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ZKB Call Warrant auf
Sonova Holding AG

ISIN: CH1305127560 Security: 130512756 Symbol: SOO40Z Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.08 0.09
Volume 600'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.09
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -59.52%
Year to date (YTD) -50.00%
1 month n.a.
3 months -18.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue275.70
Premium0.14%
Premium p.a.0.42%
Leverage13.55
Implied volatility0.25

Reference data

ISIN CH1305127560
Symbol SOO40Z
Security 130512756
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 320.00
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 13.85%
Premium p.a. 42.49%
Leverage 67.01
Implied volatility 24.59%
Moneyness out-of-the-money
Leverage 13.5483
Delta 0.2022
Gamma 0.0001
Theta -0.0009
Rho 0.0030
Vega 0.0091
Fair value 0.09
Intrinsic value n.a.
Break-even 324.25
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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