Terms and Data
Intraday Chart Close
Strike5,500 Moneyness8.5% OTM
Effective Gearing* 20 Delta* 23%
Implied Volatility13.1% Vega17.0%
Entitlement Ratio8,500 Outstanding Quantity
(M Shares) / %0.3/ 0.4%
Theta-1.6% Premium (%)9.6
Maturity
(Y-M-D)2024-09-20
Break-Even (pts)5,557.58
Listing 2024-02-02
Today 2024-05-02
Last Trading 2024-09-13
Maturity 2024-09-20
Last Trade Date (Y-M-DD)2024-09-13 Board Lot (Shares)10,000
Approximate Change for
1 Tick Price Change of warrants* 4.7pts
 
Listing 2024-02-02
Today 2024-05-02
Last Trading 2024-09-13
Maturity 2024-09-20
*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
5,068.00
Change (%)
+21.500 (+0.4%)
  • High 5,076.00
  • Low 5,056.25
  • Turnover 0
Warrant Money Flow of Underlying More
Last Day
-0.02(M)
0.04(M)
5 Days
-0.01(M)
0.27(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2024-05-02 15:20   |   (Delayed*) - Minimum 15 mins delayed
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