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ZKB Call Warrant auf
Galenica AG

ISIN: CH1281050406 Security: 128105040 Symbol: GALHHZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.065
Change +44.44% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -63.16%
Year to date (YTD) -69.05%
1 month +30.00%
3 months -75.93%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue71.05
Premium0.03%
Premium p.a.0.35%
Leverage37.70
Implied volatility0.15

Reference data

ISIN CH1281050406
Symbol GALHHZ
Security 128105040
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Galenica N, CH0360674466
Underlying ISIN CH0360674466
Strike 76.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 2.68%
Premium p.a. 34.90%
Leverage 106.71
Implied volatility 14.57%
Moneyness out-of-the-money
Leverage 37.6987
Delta 0.3533
Gamma 0.0123
Theta -0.0021
Rho 0.0020
Vega 0.0077
Fair value 0.07
Intrinsic value n.a.
Break-even 76.70
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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