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 0.136 5.5 39.42%
26059 6969 HANG SENG BANK Call 14.11 03-01-2025 0.012 12.3 99.43%
29634 0941 SHK PPT Put 68.88 30-06-2025 N/A N/A N/A
29637 9633 SHK PPT Call 49.38 05-06-2025 N/A N/A N/A
28567 2015 NEW WORLD DEV Call 145.10 23-04-2025 0.070 3.9 89.69%
28018 0388 TSINGTAO BREW Call 576.00 07-04-2025 0.015 8.1 63.86%
27687 1211 GEELY AUTO Put 199.90 12-05-2025 0.068 7.4 40.91%
28246 HSTECH CITIC 21CN Put 4,478.00 29-04-2025 0.160 4.9 39.46%
26524 0857 CHINA EB INT Call 8.39 02-10-2025 0.039 5.8 44.86%
29255 0386 JIANGXI COPPER Call 5.67 21-07-2025 0.106 7.3 39.26%
29449 9961 CHINA GAS HOLD Call 808.88 12-06-2025 0.280 5.0 58.61%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.016 8.9 118.16%
29450 1299 BEIJING AIRPORT Call 73.88 16-06-2025 0.114 7.9 38.67%
29286 2600 CHINA UNICOM Call 5.81 24-07-2025 0.077 3.9 62.71%
29047 9988 TONGCHENG-ELONG Call 118.98 25-06-2026 0.073 3.8 43.74%
29290 0700 SJM HOLDINGS Call 500.50 25-09-2025 0.270 5.8 33.84%
28708 HSI HUANENG POWER Call 25,125.00 29-09-2025 0.042 9.2 25.07%
29352 9992 CHINA LONGYUAN Call 128.88 11-12-2025 0.260 2.1 94.99%
26121 1211 CCB Put 207.80 28-03-2025 0.026 9.2 40.71%
25210 0939 KUAISHOU TECHNOLOGY Put 4.39 27-01-2025 0.010 15.3 51.66%
26055 0175 CHINA SOUTH AIR Call 10.77 16-04-2025 1.010 2.7 62.16%
28090 2382 WEIGAO GROUP Call 70.93 25-06-2025 0.255 3.4 60.88%
27846 HSI CHINA SHENHUA Put 20,000.00 29-04-2025 0.145 7.8 25.31%
27856 3690 CSPC PHARMA Call 208.80 30-05-2025 0.093 5.2 54.67%
29050 0388 WYNN MACAU Call 500.50 25-06-2025 0.061 6.1 54.61%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.032 4.3 59.17%
29454 0700 PHOENIXHEALTH Call 700.50 24-12-2025 0.138 5.4 40.36%
25073 1810 GANFENG Put 15.13 27-05-2025 0.013 5.5 63.69%
28024 HSI Xiaomi Call 26,000.00 29-04-2025 0.017 13.3 29.32%
26291 2018 CGN POWER Put 24.95 25-02-2025 0.024 8.0 62.05%
25916 HSI PA GOODDOCTOR Call 25,000.00 30-12-2026 0.190 5.5 22.24%
29051 3690 BUD APAC Call 234.08 23-06-2025 0.080 4.9 58.74%
27854 9988 CHINA COSCO Call 138.80 30-06-2025 0.022 6.8 50.39%
29044 0823 CHINA COSCO Call 40.04 10-04-2025 0.047 10.9 33.99%
29361 2318 SANDS CHINA LTD Call 52.37 24-03-2025 0.160 8.5 40.46%
29640 9901 WEIMOB INC Call 65.88 03-03-2026 N/A N/A N/A
25154 2318 LI AUTO Call 69.99 30-12-2025 0.182 5.2 42.79%
28362 9988 AAC ACOUSTIC Call 125.10 28-03-2025 0.010 7.9 57.74%
24908 9618 WUXI BIO Call 180.00 03-06-2025 0.184 4.7 60.73%
24959 2628 WUXI BIO Call 13.00 29-05-2025 0.600 3.2 71.42%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.025 3.3 101.35%
28012 3690 LI NING Put 155.00 07-04-2025 0.135 4.6 47.61%
28010 0700 GREATWALL MOTOR Put 349.80 23-06-2025 0.073 8.5 29.13%
29455 0388 AVICHINA Put 272.79 09-05-2025 0.132 6.9 32.89%
25920 3690 SUNNY OPTICAL Put 94.95 14-02-2025 0.010 8.3 72.95%
28357 2628 BANK OF CHINA HK Call 32.00 14-04-2025 0.014 6.2 77.34%
28075 0388 TCL COMM Put 315.00 27-06-2025 0.405 4.1 33.75%
23051 1928 XINAO GAS Call 28.05 24-12-2024 0.010 14.1 164.01%
24203 2883 GREENTOWN SER Call 10.55 31-12-2024 0.010 7.0 192.85%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.015 5.8 75.64%
28976 1810 ZIJIN MINING Call 40.05 02-06-2025 0.146 6.2 44.64%
29456 2628 CHINA STATE CON Call 20.93 23-09-2025 0.091 4.4 58.86%
26519 3690 CHINARES PHARMA Put 94.95 14-02-2025 0.010 8.3 72.95%
28370 1109 CRRC TIMES ELEC Call 35.93 11-02-2026 0.073 2.6 77.79%
28360 2318 BOSIDENG Call 75.00 30-10-2025 0.029 5.3 48.17%
28361 9618 POLY PPT SER Call 266.18 30-04-2025 0.012 7.1 64.47%
22948 2015 LI AUTO Call 162.10 20-12-2024 0.010 7.3 687.80%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.178 2.6 94.73%
29482 1810 HAITONG SEC Put 24.95 24-07-2025 0.117 4.8 42.75%
29045 0941 HAIDILAO Call 80.05 26-03-2025 0.173 14.9 20.54%
28761 3690 FLAT GLASS Call 233.80 02-04-2025 0.039 6.6 61.26%
27299 9999 JDCOM Call 147.09 23-07-2025 0.201 3.9 50.16%
29120 0763 Bilibili Call 26.80 30-05-2025 0.285 3.5 75.20%
29123 0939 CCB Call 7.20 30-05-2025 0.148 9.9 29.52%
26292 0700 TENCENT Put 319.80 20-06-2025 0.037 9.1 31.16%
29353 0175 GEELY AUTO Put 12.00 09-06-2025 0.127 4.3 51.90%
29356 0005 POP MART Call 84.04 22-05-2025 0.151 10.5 30.41%
26598 9696 ALIBA Call 36.93 10-03-2025 0.129 4.6 95.94%