Terms and Data
Intraday Chart Close
Strike4,075 Moneyness12.6% OTM
Effective Gearing* 11.5 Delta* 27%
Implied Volatility31.8% Vega6.7%
Entitlement Ratio2,000 Outstanding Quantity
(M Shares) / %15.3/ 19.1%
Theta-1.9% Premium (%)15.0
Maturity
(Y-M-D)2024-09-27
Break-Even (pts)4,161
Listing 2024-01-17
Today 2024-07-03
Last Trading 2024-09-23
Maturity 2024-09-27
Last Trade Date (Y-M-DD)2024-09-23 Board Lot (Shares)10,000
Approximate Change for
1 Tick Price Change of warrants* 7.3pts
 
Listing 2024-01-17
Today 2024-07-03
Last Trading 2024-09-23
Maturity 2024-09-27
*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
3,624.68
Change (%)
+85.550 (+2.4%)
  • High 3,638.23
  • Low 3,553.24
  • Turnover 14.4 (B)
Warrant Money Flow of Underlying More
Last Day
0.08(M)
0.02(M)
5 Days
0.52(M)
0.02(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2024-07-03 13:20   |   (Delayed*) - Minimum 15 mins delayed
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