Call Breakeven Price (150-Day)

Call Breakeven Price: The average price at which a call option position breaks even at expiration, weighted by the open interests of the calls at various strike prices.

RenaissanceRe Holdings Ltd. (RNR) had 150-Day Call Breakeven Price of 286.70 for 2024-05-07.

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Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2336
Historical Volatility (Parkinson)	0.2354
Implied Volatility (Calls)	0.2425
Implied Volatility (Puts)	0.2593
Implied Volatility (Mean)	0.2509
Put-Call Implied Volatility Ratio	1.0689
Implied Volatility Skew	0.0074
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.3210
Forward Price	229.20
Call Breakeven Price	286.70
Put Breakeven Price	170.45
Option Breakeven Price	205.54