Terms and Data
Intraday Chart Close
Strike5,500 Moneyness7% OTM
Effective Gearing* 19.1 Delta* 28%
Implied Volatility12.7% Vega14.7%
Entitlement Ratio8,500 Outstanding Quantity
(M Shares) / %0.6/ 0.8%
Theta-1.4% Premium (%)8.5
Maturity
(Y-M-D)2024-09-20
Break-Even (pts)5,574.95
Listing 2024-02-02
Today 2024-05-01
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* 3.9pts
 
Listing 2024-02-02
Today 2024-05-01
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
5,140.75
Change (%)
-6.250 (-0.1%)
  • High 5,148.50
  • Low 5,135.25
  • Turnover 0
Warrant Money Flow of Underlying More
Last Day
-0.02(M)
0.03(M)
5 Days
-0.01(M)
0.27(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2024-04-30 16:35   |   (Delayed*) - Minimum 15 mins delayed
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