CALL/HANNOVER RUECK/248.68/0.1005/21.03.25 | Real-time BOERSE MUENCHEN 19:27:08 05/07/2024 BST | ||
| 1.27 EUR | -2.31% |
|
| Current month | -15.03% | ||
| 1 month | +5.69% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
HANNOVER RE
| Date | Price | Change |
|---|---|---|
| 05/07/24 | 1.27 | -2.31% |
| 04/07/24 | 1.3 | +5.69% |
| 03/07/24 | 1.23 | -9.56% |
| 02/07/24 | 1.36 | -18.56% |
| 01/07/24 | 1.67 | +9.15% |
Real-time BOERSE MUENCHEN
Last update July 05, 2024 at 07:27 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | HANNOVER RE |
| Issuer | Goldman Sachs |
| WKN | GG5LK4 |
| ISIN | DE000GG5LK49 |
| Date issued | 20/03/2024 |
| Strike | 248.7 € |
| Maturity | 21/03/2025 (259 Days) |
| Parity | 9.95 : 1 |
| Emission price | 2.33 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.38 € |
|---|---|
| Lowest since issue | 0.99 € |
| Delta | 0.45x |
| Omega | 7.970 |
| Premium | 12.54x |
| Gearing | 17.78x |
| Moneyness | 0.9353 |
| Difference Strike | 16.08 € |
| Difference Strike % | +6.47% |
| Spread | 0.15 € |
| Spread % | 10.79% |
| Theoretical value | 1.315 |
| Implied Volatility | 22.03 % |
| Total Loss Probability | 62.38 % |
| Intrinsic value | 0.000000 |
| Present value | 1.315 |
| Break even | 261.76 € |
| Theta | -0.03x |
| Vega | 0.08x |
| Rho | 0.07x |
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
232.6
EUR
Average target price
242.5
EUR
Spread / Average Target
+4.27%
- Stock Market
- Warrants
- Warrant
