Terms and Data
Intraday Chart Close
Strike22,000 Moneyness7.6% OTM
Effective Gearing* 12.8 Delta* 34%
Implied Volatility16.7% Vega9.4%
Entitlement Ratio40,000 Outstanding Quantity
(M Shares) / %0.2/ 0.2%
Theta-0.9% Premium (%)10.3
Maturity
(Y-M-D)2024-12-20
Break-Even (pts)22,542.92
Listing 2024-06-21
Today 2024-07-06
Last Trading 2024-12-16
Maturity 2024-12-20
Last Trade Date (Y-M-DD)2024-12-16 Board Lot (Shares)10,000
Approximate Change for
1 Tick Price Change of warrants* 15pts
 
Listing 2024-06-21
Today 2024-07-06
Last Trading 2024-12-16
Maturity 2024-12-20
*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
20,447.00
Change (%)
+35.500 (+0.2%)
  • High 20,460.20
  • Low 20,361.00
  • Turnover 0
Warrant Money Flow of Underlying More
Last Day
0.00(M)
0.02(M)
5 Days
-0.15(M)
0.18(M)
  • Money In-Flow
  • Money Out-Flow
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