BNP/CALL/HANNOVER RUECK/225/0.1/21.03.25 | Real-time Boerse Frankfurt Warrants 12:50:11 2024-07-11 EDT | ||
| 2.83 EUR | -1.74% |
|
| Current month | +4.73% | ||
| 1 month | +11.20% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
HANNOVER RE
| Date | Price | Change |
|---|---|---|
| 24-07-11 | 2.83 | -1.74% |
| 24-07-10 | 2.88 | +1.41% |
| 24-07-09 | 2.84 | -2.41% |
| 24-07-08 | 2.91 | +16.87% |
| 24-07-05 | 2.49 | -3.11% |
Real-time Boerse Frankfurt Warrants
Last update July 11, 2024 at 12:50 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | HANNOVER RE |
| Issuer | 
BNP Paribas
|
| WKN | PC9RQJ |
| ISIN | DE000PC9RQJ0 |
| Date issued | 2024-05-14 |
| Strike | 225 € |
| Maturity | 2025-03-21 (253 Days) |
| Parity | 10 : 1 |
| Emission price | 2.33 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 3.11 € |
|---|---|
| Lowest since issue | 1.97 € |
| Delta | 0.7x |
| Omega | 5.840 |
| Premium | 6.33x |
| Gearing | 8.31x |
| Moneyness | 1.060 |
| Difference Strike | -13.6 € |
| Difference Strike % | -6.04% |
| Spread | 0.04 € |
| Spread % | 1.38% |
| Theoretical value | 2.850 |
| Implied Volatility | 22.75 % |
| Total Loss Probability | 36.43 % |
| Intrinsic value | 1.360 |
| Present value | 1.490 |
| Break even | 253.50 € |
| Theta | -0.03x |
| Vega | 0.07x |
| Rho | 0.1x |
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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