BNP/PUT/MÜNCHENER RÜCK/500/0.1/18.12.26 Share Price

Warrant

DE000PC30SZ5

Market Closed - Boerse Frankfurt Warrants 20:50:13 05/07/2024 BST
9.01 EUR +2.97% Intraday chart for BNP/PUT/MÜNCHENER RÜCK/500/0.1/18.12.26
Current month+14.45%
1 month+5.37%

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

End-of-day quotes
Date Price Change
05/07/24 9.03 +3.20%
04/07/24 8.75 -2.78%
03/07/24 9 +3.93%
02/07/24 8.66 +10.60%
01/07/24 7.83 -0.76%

Real-time Boerse Frankfurt Warrants

Last update July 05, 2024 at 08:50 pm

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying MUNICH RE
IssuerLogo Issuer BNP Paribas BNP Paribas
WKN PC30SZ
ISINDE000PC30SZ5
Date issued 26/01/2024
Strike 500
Maturity 18/12/2026 (896 Days)
Parity 10 : 1
Emission price 11.46
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 13.29
Lowest since issue 7.65
Delta-0.54x
Omega 2.671
Premium8.14x
Gearing4.92x
Moneyness 1.122
Difference Strike 54.4
Difference Strike %+10.88%
Spread 0.07
Spread %0.77%
Theoretical value 9.055
Implied Volatility 22.08 %
Total Loss Probability 31.12 %
Intrinsic value 5.440
Present value 3.615
Break even 409.45 €
Theta-0.02x
Vega0.26x
Rho-0.57x

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