Terms and Data
Intraday Chart Close
Strike4,075 Moneyness2.6% OTM
Effective Gearing* 5.9 Delta* 53%
Implied Volatility36.3% Vega2.8%
Entitlement Ratio2,000 Outstanding Quantity
(M Shares) / %0.6/ 0.8%
Theta-0.6% Premium (%)11.5
Maturity
(Y-M-D)2024-09-27
Break-Even (pts)4,429
Listing 2024-01-17
Today 2024-05-05
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* 3.7pts
 
Listing 2024-01-17
Today 2024-05-05
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
3,971.29
Change (%)
+105.810 (+2.7%)
  • High 4,023.43
  • Low 3,922.86
  • Turnover 37.0 (B)
Warrant Money Flow of Underlying More
Last Day
-1.88(M)
-0.02(M)
5 Days
-0.58(M)
0.26(M)
  • Money In-Flow
  • Money Out-Flow
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