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ZKB Call Warrant auf
Sonova Holding AG

ISIN: CH1305127594 Security: 130512759 Symbol: SOOPVZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 29.05.2024 10:05:51

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 29.05.24 10:05 29.05.24 10:05

Current data

Last price paid 0.085
Change -5.56% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) -34.62%
1 month n.a.
3 months -10.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue275.70
Premium0.27%
Premium p.a.0.44%
Leverage10.77
Implied volatility0.25

Reference data

ISIN CH1305127594
Symbol SOOPVZ
Security 130512759
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 360.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.12.2023

Key figures

Premium 26.61%
Premium p.a. 43.75%
Leverage 76.61
Implied volatility 25.29%
Moneyness out-of-the-money
Leverage 10.7748
Delta 0.1406
Gamma 0.0001
Theta -0.0005
Rho 0.0041
Vega 0.0100
Fair value 0.08
Intrinsic value n.a.
Break-even 363.75
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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