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ZKB Put Warrant auf
Galenica AG

ISIN: CH1268390353 Security: 126839035 Symbol: GALM2Z Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.065 0.075
Volume 850'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.065
Change -13.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -84.78%
Year to date (YTD) -70.45%
1 month -53.57%
3 months -40.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue69.30
Premium0.05%
Premium p.a.0.44%
Leverage24.86
Implied volatility0.19

Reference data

ISIN CH1268390353
Symbol GALM2Z
Security 126839035
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Galenica N, CH0360674466
Underlying ISIN CH0360674466
Strike 68.00
C/P type put
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 5.08%
Premium p.a. 44.13%
Leverage 101.29
Implied volatility 19.43%
Moneyness out-of-the-money
Leverage 24.8637
Delta -0.2455
Gamma 0.0067
Theta -0.0017
Rho -0.0021
Vega 0.0075
Fair value 0.07
Intrinsic value n.a.
Break-even 67.30
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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