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 0.265 6.8 33.74%
13492 0144 CHINA MER HOLD Call 14.18 15-07-2024 0.028 6.8 69.69%
29449 0384 CHINA GAS HOLD Call 11.88 03-05-2024 0.010 7.1 244.31%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.018 5.2 56.43%
22841 0700 ASM PACIFIC Call 335.20 21-06-2024 0.239 9.2 32.77%
18174 0778 FORTUNE REIT Call 7.88 03-07-2024 0.010 5.9 101.18%
14097 0867 CMS Call 16.88 04-06-2024 0.045 3.3 222.60%
17517 0883 CNOOC Call 12.88 03-07-2024 0.700 3.1 39.38%
14098 1044 HENGAN INT''L Call 48.88 04-06-2024 0.010 8.9 99.89%
22715 0700 SINOPHARM Call 320.20 26-07-2024 0.380 6.7 31.95%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.027 4.0 49.30%
28356 1313 CHINARES CEMENT Call 5.08 13-12-2024 0.011 3.2 116.67%
22325 0700 NCI Call 370.00 28-06-2024 0.100 12.0 32.48%
15093 1772 GANFENG Call 61.49 03-07-2024 0.010 4.3 149.19%
21597 9888 CHINA COMM CONS Put 99.83 21-06-2024 0.121 7.1 43.54%
23643 0027 Xiaomi Call 56.05 25-09-2024 0.026 9.2 41.49%
22850 HSI AAC ACOUSTIC Call 16,281.00 29-08-2024 0.214 10.0 11.95%
24212 1299 ANTA SPORTS Put 40.00 31-10-2024 0.156 7.3 36.22%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.017 3.6 66.98%
13617 2328 PICC P&C Call 8.00 02-08-2024 0.390 4.2 48.40%
29455 2357 AVICHINA Call 4.28 14-05-2024 0.013 9.5 95.04%
12602 2600 CHALCO Call 4.88 18-11-2024 0.205 3.4 53.62%
23051 1928 XINAO GAS Call 28.05 24-12-2024 0.048 6.4 40.93%
21047 0005 ND PAPER Call 72.85 16-09-2024 0.084 14.6 21.48%
28562 2822 CSOP A50 ETF Call 16.16 03-10-2024 0.029 10.2 32.27%
24203 2883 GREENTOWN SER Call 10.55 31-12-2024 0.107 3.9 53.50%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.092 4.0 45.85%
12306 2888 STANCHART Call 80.00 03-05-2024 0.010 15.8 98.02%
29456 3311 CHINA STATE CON Call 9.88 04-06-2024 0.032 8.8 59.31%
23547 0016 CNBM Put 59.86 22-08-2024 0.081 10.1 32.63%
21654 0688 KINGSOFT Call 17.88 03-09-2024 0.089 7.1 48.41%
22407 1211 CG SERVICES Put 192.30 27-09-2024 0.107 5.8 37.52%
22948 2015 LI AUTO Call 162.10 20-12-2024 0.064 4.1 63.16%
12307 6618 JD HEALTH Call 80.88 03-05-2024 0.015 3.1 594.37%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.153 2.7 62.57%
14436 6881 CGS Call 5.88 03-05-2024 0.015 7.9 198.90%
28399 9633 NONGFU SPRING Call 49.88 03-07-2024 0.019 12.5 32.64%
12655 9868 XPENG Put 28.88 02-08-2024 0.103 2.1 99.11%
21467 HSI ALIBA Call 18,291.00 30-05-2024 0.036 23.4 21.95%