Terms and Data
Intraday Chart Close
Strike21,800 Moneyness5.5% OTM
Effective Gearing* 10.2 Delta* 39%
Implied Volatility27.8% Vega5.1%
Entitlement Ratio5,300 Outstanding Quantity
(M Shares) / %46.8/ 15.6%
Theta-1.2% Premium (%)9.4
Maturity
(Y-M-D)2024-12-30
Break-Even (pts)22,595
Listing 2024-05-24
Today 2024-09-27
Last Trading 2024-12-19
Maturity 2024-12-30
Last Trade Date (Y-M-DD)2024-12-19 Board Lot (Shares)10,000
Approximate Change for
1 Tick Price Change of warrants* 13.4pts
 
Listing 2024-05-24
Today 2024-09-27
Last Trading 2024-12-19
Maturity 2024-12-30
*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
20,568.74
Change (%)
+644.160 (+3.2%)
  • High 20,568.74
  • Low 20,268.63
  • Turnover 107.4 (B)
Warrant Money Flow of Underlying More
Last Day
-11.93(M)
31.63(M)
5 Days
2.01(M)
87.76(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2024-09-27 11:35   |   (Delayed*) - Minimum 15 mins delayed
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