BNP/PUT/MÜNCHENER RÜCK/420/0.1/20.06.25 Share Price

Warrant

DE000PC1FCL8

Market Closed - Boerse Frankfurt Warrants 20:50:21 05/07/2024 BST
2.44 EUR +4.72% Intraday chart for BNP/PUT/MÜNCHENER RÜCK/420/0.1/20.06.25
Current month+27.60%
1 month+6.52%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Date Price Change
05/07/24 2.45 +5.15%
04/07/24 2.33 -5.67%
03/07/24 2.47 +6.01%
02/07/24 2.33 +25.27%
01/07/24 1.86 -3.12%

Real-time Boerse Frankfurt Warrants

Last update July 05, 2024 at 08:50 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying MUNICH RE
IssuerLogo Issuer BNP Paribas BNP Paribas
WKN PC1FCL
ISINDE000PC1FCL8
Date issued 08/12/2023
Strike 420
Maturity 20/06/2025 (349 Days)
Parity 10 : 1
Emission price 5.25
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 6.74
Lowest since issue 1.81
Delta-0.34x
Omega 6.135
Premium11.3x
Gearing18x
Moneyness 0.9425
Difference Strike -25.6
Difference Strike %-6.10%
Spread 0.05
Spread %2.00%
Theoretical value 2.475
Implied Volatility 21.91 %
Total Loss Probability 56.92 %
Intrinsic value 0.000000
Present value 2.475
Break even 395.25 €
Theta-0.03x
Vega0.16x
Rho-0.15x

Company Profile

Münchener Rückversicherungs-Gesellschaft (Munich Re) is one of the world leaders in reinsurance. Gross written premiums break down by activity as follows: - reinsurance (70.4%): non-life reinsurance (77.2% of gross written premiums) and life and health reinsurance (22.8%); - insurance (29.6%): life and health insurance (50% of gross premiums issued) and non-life insurance (21.2%). The remaining gross written premiums (28,8%) are from international insurance activities. Revenues are distributed geographically as follows: Germany (30.3%), Europe (26.2%), North America (28.8%), Asia and Australasia (9.8%), Africa and the Middle East (2.7%) and Latin America (2.2%).
Sector
-
More about the company

Ratings for Munich Re

Trading Rating
Investor Rating
ESG Refinitiv
A-
More Ratings

Consensus: Munich Re

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
16
Last Close Price
445.6 EUR
Average target price
477.1 EUR
Spread / Average Target
+7.07%
Consensus