Intense convective storms can be hazardous when occurring over large populated cities. In a changing climate, decision makers and the general public increasingly need to be able to better understand if and to what extent these storms are influenced by anthropological climate change and what to expect as climate continues to warm. Unfortunately due to their limited ability to resolve small-scale features in models, convective storms remain a challenge to the modeling community. Here, we use a forecast-ensemble based method using a convection permitting model with full data-assimilation, to assess the risk of exceeding certain precipitation thresholds related to a critical cloudburst event that occurred over Copenhagen, Denmark. Our results show that this set-up is representing well the overall observed intensities. By adapting a pseudo-global warming approach, we show that both the risk for flooding and the risk for reaching unprecedented precipitation intensity increases resulting from further warming.