Forward Price (120-Day)

Forward Price: The price at which a synthetic long stock position (i.e., buying an at-the-money call and selling an at-the-money put) would break even at expiration.

RenaissanceRe Holdings Ltd. (RNR) had 120-Day Forward Price of 221.73 for 2024-05-01.

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Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2239
Historical Volatility (Parkinson)	0.2305
Implied Volatility (Calls)	0.2446
Implied Volatility (Puts)	0.2534
Implied Volatility (Mean)	0.2490
Put-Call Implied Volatility Ratio	1.0361
Implied Volatility Skew	0.0237
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.3369
Forward Price	221.73
Call Breakeven Price	266.67
Put Breakeven Price	172.12
Option Breakeven Price	200.41