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ZKB Call Warrant auf
Galenica AG

ISIN: CH1268375057 Security: 126837505 Symbol: GALHTZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.06.2023
Key Information Document DE 21.06.2023
Key Information Document EN 21.06.2023
Key Information Document FR 21.06.2023
Key Information Document IT 21.06.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.16%
Year to date (YTD) -80.00%
1 month -33.33%
3 months -86.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue71.43
Premium0.13%
Premium p.a.1.13%
Leverage30.98
Implied volatility0.23

Reference data

ISIN CH1268375057
Symbol GALHTZ
Security 126837505
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 21.06.2023

Key figures

Premium 13.05%
Premium p.a. 113.38%
Leverage 472.67
Implied volatility 22.62%
Moneyness out-of-the-money
Leverage 30.9834
Delta 0.0656
Gamma 0.0023
Theta -0.0008
Rho 0.0005
Vega 0.0030
Fair value 0.02
Intrinsic value n.a.
Break-even 80.15
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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