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 theIndex reflects a deduction of
6.0% per annum that accrues daily, and the performance of the
QQQ Fund is subject toa notional financing cost that accrues
daily.
Contingent Interest Payments:If the notes have not been
automatically called and theclosing level of the Index on any
Interest Review Date is greater than or equal to the Interest
Barrier, you willreceive on the applicable Interest Payment Date
for each $1,000principal amount note a Contingent Interest
Payment equal to $11.875(equivalent toa Contingent Interest
Rate of 14.25% per annum, payable at a rate of 1.1875%per
month).
If the closing level of the Index on any Interest Review Date is
less than the Interest Barrier, no Contingent Interest Payment will
be made with respect to that Interest Review Date.
Contingent Interest Rate:14.25% per annum, payable at a rate
of 1.1875% per month
Interest Barrier:70.00%of the Initial Value, whichis8,015.441
Buffer Threshold:80.00%of the Initial Value, which is9,160.504
Buffer Amount:20.00%
Pricing Date:October 25, 2024
Original Issue Date (Settlement Date): On or about October 30,
2024
Interest ReviewDates*:November 25, 2024, December 26,
2024, January 27, 2025, February25, 2025, March 25, 2025, April
25, 2025, May 27, 2025, June 25, 2025, July 25, 2025, August 25,
2025, September 25, 2025, October 27, 2025, November 25,
2025, December 26, 2025, January 26, 2026, February 25, 2026,
March 25, 2026, April 27, 2026, May 26, 2026, June 25, 2026,
July 27, 2026, August 25, 2026, September 25, 2026, October 26,
2026, November 25, 2026, December 28, 2026, January 25,
2027, February 25, 2027, March 25, 2027, April26,2027, May 25,
2027, June 25, 2027, July 26, 2027, August 25, 2027, September
27, 2027, October 25, 2027, November 26, 2027, December 27,
2027, January 25, 2028, February25, 2028, March 27, 2028, April
25, 2028, May 25, 2028, June 26, 2028, July 25, 2028, August 25,
2028, September 25, 2028, October 25, 2028, November 27,
2028, December 26, 2028, January 25, 2029, February 26, 2029,
March 26, 2029, April 25, 2029, May 25, 2029, June 25, 2029,
July 25, 2029, August 27, 2029, September 25, 2029 and October
25, 2029 (the "final Review Date")
Autocall Review Dates*:April 25, 2025, July 25, 2025, October
27, 2025, January 26, 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, April25, 2029 and
July 25, 2029
Interest Payment Dates*:November 29, 2024, December 31,
2024, January 30, 2025, February28, 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, January29, 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,
January28, 2028, March 1, 2028, March 30, 2028, April 28, 2028,
May31, 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 are automatically calledon
any Autocall Review Date, thefirst Interest Payment Date
immediately following that Autocall Review Date
Automatic Call:
If the closing level of the Index on anyAutocall Review Date is
greater than or equal to the Initial Value, the notes willbe
automatically called for a cash payment, for each $1,000 principal
amount note, equal to (a) $1,000 plus (b) the Contingent Interest
Payment applicable to the Interest Review Date corresponding to
that AutocallReview Date, payableon the applicable Call
Settlement Date.No further payments will be made on the notes.
Payment at Maturity:
If the notes have not been automatically called and the Final
Value isgreater than or equal to the Buffer Threshold, you will
receive a cash payment at maturity, for each $1,000 principal
amount note, equal to (a) $1,000 plus (b) the Contingent Interest
Payment applicable to the final Review Date.
If thenotes have not been automatically called and the Final
Value isless than the Buffer Threshold, your payment at maturity
per $1,000 principal amount note, in addition to any Contingent
Interest Payment, will becalculated asfollows:
$1,000 + [$1,000 × (Index Return + Buffer Amount)]
If the notes have not been automatically called and the Final
Value isless than the Buffer Threshold, you will losesome or
most of your principal amount at maturity.
Index Return:
(Final Value -Initial Value)
Initial Value
Initial Value:The closing level of the Indexon the Pricing Date,
which was 11,450.63
Final Value: Theclosing level of the Index on the final Review
Date
* Subject to postponement in the event of a market disruption
event and as described under "Supplemental Terms of the Notes
- Postponement of a Determination Date-Notes Linked Solely
to anIndex" in the accompanying underlying supplement and
"General Terms of Notes -Postponement of a Payment Date"in
the accompanying product supplement