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ZKB Put Warrant auf
Sonova Holding AG

ISIN: CH1305132438 Security: 130513243 Symbol: SOORWZ Life cycle
Secondary market

Bid Price 0.43

Ask Price 0.44

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.01.2024
Key Information Document DE 23.01.2024
Key Information Document EN 23.01.2024
Key Information Document FR 23.01.2024
Key Information Document IT 23.01.2024

Price data

  Bid Ask
Price 0.43 0.44
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.43
Change +2.38% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date30.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -29.84%
Year to date (YTD) n.a.
1 month -42.67%
3 months -30.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue276.70
Premium0.09%
Premium p.a.0.16%
Leverage5.60
Implied volatility0.27

Reference data

ISIN CH1305132438
Symbol SOORWZ
Security 130513243
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 280.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 23.01.2024

Key figures

Premium 9.48%
Premium p.a. 15.73%
Leverage 13.12
Implied volatility 27.27%
Moneyness out-of-the-money
Leverage 5.6002
Delta -0.4269
Gamma 0.0001
Theta -0.0011
Rho -0.0167
Vega 0.0172
Fair value 0.44
Intrinsic value n.a.
Break-even 258.25
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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