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ZKB Put Warrant auf
Galenica AG

ISIN: CH1338503118 Security: 133850311 Symbol: GAL1GZ Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 19.06.2024 11:56:38

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.33 0.34
Volume 175'000.00 175'000.00
Date/time 19.06.24 11:56 19.06.24 11:56

Current data

Last price paid 0.34
Change -5.56% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -27.17%
Year to date (YTD) n.a.
1 month -27.66%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue71.03
Premium0.06%
Premium p.a.0.12%
Leverage8.69
Implied volatility0.20

Reference data

ISIN CH1338503118
Symbol GAL1GZ
Security 133850311
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Galenica N, CH0360674466
Underlying ISIN CH0360674466
Strike 72.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 15.05.2024

Key figures

Premium 6.47%
Premium p.a. 11.75%
Leverage 21.91
Implied volatility 20.01%
Moneyness out-of-the-money
Leverage 8.6919
Delta -0.3967
Gamma 0.0035
Theta -0.0009
Rho -0.0179
Vega 0.0210
Fair value 0.34
Intrinsic value n.a.
Break-even 68.65
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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