.21%
Leverage 162.74
Implied volatility 41.04%
Moneyness out-of-the-money
Leverage 9.1252
Delta -0.0561
Gamma 0.0000
Theta -0.0007
Rho -0.0012
Vega 0.0037
Fair value 0.04
Intrinsic value n.a.
Break-even 198.25
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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