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ZKB Call Warrant auf
Sonova Holding AG

ISIN: CH1305142353 Security: 130514235 Symbol: SOOLIZ Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.37

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.36 0.37
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.37
Change -2.63% [ -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 date11.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -3.95%
Year to date (YTD) n.a.
1 month +146.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue273.90
Premium0.05%
Premium p.a.0.14%
Leverage8.57
Implied volatility0.27

Reference data

ISIN CH1305142353
Symbol SOOLIZ
Security 130514235
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 280.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.03.2024

Key figures

Premium 4.72%
Premium p.a. 14.49%
Leverage 15.61
Implied volatility 26.77%
Moneyness in-the-money
Leverage 8.5686
Delta 0.5491
Gamma 0.0002
Theta -0.0012
Rho 0.0073
Vega 0.0126
Fair value 0.27
Intrinsic value n.a.
Break-even 298.25
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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