Non-collateralized Nature of Structured Products

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Macquarie's Focus

Stock Warrants

Warrants Code Underlying Call/Put Strike Maturity Date
(D-M-Y)
Last Effective Gearing
(x)
Implied Volatility
(%)
13107 0728 CHINA TELECOM Call 7.28 28-01-2027 0.038 8.8 53.81%
13116 1070 TCL MULTIMEDIA Call 19.89 02-12-2026 0.097 6.4 76.42%
13216 0991 DATANG POWER Call 4.321 26-01-2027 0.046 3.5 113.41%
13391 0998 CITIC BANK Call 9.98 18-08-2027 0.159 4.3 47.13%
13401 1919 CHINA COSCO Call 19.19 20-11-2026 0.048 13.3 49.45%
13403 3692 HANSOH PHARMA Call 40.88 17-08-2027 0.139 2.7 71.39%
13404 6693 CHIFENG JILONG GOLD MINING Call 41.88 02-03-2027 0.102 3.1 92.29%
13413 1876 BUD APAC Call 10.00 30-06-2027 0.039 5.3 56.63%
13539 0003 HK & CHINA GAS Call 9.388 29-01-2027 0.040 14.1 31.46%
13540 1038 CKI HOLDINGS Call 74.89 30-12-2026 0.192 10.4 37.55%
13563 0179 JOHNSON ELEC H Call 33.33 06-04-2027 0.027 2.8 124.70%
13567 3888 KINGSOFT Call 38.88 02-02-2027 0.066 6.3 63.98%
13763 9911 NEWBORNTOWN Call 12.35 15-12-2026 0.059 4.7 104.22%
13764 0388 HKEX Call 456.79 29-01-2027 0.044 12.2 32.21%
13770 1766 CSR Call 6.666 03-03-2027 0.094 4.3 67.44%
13772 0285 BYD ELECTRONIC Call 40.29 29-01-2027 0.025 7.1 67.41%
13773 3800 GCL TECH Call 1.38 02-07-2027 0.054 3.1 88.74%
13775 1428 BRIGHT SMART Call 14.28 15-02-2027 0.022 4.1 106.74%
13776 2228 XTALPI HOLDINGS Call 9.999 12-03-2027 0.050 3.6 92.37%
13786 1128 WYNN MACAU Call 8.888 04-05-2027 0.054 4.0 74.32%
13878 2688 XINAO GAS Call 68.89 30-06-2027 0.101 3.5 70.93%
13880 0883 CNOOC Call 36.88 02-03-2027 0.041 9.2 43.25%
13934 0772 CHINA LIT Call 33.33 21-12-2026 0.043 7.4 72.04%
13983 2097 MIXUE Call 369.00 30-09-2027 0.041 2.7 86.33%
13985 1951 JXR Call 3.333 30-12-2026 0.039 7.3 70.01%
14037 0012 HENDERSON LAND Call 34.57 26-02-2027 0.080 7.7 42.37%
14038 1898 CHINA COAL Call 14.89 30-12-2026 0.020 8.9 60.24%
14166 1211 BYD COMPANY Call 121.10 29-06-2027 0.037 5.9 47.09%
14203 2800 TRACKER FUND Call 32.29 28-05-2027 0.061 10.0 29.21%
14204 9660 HORIZON ROBOTICS INC Call 5.888 04-06-2027 0.076 3.4 75.80%
14290 1357 MEITU Call 5.555 02-03-2027 0.057 3.9 85.18%
14500 1787 SD GOLD Call 24.68 04-01-2027 0.072 6.4 66.98%
14583 0300 Midea Group Call 104.89 26-02-2027 0.102 6.8 40.41%
14585 9999 NTES Call 264.89 29-01-2027 0.055 7.0 55.87%
14607 1133 HARBIN POWER Call 20.89 06-01-2027 0.022 4.8 102.13%
14950 2382 SUNNY OPTICAL Call 88.89 26-02-2027 0.042 5.7 61.54%
15035 9633 NONGFU SPRING Call 60.89 11-01-2027 0.041 10.1 49.65%
15038 2162 KEYMED BIO-B Call 123.46 11-01-2027 0.063 4.7 88.52%
15041 0386 SINOPEC CORP Call 5.555 28-05-2027 0.143 7.6 32.16%
15042 0968 XINYI SOLAR Call 2.968 30-03-2027 0.069 3.9 78.96%
15043 0902 HUANENG POWER Call 9.02 30-06-2027 0.134 4.9 55.47%
15045 1729 TIME INTERCON Call 23.46 10-02-2027 0.047 3.6 108.31%
15047 0941 CHINA MOBILE Call 108.89 30-08-2027 0.148 8.3 28.45%
15048 1816 CGN POWER Call 3.488 09-08-2027 0.265 3.4 53.07%
15064 2400 XD INC Call 66.67 29-01-2027 0.035 4.8 85.91%
15069 0358 JIANGXI COPPER Call 42.36 29-01-2027 0.041 6.7 60.98%
15093 0916 CHINA LONGYUAN Call 6.916 24-05-2027 0.119 3.6 69.04%
15137 1072 DONGFANG ELEC Call 34.57 30-09-2027 0.061 2.3 108.30%
15139 1378 CHINAHONGQIAO Call 31.78 29-01-2027 0.027 7.4 66.47%
15160 0960 LONGFOR PPT Call 8.888 13-01-2027 0.022 5.8 84.50%
15164 0688 CHINA OVERSEAS Call 17.69 02-03-2027 0.076 6.6 51.27%
15165 0020 SENSETIME Call 2.10 02-03-2027 0.025 5.6 70.32%
15166 6881 CGS Call 12.39 31-05-2027 0.075 4.1 69.97%
15167 0762 CHINA UNICOM Call 8.762 02-03-2027 0.022 9.0 45.57%
15170 0966 CHINA TAIPING Call 29.66 02-03-2027 0.033 5.9 66.19%
15171 0291 CHINA RESOURCES Call 35.29 02-03-2027 0.031 6.2 64.71%
15210 0788 CHINA TOWER Call 12.29 29-01-2027 0.057 9.7 42.93%
15262 2096 SIMCERE PHARMA Call 18.89 18-01-2027 0.028 6.0 78.74%
15293 6066 CSC Call 16.07 29-01-2027 0.038 5.6 74.43%
15294 1860 MOBVISTA Call 15.19 29-01-2027 0.066 3.1 119.09%
15297 1164 CGN MINING Call 3.69 15-01-2027 0.027 5.3 90.99%
15398 3898 CRRC TIMES ELEC Call 50.29 19-01-2027 0.022 6.2 78.68%
15399 0823 LINK REIT Call 45.82 02-03-2027 0.046 12.1 29.33%
15404 6060 ZA ONLINE Call 12.89 29-01-2027 0.077 4.6 79.17%
15405 1698 TENCENT MUSIC Call 42.89 01-03-2027 0.086 3.4 88.12%
15406 2380 CHINA POWER Call 3.456 10-02-2027 0.085 5.1 65.12%
15407 0914 ANHUI CONCH Call 20.89 01-03-2027 0.048 7.5 43.15%
15426 6186 CHINA FEIHE Call 3.861 29-01-2027 0.046 5.6 73.26%
15427 2252 MEDBOT-B Call 32.25 23-06-2027 0.095 2.2 108.64%
15471 2276 CONANT OPTICAL Call 42.28 02-06-2027 0.150 2.7 79.89%
15473 1157 ZOOMLION Call 11.57 03-08-2027 0.031 4.5 68.47%
15485 6809 MONTAGE TECH Call 468.09 21-01-2027 0.039 2.9 160.60%
15486 6088 FIT HON TENG Call 8.765 01-02-2027 0.028 3.6 122.10%
15487 6613 LENS Call 32.10 21-01-2027 0.028 5.1 88.80%
15512 9880 UB TECH ROBOTICS Call 123.46 21-01-2027 0.032 4.3 102.65%
15599 1276 HENGRUI PHARMA Call 76.54 18-06-2027 0.072 3.1 77.82%
15601 3339 LONKING Call 4.567 29-01-2027 0.043 5.7 72.54%
15602 1801 INBIO Call 133.89 29-01-2027 0.046 6.2 66.66%
15620 9863 LEAPMOTOR Call 51.89 26-01-2027 0.080 5.1 78.11%
15625 0868 XINYI GLASS Call 12.87 04-05-2027 0.062 5.1 57.03%
15626 1113 CKA Call 63.89 26-02-2027 0.042 10.7 37.29%
15627 2020 ANTA SPORTS Call 123.46 29-01-2027 0.043 9.6 51.53%
15649 6869 YOFC Call 188.89 18-06-2027 0.098 1.6 163.70%
15717 0293 CATHAY PAC AIR Call 18.69 01-03-2027 0.040 8.4 43.44%
15829 6082 BIREN TECH Call 45.68 01-02-2027 0.041 2.7 145.13%
15830 6181 LAOPU GOLD Call 432.10 01-02-2027 0.064 5.5 74.86%
15861 0522 ASM PACIFIC Call 188.89 18-02-2027 0.072 3.4 96.09%
15863 2388 BANK OF CHINA HK Call 68.39 02-03-2027 0.031 12.8 32.25%
15910 0853 MICROPORT Call 9.358 29-04-2027 0.101 2.6 105.03%
15970 6990 SKB BIO-B Call 688.89 03-02-2027 0.085 3.7 99.00%
15995 2888 STANCHART Call 312.89 22-02-2027 0.033 8.6 45.31%
16050 9868 XPENG Call 68.89 30-04-2027 0.038 4.1 74.66%
16089 2611 GTHT Call 20.89 26-02-2027 0.058 5.7 62.84%
16104 3320 CHINARES PHARMA Call 6.88 05-07-2027 0.104 3.3 71.12%
16105 1186 CHINA RAIL CONS Call 5.866 26-02-2027 0.060 7.0 48.49%
16106 2319 MENGNIU DAIRY Call 26.28 02-03-2027 0.061 7.0 49.30%
16162 0016 SHK PPT Call 143.89 31-03-2027 0.036 8.4 39.93%
16216 0027 GALAXY ENT Call 43.21 31-03-2027 0.081 8.1 37.00%
16217 3308 ZHONGJI INNOLIGHT Call 2,345.68 11-02-2027 0.020 3.6 130.06%
16218 2476 VGT Call 456.79 11-02-2027 0.023 2.9 151.98%
16267 2357 AVICHINA Call 4.567 01-03-2027 0.081 4.8 70.57%
16316 2145 CHICMAX Call 43.21 03-08-2027 0.099 2.2 115.28%
16327 3759 PHARMARON Call 47.59 16-02-2027 0.065 4.3 88.99%
16357 2600 CHALCO Call 10.39 26-02-2027 0.037 5.4 64.36%
16358 0992 LENOVO GROUP Put 21.99 31-03-2027 0.162 2.3 77.98%
16360 0135 CNPC(HONG KONG) Call 8.888 31-03-2027 0.153 7.5 35.11%
16361 9992 POP MART Call 229.99 26-02-2027 0.022 8.4 51.16%
16362 2186 LUYE PHARMA Call 2.888 02-03-2027 0.035 4.6 78.76%
16364 2367 GIANT BIOGENE Call 45.68 18-02-2027 0.031 4.9 85.28%
16389 2268 WUXI XDC Call 94.89 02-03-2027 0.172 3.7 79.22%
16390 1800 CHINA COMM CONS Call 5.20 28-07-2027 0.079 6.2 44.87%
16433 3347 TIGERMED Call 63.35 30-06-2027 0.115 2.8 84.42%
16436 0880 SJM HOLDINGS Call 1.968 05-10-2027 0.056 4.7 46.14%
16489 2099 CHINAGOLDINTL Call 330.00 19-02-2027 0.069 4.0 91.45%
16490 2343 PACIFIC BASIN Call 5.555 19-02-2027 0.087 5.0 71.49%
16503 3690 MEITUAN-W Call 123.46 26-02-2027 0.053 7.2 55.13%
16505 2432 DOBOT Call 41.89 25-03-2027 0.036 2.7 130.40%
16631 9888 Baidu Call 113.89 31-03-2027 0.044 5.3 57.94%
16635 0002 CLP HOLDINGS Call 99.99 05-07-2027 0.106 7.3 34.04%
16637 0019 SWIRE PACIFIC A Call 133.88 05-07-2027 0.114 5.4 42.63%
16640 2331 LI NING Call 18.88 04-05-2027 0.086 4.5 59.40%
16641 2269 WUXI BIO Call 68.89 30-06-2027 0.119 3.3 66.84%
16642 2238 GAC GROUP Call 2.888 28-05-2027 0.135 3.2 75.33%
16643 0189 DONGYUE GROUP Call 16.69 28-06-2027 0.077 2.6 100.71%
16668 1024 KUAISHOU TECHNOLOGY Call 45.68 26-02-2027 0.040 5.8 64.67%
16807 6618 JD HEALTH Call 46.89 02-06-2027 0.142 2.9 73.87%
16808 9866 NIO Call 48.89 01-03-2027 0.034 5.2 74.67%
16809 0697 SHOUCHENG HOLDINGS LTD Call 2.22 15-06-2027 0.078 2.9 98.77%
16810 3188 CAM CSI300 Call 66.67 01-04-2027 0.049 12.2 27.74%
16822 1548 GENSCRIPT BIO Call 60.19 02-06-2027 0.114 2.4 110.11%
16854 1258 CNMC Call 24.68 30-04-2027 0.052 3.5 90.57%
16856 2533 BLACK SESAME Call 15.33 01-03-2027 0.045 4.0 92.98%
16860 2359 WUXI APPTEC Put 147.77 01-03-2027 0.107 3.9 64.82%
16861 2840 SPDR GOLD TRUST Call 4,155.00 01-04-2027 0.028 11.0 31.86%
16933 3393 WASION GROUP Call 21.29 01-03-2027 0.042 3.7 94.99%
16934 1093 CSPC PHARMA Call 12.93 01-03-2027 0.057 6.0 57.50%
16935 0780 TONGCHENG Call 17.80 15-06-2027 0.065 3.8 69.88%
16936 6969 SMOORE INTL Call 16.97 16-03-2027 0.034 4.5 83.14%
16937 2196 FOSUN PHARMA Call 21.96 01-03-2027 0.136 4.4 67.93%
16938 2498 ROBOSENSE Call 24.98 01-03-2027 0.060 3.7 92.89%
16940 6098 CG SERVICES Call 7.89 30-07-2027 0.097 2.8 94.57%
17040 1530 3SBIO Call 22.22 30-04-2027 0.086 3.2 85.57%
17053 3900 GREENTOWN CHINA Call 8.888 06-07-2027 0.085 3.2 75.83%
17071 3988 BANK OF CHINA Call 7.088 22-03-2027 0.125 10.9 27.42%
17072 0939 CCB Call 11.47 03-03-2027 0.072 12.2 27.32%
17073 1109 CHINA RES LAND Call 37.39 03-03-2027 0.132 6.7 45.26%
17074 9988 ALIBA Call 140.39 03-03-2027 0.054 7.5 44.84%
17075 2601 CPIC Call 38.89 03-03-2027 0.044 5.8 60.24%
17172 0175 GEELY AUTO Call 22.69 08-03-2027 0.044 6.5 54.50%
17173 0123 GUANGZHOU INV Call 4.188 30-09-2027 0.152 2.3 86.47%
17175 6886 HTSC Call 24.68 31-05-2027 0.103 2.9 87.30%
17178 1880 CTG DUTY-FREE Call 65.43 22-07-2027 0.086 3.4 70.19%
17180 1193 CHINA RES GAS Call 21.59 26-05-2027 0.144 4.7 50.51%
17209 2259 ZIJIN GOLD INTERNATIONAL Put 123.46 08-03-2027 0.158 2.8 69.06%
17210 3993 CMOC Call 27.77 02-06-2027 0.056 4.2 74.33%
17243 0384 CHINA GAS HOLD Call 7.384 02-06-2027 0.070 4.2 63.81%
17320 0268 KINGDEE INT Call 11.89 26-04-2027 0.116 3.7 69.27%
17330 1398 ICBC Call 8.765 09-03-2027 0.093 10.0 29.48%
17332 1810 XIAOMI Call 36.89 10-03-2027 0.116 6.4 50.26%
17388 3750 CATL Call 758.89 30-03-2027 0.015 7.8 51.09%
17389 1988 MINSHENG BANK Call 3.988 30-04-2027 0.084 5.9 42.19%
17391 2714 MUYUAN Call 55.55 18-03-2027 0.063 5.4 61.58%
17393 0981 SMIC Call 81.98 02-04-2027 0.029 5.8 57.21%
17394 2822 CSOP A50 ETF Call 18.89 30-04-2027 0.042 12.5 26.94%
17396 0017 NEW WORLD DEV Call 8.888 28-05-2027 0.047 4.3 66.16%
17399 6862 HAIDILAO Call 13.89 15-03-2027 0.063 5.9 55.64%
17411 1928 SANDS CHINA LTD Call 19.28 30-07-2027 0.056 5.7 48.22%
17455 0241 CITIC 21CN Call 4.241 01-04-2027 0.115 4.3 67.01%
17456 1929 CHOW TAI FOOK Call 14.93 01-04-2027 0.087 4.4 65.38%
17458 2513 Z.AI Co., Ltd. Call 1,357.90 30-03-2027 0.030 2.7 134.79%
17466 6030 CITIC SEC Call 33.50 26-04-2027 0.064 4.3 68.30%
17467 3323 CNBM Call 4.33 30-06-2027 0.083 2.9 93.88%
17483 2333 GREATWALL MOTOR Call 10.74 30-07-2027 0.097 4.2 55.14%
17486 9696 TQL Call 42.89 28-05-2027 0.049 3.1 88.90%
17598 0425 MINTH GROUP Call 36.89 18-03-2027 0.094 3.7 86.81%
17599 0001 CK Hutchison Call 83.89 03-05-2027 0.095 7.5 35.61%
17747 9626 BILIBILI Call 159.63 30-04-2027 0.094 4.2 64.56%
17793 2050 SANHUA Call 35.89 30-04-2027 0.103 3.5 79.27%
17794 2015 LI AUTO Call 55.38 05-07-2027 0.133 3.3 62.39%
17795 1818 ZHAOJIN MINING Call 24.88 05-07-2027 0.122 3.1 72.08%
17796 1772 GANFENG Call 38.88 05-07-2027 0.055 3.0 83.30%
17810 3328 BANKCOMM Call 13.33 28-06-2027 0.142 7.1 40.12%
17827 1888 KB LAMINATES Call 71.89 30-03-2027 0.067 2.7 116.84%
17828 2899 ZIJIN MINING Call 42.90 30-03-2027 0.074 5.4 55.41%
17829 2313 SHENZHOU INTL Call 46.89 30-04-2027 0.168 4.1 59.89%
17830 0288 WHG Call 8.088 12-05-2027 0.124 4.0 65.84%
17939 0625 SHEIN GLOBAL HOLDINGS Call 42.63 29-10-2027 0.208 2.2 79.56%
17995 0700 TENCENT Call 558.88 30-04-2027 0.074 8.4 34.80%
17996 1833 PA GOODDOCTOR Call 8.688 03-08-2027 0.109 2.8 76.68%
17998 2628 CHINA LIFE Call 33.33 03-08-2027 0.054 5.2 46.07%
18024 1299 AIA Call 85.39 30-04-2027 0.177 6.7 35.26%
18025 0763 ZTE Call 27.63 31-05-2027 0.091 3.8 64.59%
18026 2338 WEICHAI POWER Call 42.34 31-05-2027 0.075 4.0 67.45%
18097 3986 GIGADEVICE Call 666.67 28-04-2027 0.078 2.0 149.12%
18098 3931 CALB Call 23.93 21-04-2027 0.090 2.9 102.41%
18159 1138 COSCO SHIP ENGY Call 31.14 31-05-2027 0.069 3.4 80.64%
18167 0100 MINIMAX Call 278.89 31-05-2027 0.075 2.2 116.55%
18264 2475 LUXSHARE PRECISION Call 66.67 30-09-2027 0.126 2.4 81.29%
18317 9688 ZAI LAB Call 25.69 19-04-2027 0.147 2.9 92.77%
18318 1347 HUA HONG SEMI Call 118.89 30-04-2027 0.089 3.4 83.65%
18319 3908 CICC Call 25.19 31-05-2027 0.116 3.2 74.40%
18323 9618 JDCOM Call 139.62 02-09-2027 0.142 4.7 45.58%
18956 1797 KOOLEARN Call 33.33 03-03-2027 0.117 2.7 104.06%
20421 1209 CHINA RES MIXC Call 55.88 02-02-2027 0.028 5.9 64.68%
20430 0257 CHINA EB INT Call 5.725 19-03-2027 0.088 4.5 58.44%
21387 0144 CHINA MER HOLD Call 19.14 02-12-2026 0.050 10.1 49.81%
21390 2883 CHINA OILFIELD Call 8.83 02-12-2026 0.048 8.8 59.16%
22677 9901 NOEDU Call 54.99 05-01-2027 0.069 5.4 68.63%
23769 0322 TINGYI Call 15.65 29-01-2027 0.092 7.0 52.10%
23790 0270 GUANGDONG INV Call 12.70 15-03-2027 0.119 4.4 70.09%
24815 0669 TECHTRONIC IND Call 129.29 05-01-2027 0.201 7.1 40.70%
25123 0267 CITIC PACIFIC Call 15.89 18-03-2027 0.069 7.8 39.44%
25711 0006 HK ELECTRIC Call 83.89 29-01-2027 0.031 12.3 37.57%
25720 1171 YKENR Call 15.89 02-12-2026 0.018 9.5 74.28%
26113 1415 COWELL Call 36.19 28-07-2027 0.078 2.5 93.70%
26697 9926 AKESO-B Call 123.46 30-12-2026 0.040 5.7 77.55%
26889 2423 BEKE-W Call 58.89 30-04-2027 0.142 3.0 84.15%
26925 0857 PETROCHINA Put 8.888 29-01-2027 0.063 7.5 38.59%
27193 0066 MTR CORPORATION Call 42.89 02-03-2027 0.033 11.1 33.00%
27761 0316 OOIL Call 198.89 18-11-2026 0.028 9.2 79.89%
27846 6690 HAIER SMARTHOME Call 34.89 26-02-2027 0.024 6.9 60.08%
28237 1776 GF SEC Call 24.68 01-02-2027 0.057 5.6 71.08%
28433 2328 PICC P&C Call 18.89 31-12-2026 0.042 10.5 44.79%
28492 0836 CHINA RES POWER Call 25.89 05-01-2027 0.091 5.6 75.48%
28525 0696 TRAVELSKY TECH Call 12.89 31-12-2026 0.031 8.1 60.96%
28740 1177 SINO BIOPHARM Call 7.07 30-04-2027 0.086 4.3 58.75%
28767 1952 EVEREST MED Call 57.78 22-03-2027 0.160 2.1 154.36%
29027 3968 CM BANK Call 60.89 30-11-2026 0.040 17.8 34.40%
29144 0148 KINGBOARD CHEM Call 77.78 19-02-2027 0.085 3.6 100.52%
29145 6936 SF HOLDING Call 45.68 21-07-2027 0.059 3.3 70.74%
29281 3808 SINOTRUK Call 51.88 30-04-2027 0.053 3.8 74.50%
29296 2018 AAC ACOUSTIC Call 60.12 30-04-2027 0.043 4.1 71.53%
29321 6055 CTIHK Call 35.89 02-08-2027 0.106 2.5 86.16%
29322 1318 MAO GEPING Call 88.89 15-03-2027 0.026 3.9 91.84%
29399 0325 BLOKS Call 88.89 28-06-2027 0.172 2.3 97.84%
29491 1519 J&T Express Call 13.58 17-05-2027 0.092 3.5 72.78%
29492 1055 CHINA SOUTH AIR Call 5.555 04-08-2027 0.034 3.6 71.36%
29539 0753 AIR CHINA Call 6.888 02-06-2027 0.030 4.2 69.60%
29540 1288 AGRICULTURAL BANK OF CHINA Call 9.288 25-03-2027 0.107 8.6 38.52%
29544 6160 BEONE Call 268.89 31-12-2026 0.130 5.8 67.69%
29545 0168 TSINGTAO BREW Call 70.89 20-05-2027 0.042 4.2 68.74%
29552 2588 BOC AVIATION Call 125.88 31-12-2026 0.027 8.9 70.65%
29925 2202 CHINA VANKE Call 3.333 02-07-2027 0.111 2.2 105.30%
29931 0354 CHINASOFT INT Call 4.567 21-05-2027 0.139 2.8 82.28%
29934 1997 WREIC Call 34.57 30-11-2026 0.134 7.7 65.32%