New Issue: JPMorgan prices $3.2 million 0% buffered digital notes linked to S&P 500

New York, Jan. 19 – JPMorgan Chase Financial Co. LLC priced $3.2 million of 0% buffered digital notes due Feb. 2, 2024 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above its digital barrier, 95% of its initial level, the payout at maturity will be par plus 12.6%.

Investors will receive par if the index declines by more than 5% but no more than 15% and will lose 1% for every 1% the index declines beyond 15%.

The notes are guaranteed by JPMorgan Chase & Co.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Buffered digital notes
Underlying index:	S&P 500 index
Amount:	$3.2 million
Maturity:	Feb. 2, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If index finishes at or above digital barrier, par plus 12.6%; if index finishes below digital barrier but at or above 85% of initial level, par; otherwise, 1% loss for every 1% that index declines beyond 15%
Initial level:	3,969.61
Digital barrier:	3,771.1295, or 95% of initial level
Buffer:	15%
Strike date:	Jan. 11
Pricing date:	Jan. 13
Settlement date:	Jan. 18
Agent:	J.P. Morgan Securities LLC
Fees:	0.1%
Cusip:	48133TWA9

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