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ZKB Call Warrant auf
Galenica AG

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

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 24.05.2024 05:15:00

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 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.19
Change +5.56% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -32.76%
Year to date (YTD) n.a.
1 month -5.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue74.03
Premium0.14%
Premium p.a.0.16%
Leverage11.24
Implied volatility0.16

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 13.50%
Premium p.a. 16.00%
Leverage 37.03
Implied volatility 16.43%
Moneyness out-of-the-money
Leverage 11.2385
Delta 0.3035
Gamma 0.0032
Theta -0.0007
Rho 0.0168
Vega 0.0232
Fair value 0.20
Intrinsic value n.a.
Break-even 81.95
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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