Form 424B2 JPMORGAN CHASE & CO



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Filed Pursuant to Rule 424(b)(2)

Registration Statement Nos. 333-236659 and 333-236659-01

Pricing Supplement to the
Prospectus and Prospectus Supplement, each dated April 8, 2020
, the
Underlying Supplement No. 1-II dated November 4, 2020
and the
Product Supplement No. 4-II dated November 4, 2020

JPMorgan Chase
Financial Company LLC

Medium-Term Notes,
Series A
$4,726,000
Digital Equity Notes due 2023
(Linked to the S&P 500® Index)

Fully and Unconditionally Guaranteed by JPMorgan
Chase & Co.

The notes do not bear interest. The amount that you will be
paid on your notes on the stated maturity date (February 7, 2023, subject to adjustment) is based on the performance of the S&P 500®
Index (which we refer to as the underlier) as measured from and including the trade date (June 10, 2021) to and including the determination
date (February 3, 2023, subject to adjustment). If the final underlier level on the determination date is greater than or equal to 87.50%
of the initial underlier level, you will receive the threshold settlement amount of $1,093.30 for each $1,000 principal amount note. If
the final underlier level declines by more than 12.50% from the initial underlier level, the return on your notes will be negative. You
could lose your entire investment in the notes. Any payment on the notes is subject to the credit risk of JPMorgan Chase Financial Company
LLC (“JPMorgan Financial”), as issuer of the notes, and the credit risk of JPMorgan Chase & Co., as guarantor of the notes.

To determine your payment at maturity, we will calculate the underlier
return, which is the percentage increase or decrease in the final underlier level from the initial underlier level. On the stated maturity
date, for each $1,000 principal amount note, you will receive an amount in cash equal to:

· if the underlier return is greater than or equal to -12.50% (the final underlier level is greater than or equal to 87.50% of the initial
underlier level), the threshold settlement amount; or
· if the underlier return is below -12.50% (the final underlier level is less than the initial underlier level by more than 12.50%),
the sum of (i) $1,000 plus (ii) the product of (a) $1,000 times (b) approximately 1.1429 times (c) the sum of the underlier return plus
12.50%. You will receive less than $1,000.

Your investment in the notes involves certain risks, including,
among other things, our credit risk. See “Risk Factors” on page S-2 of the accompanying prospectus supplement, “Risk
Factors” on page PS-12 of the accompanying product supplement, “Risk Factors” on page US-3 of the accompanying underlying
supplement and “Selected Risk Factors” on page PS-12 of this pricing supplement.

The foregoing is only a brief summary of the terms of your notes.
You should read the additional disclosure provided herein so that you may better understand the terms and risks of your investment.

The estimated value of the notes, when the terms of the notes were
set, was $995.60 per $1,000 principal amount note.
See “Summary Information — The Estimated Value of the Notes”
on page PS-6 of this pricing supplement for additional information about the estimated value of the notes and “Summary Information
— Secondary Market Prices of the Notes” on page PS-7 of this pricing supplement for information about secondary market prices
of the notes.

Original issue date (settlement date): June 17, 2021

Original issue price: 100.00% of the principal amount

Underwriting commission/discount: 0.00% of the principal amount

Net proceeds to the issuer: 100.00% of the principal amount

See “Summary Information — Supplemental Use of Proceeds”
on page PS-8 of this pricing supplement for information about the components of the original issue price of the notes.

J.P. Morgan Securities LLC, which we refer to as JPMS, acting as agent
for JPMorgan Financial, will not receive selling commissions for these notes and will sell the notes to an unaffiliated dealer at 100.00%
of the principal amount. See “Plan of Distribution (Conflicts of Interest)” on page PS-89 of the accompanying product supplement.

Neither the Securities and Exchange Commission (the “SEC”)
nor any other regulatory body has approved or disapproved of these securities or passed upon the accuracy or adequacy of this pricing
supplement, the accompanying product supplement, the accompanying underlying supplement, the accompanying prospectus supplement or the
accompanying prospectus. Any representation to the contrary is a criminal offense.

The notes are not bank deposits, are not insured by the Federal
Deposit Insurance Corporation or any other governmental agency and are not obligations of, or guaranteed by, a bank.

Pricing Supplement dated June 10, 2021


The original issue price, fees and commissions and net proceeds listed
above relate to the notes we sell initially. We may decide to sell additional notes after the date of this pricing supplement, at issue
prices and with fees and commission and net proceeds that differ from the amounts set forth above. The return (whether positive or negative)
on your investment in notes will depend in part on the price you pay for your notes.

We may use this pricing supplement in the initial sale of the notes.
In addition, JPMS or any other affiliate of ours may use this pricing supplement in a market-making transaction in a note after its initial
sale. Unless JPMS or its agents inform the purchaser otherwise in the confirmation of sale, this pricing supplement is being used in
a market-making transaction.


SUMMARY INFORMATION

You should read this pricing supplement together with the accompanying
prospectus, as supplemented by the accompanying prospectus supplement relating to our Series A medium-term notes of which these notes
are a part, and the more detailed information contained in the accompanying product supplement and the accompanying underlying supplement.
This pricing supplement, together with the documents listed below, contains the terms of the notes and supersedes all other prior or
contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence,
trade ideas, structures for implementation, sample structures, fact sheets, brochures or other educational materials of ours.
You
should carefully consider, among other things, the matters set forth in the “Risk Factors” sections of the accompanying prospectus
supplement, the accompanying product supplement and the accompanying underlying supplement, as the notes involve risks not associated
with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and other advisers before you invest
in the notes.

You may access these documents on the SEC website at www.sec.gov
as follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC website):

●     Product
supplement no. 4-II dated November 4, 2020:

http://www.sec.gov/Archives/edgar/data/19617/000095010320021467/crt_dp139322-424b2.pdf

●     Underlying
supplement no. 1-II dated November 4, 2020:

http://www.sec.gov/Archives/edgar/data/19617/000095010320021471/crt_dp139381-424b2.pdf

●     Prospectus
supplement and prospectus, each dated April 8, 2020:

http://www.sec.gov/Archives/edgar/data/19617/000095010320007214/crt_dp124361-424b2.pdf

Our Central Index Key, or CIK, on the SEC website is 1665650, and
JPMorgan Chase & Co.’s CIK is 19617. As used in this pricing supplement, “we,” “us” and “our”
refer to JPMorgan Financial.

Key Terms

Issuer: JPMorgan Chase Financial Company LLC, an indirect,
wholly owned finance subsidiary of JPMorgan Chase & Co.

Guarantor: JPMorgan Chase & Co.

Underlier: the S&P 500® Index (Bloomberg
symbol, “SPX Index”), as published by S&P Dow Jones Indices LLC (“S&P”). The accompanying product supplement
refers to the underlier as the “Index.”

Principal amount: each note will have a principal amount of
$1,000; $4,726,000 in the aggregate for all the offered notes; the aggregate principal amount of the offered notes may be increased if
the issuer, at its sole option, decides to sell an additional amount of the offered notes on a date subsequent to the date of this pricing
supplement

Purchase at amount other than principal amount: the amount
we will pay you at the stated maturity date for your notes will not be adjusted based on the price you pay for your notes, so if you acquire
notes at a premium to the principal amount and hold them to the stated maturity date, it could affect your investment in a number of ways.
The return on your investment in the notes will be lower than it would have been had you purchased the notes at the principal amount.
Also, the stated threshold level would not offer…



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