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
(%)
27822 0700 CLP HOLDINGS Call 700.00 05-01-2026 0.118 5.3 40.22%
26059 6969 HANG SENG BANK Call 14.11 03-01-2025 0.090 6.3 89.66%
28567 2015 NEW WORLD DEV Call 145.10 23-04-2025 0.070 3.5 92.01%
28018 0388 TSINGTAO BREW Call 576.00 07-04-2025 0.013 8.1 58.03%
27687 1211 GEELY AUTO Put 199.90 12-05-2025 0.099 6.5 39.57%
28246 HSTECH CITIC 21CN Put 4,478.00 29-04-2025 0.232 3.6 44.00%
26524 0857 CHINA EB INT Call 8.39 02-10-2025 0.037 5.6 45.14%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.020 6.6 94.04%
29047 9988 TONGCHENG-ELONG Call 118.98 25-06-2026 0.073 3.8 41.92%
28708 HSI HUANENG POWER Call 25,125.00 29-09-2025 0.044 8.6 25.93%
26121 1211 CCB Put 207.80 28-03-2025 0.047 7.4 40.14%
25190 9888 KUAISHOU TECHNOLOGY Put 99.95 22-11-2024 0.305 N/A N/A
25210 0939 KUAISHOU TECHNOLOGY Put 4.39 27-01-2025 0.013 16.2 35.16%
26055 0175 CHINA SOUTH AIR Call 10.77 16-04-2025 0.590 3.4 53.45%
28090 2382 WEIGAO GROUP Call 70.93 25-06-2025 0.154 3.4 66.65%
27846 HSI CHINA SHENHUA Put 20,000.00 29-04-2025 0.187 6.5 25.57%
27856 3690 CSPC PHARMA Call 208.80 30-05-2025 0.116 5.0 50.16%
29050 0388 WYNN MACAU Call 500.50 25-06-2025 0.059 5.9 53.05%
25039 0700 YKENR Call 472.42 17-12-2024 0.010 23.6 38.56%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.038 4.1 57.27%
28356 1313 CHINARES CEMENT Call 5.08 13-12-2024 0.010 4.0 272.04%
25073 1810 GANFENG Put 15.13 27-05-2025 0.016 5.7 54.10%
28024 HSI Xiaomi Call 26,000.00 29-04-2025 0.015 13.1 27.64%
26291 2018 CGN POWER Put 24.95 25-02-2025 0.082 5.2 64.71%
25916 HSI PA GOODDOCTOR Call 25,000.00 30-12-2026 0.168 5.6 22.00%
29051 3690 BUD APAC Call 234.08 23-06-2025 0.106 4.6 55.23%
27854 9988 CHINA COSCO Call 138.80 30-06-2025 0.020 7.1 45.31%
29044 0823 CHINA COSCO Call 40.04 10-04-2025 0.078 9.4 33.05%
25154 2318 LI AUTO Call 69.99 30-12-2025 0.163 5.3 40.89%
28362 9988 AAC ACOUSTIC Call 125.10 28-03-2025 0.011 7.7 51.06%
24908 9618 WUXI BIO Call 180.00 03-06-2025 0.194 4.6 58.41%
24959 2628 WUXI BIO Call 13.00 29-05-2025 0.610 3.0 70.97%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.025 3.2 99.04%
28012 3690 LI NING Put 155.00 07-04-2025 0.131 4.2 49.96%
28010 0700 GREATWALL MOTOR Put 349.80 23-06-2025 0.137 6.8 29.42%
25920 3690 SUNNY OPTICAL Put 94.95 14-02-2025 0.010 7.7 64.70%
28357 2628 BANK OF CHINA HK Call 32.00 14-04-2025 0.014 6.2 69.48%
28075 0388 TCL COMM Put 315.00 27-06-2025 0.500 3.3 36.55%
23051 1928 XINAO GAS Call 28.05 24-12-2024 0.013 10.4 79.37%
24203 2883 GREENTOWN SER Call 10.55 31-12-2024 0.010 7.6 93.91%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.016 6.0 63.08%
28976 1810 ZIJIN MINING Call 40.05 02-06-2025 0.119 5.6 49.41%
26519 3690 CHINARES PHARMA Put 94.95 14-02-2025 0.010 7.7 64.70%
28370 1109 CRRC TIMES ELEC Call 35.93 11-02-2026 0.085 2.5 80.04%
28360 2318 BOSIDENG Call 75.00 30-10-2025 0.029 5.2 47.13%
28361 9618 POLY PPT SER Call 266.18 30-04-2025 0.019 6.2 63.95%
22948 2015 LI AUTO Call 162.10 20-12-2024 0.025 4.9 174.51%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.211 2.3 105.33%
29045 0941 HAIDILAO Call 80.05 26-03-2025 0.106 14.3 22.48%
28761 3690 FLAT GLASS Call 233.80 02-04-2025 0.055 6.3 54.24%
27299 9999 JDCOM Call 147.09 23-07-2025 0.184 3.8 51.29%
29120 0763 Bilibili Call 26.80 30-05-2025 N/A N/A N/A
29123 0939 CCB Call 7.20 30-05-2025 N/A N/A N/A
26292 0700 TENCENT Put 319.80 20-06-2025 0.067 7.9 29.82%
26779 0941 NTES Call 76.93 19-12-2024 0.018 34.7 23.01%
26598 9696 ALIBA Call 36.93 10-03-2025 0.300 3.5 98.53%