"Saran" brand plastic wrap states on their website that their product
should NOT be used in any oven. I would suspect that all other brands
of plastic wrap are likely the same.
Here is a quote from the "Saran brands" website, and a link.
Can Saran™ Plastic Wraps be used in the oven?
No, Saran™ Wraps are not for use in conventional ovens, browning units, toaster ovens, or on stovetops.