Terms and Data
Intraday Chart Close
Strike20,000 Moneyness12.6% OTM
Effective Gearing* 15.5 Delta* 21%
Implied Volatility17.9% Vega13.8%
Entitlement Ratio35,000 Outstanding Quantity
(M Shares) / %1.7/ 1.7%
Theta-1.5% Premium (%)14.0
Maturity
(Y-M-D)2024-09-20
Break-Even (pts)20,236.95
Listing 2024-01-26
Today 2024-04-29
Last Trading 2024-09-13
Maturity 2024-09-20
Last Trade Date (Y-M-DD)2024-09-13 Board Lot (Shares)10,000
Approximate Change for
1 Tick Price Change of warrants* 21.4pts
 
Listing 2024-01-26
Today 2024-04-29
Last Trading 2024-09-13
Maturity 2024-09-20
*Effective Gearing, Delta and Price per Tick are derived from the proprietary pricing model of J.P. Morgan.
Related Document
Listing Document Download Additional DocumentDownload Announcement-
Underlying
17,754.20
Change (%)
+186.750 (+1.1%)
  • High 17,827.00
  • Low 17,735.00
  • Turnover 0
Warrant Money Flow of Underlying More
Last Day
-0.17(M)
0.24(M)
5 Days
-0.03(M)
0.07(M)
  • Money In-Flow
  • Money Out-Flow
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