New Issue: JPMorgan sells $2.04 million capped accelerated barrier notes on Stoxx index, iShares ETF

New York, April 24 – JPMorgan Chase Financial Co. LLC priced $2.04 million of 0% capped accelerated barrier notes due April 17, 2026 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE ETF, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing asset gains, the payout at maturity will be par plus 200% of the return of that asset, capped at par plus 68.05%.

The payout will be par if the worst performing asset declines but finishes at or above its 60% barrier. Otherwise, investors will lose 1% for every 1% that the worst performing asset declines from initial level.

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:	Capped accelerated barrier notes
Underlying assets:	Euro Stoxx 50 index and iShares MSCI EAFE ETF
Amount:	$2,035,000
Maturity:	April 17, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing asset gains, par plus 200% of that asset’s return, capped at par plus 68.05%; par if worst performing asset declines but finishes at or above its downside barrier; otherwise, 1% loss for every 1% that worst performing asset declines from initial level
Initial levels:	4,390.75 for Euro Stoxx 50, $73.22 for iShares MSCI EAFE ETF
Upside leverage:	200%
Cap:	68.05%
Barriers:	2,634.45 for Euro Stoxx 50, $43.932 for iShares MSCI EAFE ETF, 60% of initial level
Pricing date:	April 14
Settlement date:	April 19
Agent:	J.P. Morgan Securities LLC
Fees:	0.95%
Cusip:	48133VYN4

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