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ZKB Put Warrant auf
Sonova Holding AG

ISIN: CH1281046792 Security: 128104679 Symbol: SOOVPZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 12.06.2024 04:27:34

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 0.19 0.20
Volume 350'000.00 350'000.00
Date/time 12.06.24 16:27 12.06.24 16:27

Current data

Last price paid 0.20
Change -9.09% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -65.09%
Year to date (YTD) -48.72%
1 month -42.86%
3 months -37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue255.60
Premium0.17%
Premium p.a.0.30%
Leverage6.93
Implied volatility0.30

Reference data

ISIN CH1281046792
Symbol SOOVPZ
Security 128104679
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 250.00
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 17.15%
Premium p.a. 30.10%
Leverage 31.42
Implied volatility 29.58%
Moneyness out-of-the-money
Leverage 6.9343
Delta -0.2207
Gamma 0.0001
Theta -0.0009
Rho -0.0081
Vega 0.0129
Fair value 0.19
Intrinsic value n.a.
Break-even 240.75
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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