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ZKB Put Warrant auf
Sonova Holding AG

ISIN: CH1281046875 Security: 128104687 Symbol: SOO31Z Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

Price data

  Bid Ask
Price 0.075 0.085
Volume 675'000.00 350'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.075
Change +7.14% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -77.78%
Year to date (YTD) -68.75%
1 month -65.91%
3 months -60.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue255.60
Premium0.18%
Premium p.a.0.54%
Leverage10.17
Implied volatility0.31

Reference data

ISIN CH1281046875
Symbol SOO31Z
Security 128104687
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 240.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.12.2023

Key figures

Premium 18.14%
Premium p.a. 54.27%
Leverage 72.08
Implied volatility 30.67%
Moneyness out-of-the-money
Leverage 10.1671
Delta -0.1411
Gamma 0.0001
Theta -0.0010
Rho -0.0030
Vega 0.0074
Fair value 0.08
Intrinsic value n.a.
Break-even 236.00
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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