Terms and Data
Intraday Chart Close
Strike16,816 Moneyness2.7% OTM
Effective Gearing* 42.4 Delta* 21%
Implied Volatility21.4% Vega10.7%
Entitlement Ratio7,000 Outstanding Quantity
(M Shares) / %30.9/ 10.3%
Theta-14.4% Premium (%)3.2
Maturity
(Y-M-D)2024-09-27
Break-Even (pts)16,732
Listing 2024-04-18
Today 2024-09-16
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* 33.9pts
 
Listing 2024-04-18
Today 2024-09-16
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 AnnouncementDownload
Underlying
17,254.53
Change (%)
-114.560 (-0.7%)
  • High 17,329.73
  • Low 17,177.08
  • Turnover 7.3 (B)
Warrant Money Flow of Underlying More
Last Day
-11.23(M)
4.53(M)
5 Days
-0.5(M)
4.67(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2024-09-16 11:00   |   (Delayed*) - Minimum 15 mins delayed
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