Issuer:JPMorgan Chase Financial Company LLC, a direct,
wholly owned finance subsidiary of JPMorgan Chase & Co.
Guarantor: JPMorgan Chase& Co.
Index: The MerQube US Tech+ Vol Advantage Index
(Bloomberg ticker: MQUSTVA). The levelof the Index reflects
a deductionof 6.0% per annum that accruesdaily, andthe
performance of the QQQ Fund issubject to a notional financing
cost that accrues daily.
InterestPayments:If thenotes have not been automatically
called, you will receive on each Interest Payment Datefor each
$1,000 principal amount note an Interest Payment equal to
$5.375 (equivalent toan Interest Rate of 6.45% per annum,
payable at a rate of 0.5375% per month).
InterestRate: 6.45% per annum, payable at a rate of 0.5375%
per month
Buffer Amount: 15.00%
Pricing Date: October 25, 2024
Original Issue Date (Settlement Date): On or about October
30, 2024
Review Dates*: October 27, 2025, January26, 2026, April 27,
2026, July27, 2026, October 26, 2026, January 25, 2027, April
26, 2027, July 26, 2027, October 25, 2027, January 25, 2028,
April 25, 2028, July 25, 2028,October 25, 2028, January 25,
2029, April 25, 2029, July 25,2029and October 25, 2029 (final
Review Date)
Interest Payment Dates*: November 29, 2024, December 31,
2024, January 30, 2025, February 28, 2025, March 28, 2025,
April 30, 2025, May 30, 2025, June 30, 2025, July 30, 2025,
August 28, 2025, September 30, 2025, October 30, 2025,
December 1, 2025, December 31, 2025, January 29, 2026,
March 2, 2026, March 30, 2026, April 30, 2026, May 29, 2026,
June 30, 2026, July 30, 2026, August 28, 2026, September 30,
2026, October 29, 2026, December 1, 2026, December 31,
2026, January 28, 2027, March 2, 2027, March 31, 2027, April
29, 2027, May 28, 2027, June 30, 2027, July 29, 2027, August
30, 2027, September 30, 2027, October 28, 2027, December 1,
2027, December 30, 2027, January 28, 2028, March 1, 2028,
March 30, 2028, April 28, 2028, May 31, 2028, June 29, 2028,
July 28, 2028, August 30, 2028, September 28, 2028, October
30, 2028, November 30, 2028, December 29, 2028, January30,
2029, March 1, 2029, March 29, 2029, April 30, 2029, May 31,
2029, June 28, 2029, July 30, 2029, August 30, 2029,
September 28, 2029 and the Maturity Date
Maturity Date*: October 30, 2029
Call Settlement Date*: If thenotes areautomatically called on
any Review Date (other than the final Review Date), the first
Interest Payment Date immediately following that Review Date
* Subject to postponement in theevent of amarket disruption event
and as described under "Supplemental Terms ofthe Notes-
Postponement of aDetermination Date - Notes Linked Solelyto
anIndex"in the accompanying underlying supplementand "General
Terms of Notes - Postponement of a Payment Date" in the
accompanyingproduct supplement
Automatic Call:
If theclosing level of the Index on any Review Date (other than
the final Review Date) isgreater than or equal tothe Initial
Value, the notes will be automatically called for acash payment,
for each $1,000 principal amount note, equal to (a) $1,000 plus
(b) the Interest Payment for the Interest Payment Date
occurring onthe applicable Call Settlement Date, payable on
that Call Settlement Date. No further payments willbe madeon
the notes.
Payment at Maturity:
If the notes have not been automatically called and the Final
Value isgreater than or equal to theInitial Value or less than
the Initial Value byup to the Buffer Amount, you will receive a
cash payment at maturity, for each $1,000 principal amount
note,equal to (a) $1,000 plus (b) theInterest Payment
applicableto the Maturity Date.
If the notes have not been automatically called and the Final
Value isless than the Initial Value by more thanthe Buffer
Amount, your payment at maturityper $1,000 principal amount
note, in addition to the Interest Payment applicable to the
Maturity Date, will be calculated as follows:
$1,000 + [$1,000 × (Index Return + Buffer Amount)]
If the notes have not been automatically called and the Final
Value isless than theInitial Value by more than the Buffer
Amount, you will lose some or most of your principalamount at
maturity.
Index Return:
(Final Value -Initial Value)
Initial Value
Initial Value:The closing level of theIndexon the Pricing Date,
which was11,450.63
Final Value: Theclosing level of the Index on the final Review
Date