BNP/CALL/HANNOVER RUECK/230/0.1/21.03.25 | Real-time Boerse Frankfurt Warrants 16:20:44 11/07/2024 BST | ||
| 2.5 EUR | -1.96% |
|
| Current month | +4.94% | ||
| 1 month | +11.84% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
HANNOVER RE
| Date | Price | Change |
|---|---|---|
| 11/07/24 | 2.5 | -1.96% |
| 10/07/24 | 2.55 | +1.59% |
| 09/07/24 | 2.51 | -2.33% |
| 08/07/24 | 2.57 | +17.89% |
| 05/07/24 | 2.18 | -3.54% |
Real-time Boerse Frankfurt Warrants
Last update July 11, 2024 at 04:20 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | HANNOVER RE |
| Issuer | 
BNP Paribas
|
| WKN | PC9RQH |
| ISIN | DE000PC9RQH4 |
| Date issued | 14/05/2024 |
| Strike | 230 € |
| Maturity | 21/03/2025 (253 Days) |
| Parity | 10 : 1 |
| Emission price | 2.04 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.77 € |
|---|---|
| Lowest since issue | 1.72 € |
| Delta | 0.66x |
| Omega | 6.279 |
| Premium | 7.05x |
| Gearing | 9.49x |
| Moneyness | 1.036 |
| Difference Strike | -8.55 € |
| Difference Strike % | -3.72% |
| Spread | 0.02 € |
| Spread % | 0.79% |
| Theoretical value | 2.510 |
| Implied Volatility | 22.37 % |
| Total Loss Probability | 40.77 % |
| Intrinsic value | 0.8400 |
| Present value | 1.670 |
| Break even | 255.10 € |
| Theta | -0.03x |
| Vega | 0.07x |
| Rho | 0.09x |
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%
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