Recent theoretical studies have demonstrated the possibility to excite and sustain noncollinear magnetization states in ferromagnetic nanowires. The resulting state is referred to as a spin-density wave (SDW). SDWs can be interpreted as hydrodynamic states with a constant fluid density and fluid velocity in systems with easy-plane anisotropy. Here, we consider the effect of the nonlocal dipole field arising from the finite thickness of magnetic thin films on the spatial profile of the SDW and on the associated magnon dispersion. Utilizing a hydrodynamic formulation of the Larmor torque equation, it is found that the nonlocal dipole field modulates the fluid velocity. Such a modulation induces a magnonic band structure unlike the typical dispersion relation for magnons on uniform magnetization. The analytical results are validated by micromagnetic simulations. Band gaps on the order of gigahertz are numerically observed to depend on the SDW fluid velocity and film thickness for realistic material parameters. The presented results suggest that SDWs can find applications as reconfigurable magnonic crystals.