I found the name on this website
http://www.nriol.com/babynames/bss.asp .I also found it in "The Penguin Book of Hindu Names" by Maneka Gandhi .The spelling in the book is "SYONA" , but in the eplanation she said the "a" is silent .I'm not sure about that .She also gave the meaning as mild ,soft,gentle,auspicious,pleasing ,ray of light ;the sun .I know sometimes these books and websites can give the wrong meaning of names.
I'm also not sure of the pronounciation .