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ZKB Call Warrant auf
Galenica AG

ISIN: CH1268390338 Security: 126839033 Symbol: GALAAZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.09.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -94.74%
Year to date (YTD) -90.63%
1 month -50.00%
3 months -80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue69.30
Premium0.10%
Premium p.a.4.95%
Leverage43.33
Implied volatility0.40

Reference data

ISIN CH1268390338
Symbol GALAAZ
Security 126839033
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Galenica N, CH0360674466
Underlying ISIN CH0360674466
Strike 80.00
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 9.50%
Premium p.a. 495.41%
Leverage 731.50
Implied volatility 40.37%
Moneyness out-of-the-money
Leverage 43.3273
Delta 0.0592
Gamma 0.0029
Theta -0.0032
Rho 0.0001
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 80.10
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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