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ZKB Put Warrant auf
Galenica AG

ISIN: CH1281035159 Security: 128103515 Symbol: GALH3Z Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date26.10.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -84.21%
Year to date (YTD) -61.76%
1 month n.a.
3 months -27.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue65.88
Premium0.20%
Premium p.a.0.34%
Leverage11.05
Implied volatility0.23

Reference data

ISIN CH1281035159
Symbol GALH3Z
Security 128103515
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Galenica N, CH0360674466
Underlying ISIN CH0360674466
Strike 60.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.10.2023

Key figures

Premium 20.48%
Premium p.a. 33.98%
Leverage 124.50
Implied volatility 23.41%
Moneyness out-of-the-money
Leverage 11.0454
Delta -0.0887
Gamma 0.0012
Theta -0.0005
Rho -0.0044
Vega 0.0093
Fair value 0.06
Intrinsic value n.a.
Break-even 59.40
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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