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
(%)
26059 6969 HANG SENG BANK Call 14.11 03-01-2025 0.127 3.7 82.05%
23437 0700 SWIRE PACIFIC A Call 355.20 09-09-2024 0.360 7.5 36.89%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.018 4.1 86.96%
24962 0883 ZTE Put 16.98 29-10-2024 0.028 11.4 34.56%
25211 9961 XINYI GLASS Put 333.13 05-11-2024 0.128 7.0 38.95%
26121 1211 CCB Put 207.80 28-03-2025 0.127 4.5 38.46%
25190 9888 KUAISHOU TECHNOLOGY Put 99.95 22-11-2024 0.265 3.9 41.00%
25210 0939 KUAISHOU TECHNOLOGY Put 4.39 27-01-2025 0.044 10.4 26.06%
26055 0175 CHINA SOUTH AIR Call 10.77 16-04-2025 0.088 5.6 38.52%
22715 0700 SINOPHARM Call 320.20 26-07-2024 0.620 5.3 94.23%
25039 0700 YKENR Call 472.42 17-12-2024 0.078 9.4 32.04%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.018 4.7 46.42%
28356 1313 CHINARES CEMENT Call 5.08 13-12-2024 0.010 4.1 103.94%
25073 1810 GANFENG Put 15.13 27-05-2025 0.148 3.4 39.89%
23643 0027 Xiaomi Call 56.05 25-09-2024 0.012 10.7 57.64%
26291 2018 CGN POWER Put 24.95 25-02-2025 N/A N/A N/A
25916 HSI PA GOODDOCTOR Call 25,000.00 30-12-2026 0.100 6.6 18.86%
25154 2318 LI AUTO Call 69.99 30-12-2025 0.048 6.1 39.14%
22850 HSI AAC ACOUSTIC Call 16,281.00 29-08-2024 0.214 9.7 22.81%
24212 1299 ANTA SPORTS Put 40.00 31-10-2024 0.045 11.7 35.06%
24908 9618 WUXI BIO Call 180.00 03-06-2025 0.059 5.5 45.99%
24959 2628 WUXI BIO Call 13.00 29-05-2025 0.154 5.4 33.03%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.015 3.4 77.80%
25920 3690 SUNNY OPTICAL Put 94.95 14-02-2025 0.112 4.2 46.97%
12602 2600 CHALCO Call 4.88 18-11-2024 0.168 4.1 53.50%
23051 1928 XINAO GAS Call 28.05 24-12-2024 0.012 8.3 46.23%
21047 0005 ND PAPER Call 71.14 16-09-2024 0.057 24.7 18.46%
28562 2822 CSOP A50 ETF Call 16.16 03-10-2024 0.015 12.1 41.85%
24203 2883 GREENTOWN SER Call 10.55 31-12-2024 0.019 6.3 50.27%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.028 5.1 49.77%
23547 0016 CNBM Put 59.86 22-08-2024 0.015 22.3 32.18%
21654 0688 KINGSOFT Call 17.88 03-09-2024 0.016 12.6 51.35%
22407 1211 CG SERVICES Put 192.30 27-09-2024 0.012 13.0 36.22%
22948 2015 LI AUTO Call 162.10 20-12-2024 0.019 5.0 75.02%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.050 3.6 60.60%
12655 9868 XPENG Put 28.88 02-08-2024 0.015 8.5 89.29%
26292 0700 TENCENT Put 319.80 20-06-2025 N/A N/A N/A