A sonic umbrella was a device used by Missy aboard a Mondasian colony ship during the battle. The activation controls were located at the handle end opposite the emitter at the tip. Missy had a tendency to dance with it when hearing music.
It had multiple uses, namely how Missy used her umbrella to locate and call up a lift on board the Mondasian colony ship, (TV: World Enough and Time/The Doctor Falls) locate the hidden lifts and shuttles found on Floor 0507, lock said lifts to stay on the desired floor, close a metal door several feet away and could combine with the Twelfth Doctor's Sonic screwdriver to create a barrier to hold a fully evolved Cyberman back while the Master (using his laser screwdriver) and a cyber-converted Bill Potts disabled it. The umbrella could also be used as an effective melee weapon, Missy using it to strike the Doctor to the floor shortly after he gained an advantage over her younger self and briefly knock the Master out with a blow to the head. (TV: The Doctor Falls)