It's tough to make a direct translation actually carry the pun, but what the red haired girl says is:

"Cinque-nee, about your name.

If you change the last character of your name it's dangerous isn't it?"

The pun is that Chinque's name in japanese in Chinku, and if you leave the last character off it basically spells peni()

Use notes for translations.

LOL? Ty Erina... XD

She doesn't say "change", she say "turn on its side". ク ⤵ コ