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ZKB Put Warrant auf
Sonova Holding AG

ISIN: CH1305127644 Security: 130512764 Symbol: SOO2AZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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

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 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.05
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.53%
Year to date (YTD) -86.49%
1 month -88.37%
3 months -83.87%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue275.70
Premium0.07%
Premium p.a.0.85%
Leverage23.44
Implied volatility0.25

Reference data

ISIN CH1305127644
Symbol SOO2AZ
Security 130512764
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 270.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.12.2023

Key figures

Premium 7.24%
Premium p.a. 85.21%
Leverage 104.76
Implied volatility 24.51%
Moneyness out-of-the-money
Leverage 23.4428
Delta -0.2238
Gamma 0.0003
Theta -0.0025
Rho -0.0011
Vega 0.0050
Fair value 0.06
Intrinsic value n.a.
Break-even 267.25
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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