BNP/CALL/HANNOVER RUECK/245/0.1/20.09.24 | Real-time Bid/Ask 18:14:05 11/07/2024 BST | ||
| 0.65 EUR / 0.69 EUR | +3.08% |
|
| Current month | +3.17% | ||
| 1 month | +6.56% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
HANNOVER RE
| Date | Price | Change |
|---|---|---|
| 11/07/24 | 0.63 | -3.08% |
| 10/07/24 | 0.65 | -4.41% |
| 09/07/24 | 0.68 | -5.56% |
| 08/07/24 | 0.72 | +56.52% |
| 05/07/24 | 0.46 | -11.54% |
Delayed Quote Börse Stuttgart
Last update July 11, 2024 at 05:15 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | HANNOVER RE |
| Issuer | 
BNP Paribas
|
| WKN | PC9N7Y |
| ISIN | DE000PC9N7Y9 |
| Date issued | 13/05/2024 |
| Strike | 245 € |
| Maturity | 20/09/2024 (71 Days) |
| Parity | 10 : 1 |
| Emission price | 0.55 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.06 € |
|---|---|
| Lowest since issue | 0.38 € |
| Delta | 0.43x |
| Omega | 15.86 |
| Premium | 5.41x |
| Gearing | 36.71x |
| Moneyness | 0.9739 |
| Difference Strike | 6.4 € |
| Difference Strike % | +2.61% |
| Spread | 0.04 € |
| Spread % | 5.97% |
| Theoretical value | 0.6700 |
| Implied Volatility | 20.88 % |
| Total Loss Probability | 60.16 % |
| Intrinsic value | 0.000000 |
| Present value | 0.6700 |
| Break even | 251.70 € |
| Theta | -0.05x |
| Vega | 0.04x |
| Rho | 0.02x |
Company Profile
Hannover Rück SE is a world leader in reinsurance. Gross written premiums break down by activity as follows:
- non-life reinsurance (72.9%);
- life and health reinsurance (27.1%).
Gross written premiums are distributed geographically as follows: Germany (7.2%), the United Kingdom (13.4%), France (3.7%), Europe (11.7%), North America (34.9%), Asia (16.1%), Australia (6.7%), Africa (2.2%) and other (4.1%).
Sector
-
Consensus: Hannover Re
Sell
Buy
Mean consensus
HOLD
Number of Analysts
15
Last Close Price
238.3
EUR
Average target price
242.5
EUR
Spread / Average Target
+1.78%
- Stock Market
- Warrants
- Warrant
