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Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.23
Change +21.05% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -39.19%
Year to date (YTD) -41.03%
1 month +91.67%
3 months -28.13%
1 year n.a.
3 years n.a.

Key figures on issue

Reference data

ISIN CH1268390312
Symbol GALG2Z
Security 126839031
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Galenica N, CH0360674466
Underlying ISIN CH0360674466
Strike 72.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.09.2023

Key figures

Premium 0.34%
Premium p.a. 17.62%
Leverage 32.89
Implied volatility 22.38%
Moneyness in-the-money
Leverage 26.7696
Delta 0.8139
Gamma 0.0115
Theta -0.0046
Rho 0.0011
Vega 0.0027
Fair value 0.03
Intrinsic value n.a.
Break-even 74.25
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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