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ZKB Call Warrant auf
Sonova Holding AG

ISIN: CH1281046784 Security: 128104678 Symbol: SOO1WZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:58:46

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 250'000.00 250'000.00
Date/time 29.05.24 09:58 29.05.24 09:58

Current data

Last price paid 0.21
Change -12.50% [ -0.03 ]
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 +7.89%
Year to date (YTD) -25.00%
1 month n.a.
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue255.55
Premium0.08%
Premium p.a.0.24%
Leverage10.81
Implied volatility0.25

Reference data

ISIN CH1281046784
Symbol SOO1WZ
Security 128104678
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 300.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.12.2023

Key figures

Premium 7.84%
Premium p.a. 23.64%
Leverage 28.07
Implied volatility 24.82%
Moneyness out-of-the-money
Leverage 10.8098
Delta 0.3851
Gamma 0.0002
Theta -0.0011
Rho 0.0057
Vega 0.0125
Fair value 0.21
Intrinsic value n.a.
Break-even 310.25
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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