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
(%)
23437 0700 SWIRE PACIFIC A Call 355.20 09-09-2024 0.560 5.4 33.37%
13492 0144 CHINA MER HOLD Call 14.18 15-07-2024 0.039 7.3 67.95%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.018 5.2 59.46%
22841 0700 ASM PACIFIC Call 335.20 21-06-2024 0.630 5.8 39.74%
24962 0883 ZTE Put 16.98 29-10-2024 0.174 6.9 31.41%
18174 0778 FORTUNE REIT Call 7.88 03-07-2024 0.010 6.8 103.77%
14097 0867 CMS Call 16.88 04-06-2024 0.045 3.3 324.46%
17517 0883 CNOOC Call 12.88 03-07-2024 0.730 2.5 120.95%
14098 1044 HENGAN INT''L Call 48.88 04-06-2024 0.010 10.2 126.01%
22715 0700 SINOPHARM Call 320.20 26-07-2024 0.780 4.9 25.75%
25039 0700 YKENR Call 472.42 17-12-2024 0.196 6.6 34.14%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.032 4.2 46.01%
28356 1313 CHINARES CEMENT Call 5.08 13-12-2024 0.011 3.7 98.12%
22325 0700 NCI Call 370.00 28-06-2024 0.325 9.4 29.92%
15093 1772 GANFENG Call 61.49 03-07-2024 0.010 4.8 158.27%
25073 1810 GANFENG Put 15.13 27-05-2025 0.111 3.2 45.74%
21597 9888 CHINA COMM CONS Put 99.83 21-06-2024 0.033 12.7 43.10%
23643 0027 Xiaomi Call 56.05 25-09-2024 0.061 8.5 42.76%
25154 2318 LI AUTO Call 69.99 30-12-2025 0.425 3.6 50.42%
22850 HSI AAC ACOUSTIC Call 16,281.00 29-08-2024 0.425 N/A N/A
24212 1299 ANTA SPORTS Put 40.00 31-10-2024 0.037 9.2 39.48%
24908 9618 WUXI BIO Call 180.00 03-06-2025 0.320 3.5 50.16%
24959 2628 WUXI BIO Call 13.00 29-05-2025 0.400 3.8 37.84%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.017 3.7 65.67%
13617 2328 PICC P&C Call 8.00 02-08-2024 0.445 4.2 44.59%
12602 2600 CHALCO Call 4.88 18-11-2024 0.229 3.3 54.24%
23051 1928 XINAO GAS Call 28.05 24-12-2024 0.097 5.8 42.37%
21047 0005 ND PAPER Call 71.14 16-09-2024 0.216 13.0 20.07%
28562 2822 CSOP A50 ETF Call 16.16 03-10-2024 0.025 11.7 30.16%
24203 2883 GREENTOWN SER Call 10.55 31-12-2024 0.073 4.5 49.73%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.082 4.0 49.38%
29456 3311 CHINA STATE CON Call 9.88 04-06-2024 0.081 9.3 50.12%
23547 0016 CNBM Put 59.86 22-08-2024 0.020 13.7 33.73%
21654 0688 KINGSOFT Call 17.88 03-09-2024 0.220 6.2 48.00%
22407 1211 CG SERVICES Put 192.30 27-09-2024 0.058 7.9 34.02%
22948 2015 LI AUTO Call 162.10 20-12-2024 0.054 4.2 65.82%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.181 2.7 60.07%
28399 9633 NONGFU SPRING Call 49.88 03-07-2024 0.020 14.2 32.55%
12655 9868 XPENG Put 28.88 02-08-2024 0.077 2.7 96.33%
21467 HSI ALIBA Call 18,291.00 30-05-2024 0.192 13.9 24.79%