MUENCH.RUECK 03/23 FLR/ XS0166965797 /
| 5/23/2012 10:11 PM | Chg.-1.01 | Bid5/23/12 | Ask5/23/12 | Yield to maturity | Coupon | Issuer | Time until exp. |
|---|---|---|---|---|---|---|---|
| 103.74 EUR | -0.96% | 103.74 Bid Size: - |
105.15 Ask size: - |
6.27% | 6.75% | Munich Re Finance BV | 11.1 Years |
Master data
| WKN: | 843278 |
|---|---|
| Issuer: | Munich Re Finance BV |
| Currency: | EUR |
| Type: | Bond |
| Time until exp.: | 11.1 Years |
| Expiration date: | 6/21/23 |
| First trading day: | 4/16/03 |
| Face value: | 1,000 EUR |
| Coupon: | 6.75% |
| Coupon type: | Floater |
| Coupon frequency: | 12 Months |
| Next coupon: | 6/21/12 |
| Floater: | No |
| Emission volume: | 3 bill. |
| Expiration value: | 100.0000 |
Calculated values
| Yield to maturity: | 6.27% |
|---|---|
| Accrued interest: | 6.2438 |
| Duration: | 7.7398 |
| Mod. duration: | 7.2961 |
| Convexity: | 1,653.7771 |
| Basis point value: | 7.5690 |
| Elasticity: | 0.4437 |
Quote data
| Open: | 104.75 |
|---|---|
| High: | 105.00 |
| Low: | 103.74 |
| Close: | 104.75 |
| Turnover: | 19.28 mill. |
| Market phase: | - |
Markets
| Exchange | Last | Date / Time | Turnover | Price f. | Chg. (%) | |
|---|---|---|---|---|---|---|
| Lang & Schwarz | 103.95 | 5/23/12 10:50 PM | - | 35 | -0.19% | |
| Stuttgart | 103.74 | 5/23/12 10:11 PM | 19.28 mill. | 13 | -0.96% | |
| TradeGate | 104.750 | 5/23/12 4:24 PM | 1,573,800 | 2 | -0.23% | |
| Berlin | 103.68 | 5/23/12 5:29 PM | 0.00 | 0 | -1.11% | |
| München | 103.95 | 5/23/12 5:19 PM | 0.00 | 0 | -0.53% | |
| Frankfurt | 105.53 | 5/23/12 1:01 PM | 28,493 | 0 | +2.46% | |
| Düsseldorf | 104.60 | 5/23/12 5:30 PM | 0.00 | 0 | 0% | |
| Hannover | 103.09 | 5/23/12 9:13 AM | 0.00 | 0 | +0.09% | |
| Hamburg | 103.69 | 5/23/12 10:25 AM | 0.00 | 0 | +0.07% | |
| SIX Swiss Exchange | - | - - | - | - | - |
All quotes in EUR
Performance
| 1 Week | -1.01% | ||
|---|---|---|---|
| 1 Month | -1.29% | ||
| 3 Months | -0.54% | ||
| YTD | -0.25% | ||
| 1 Year | -1.43% | ||
| 3 Years | +5.53% | ||
| 5 Years | -4.86% |
| 1W High / 1W Low: | 104.8000 | 104.5000 |
|---|---|---|
| 1M High / 1M Low: | 105.3000 | 104.5000 |
| 6M High / 6M Low: | 105.9000 | 102.5000 |
| High (YTD): | 3/30/12 | 105.9000 |
| Low (YTD): | 1/4/12 | 103.5000 |
| 52W High: | 3/30/12 | 105.9000 |
| 52W Low: | 8/23/11 | 101.1800 |
| Avg. price 1W: | 104.7200 | |
| Avg. volume 1W: | 237,000 | |
| Avg. price 1M: | 105.0143 | |
| Avg. volume 1M: | 160,524 | |
| Avg. price 6M: | 104.4935 | |
| Avg. volume 6M: | 142,419 | |
| Avg. price 1Y: | 104.0500 | |
| Avg. volume 1Y: | 150,047 | |
| Volatility 1M: | 2.04% | |
| Volatility 6M: | 4.51% | |
| Volatility 1Y: | 5.75% | |
| Volatility 3Y: | 5.56% |