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ZKB Call Warrant auf
Sonova Holding AG

ISIN: CH1305148889 Security: 130514888 Symbol: SOO45Z Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.26

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.25 0.26
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.26
Change -7.14% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +112.50%
Year to date (YTD) n.a.
1 month +173.68%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue251.80
Premium0.01%
Premium p.a.0.11%
Leverage15.19
Implied volatility0.28

Reference data

ISIN CH1305148889
Symbol SOO45Z
Security 130514888
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sonova Hldg N, CH0012549785
Underlying ISIN CH0012549785
Strike 275.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 25.03.2024

Key figures

Premium 0.86%
Premium p.a. 11.19%
Leverage 22.38
Implied volatility 27.60%
Moneyness in-the-money
Leverage 15.1936
Delta 0.6790
Gamma 0.0004
Theta -0.0016
Rho 0.0015
Vega 0.0053
Fair value 0.05
Intrinsic value n.a.
Break-even 287.75
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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