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ZKB Call Warrant auf
Galenica AG

ISIN: CH1268390338 Security: 126839033 Symbol: GALAAZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 925'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.06
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -71.05%
Year to date (YTD) -62.50%
1 month -14.29%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue69.30
Premium0.14%
Premium p.a.0.37%
Leverage19.26
Implied volatility0.17

Reference data

ISIN CH1268390338
Symbol GALAAZ
Security 126839033
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 19.09.2023

Key figures

Premium 13.61%
Premium p.a. 37.35%
Leverage 128.91
Implied volatility 17.45%
Moneyness out-of-the-money
Leverage 19.2614
Delta 0.1494
Gamma 0.0031
Theta -0.0007
Rho 0.0037
Vega 0.0099
Fair value 0.06
Intrinsic value n.a.
Break-even 80.55
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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