Inhaltsseite: Home

ZKB Call Warrant auf
Galenica AG

ISIN: CH1305145752 Security: 130514575 Symbol: GALLRZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 26.06.2024 09:14:53

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 26.06.24 09:14 26.06.24 09:14

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Key figures on issue

Issue price0.29
Underlying price on issue74.03
Premium0.11%
Premium p.a.0.14%
Leverage10.22
Implied volatility0.17

Reference data

ISIN CH1305145752
Symbol GALLRZ
Security 130514575
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 19.03.2024

Key figures

Premium 10.61%
Premium p.a. 14.09%
Leverage 26.28
Implied volatility 17.42%
Moneyness out-of-the-money
Leverage 10.2199
Delta 0.3889
Gamma 0.0034
Theta -0.0009
Rho 0.0198
Vega 0.0249
Fair value 0.29
Intrinsic value n.a.
Break-even 82.85
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading