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 33.50%
13492 0144 CHINA MER HOLD Call 14.18 15-07-2024 0.029 6.7 70.49%
29449 0384 CHINA GAS HOLD Call 11.88 03-05-2024 0.010 7.1 242.63%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.018 5.2 56.15%
22841 0700 ASM PACIFIC Call 335.20 21-06-2024 0.242 9.1 32.87%
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 3.3 221.98%
17517 0883 CNOOC Call 12.88 03-07-2024 0.690 3.1 46.35%
14098 1044 HENGAN INT''L Call 48.88 04-06-2024 0.010 9.0 99.35%
22715 0700 SINOPHARM Call 320.20 26-07-2024 0.380 6.7 31.44%
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 0.103 11.8 32.66%
15093 1772 GANFENG Call 61.49 03-07-2024 0.010 4.4 147.67%
21597 9888 CHINA COMM CONS Put 99.83 21-06-2024 0.121 7.1 43.81%
23643 0027 Xiaomi Call 56.05 25-09-2024 0.026 9.3 41.15%
22850 HSI AAC ACOUSTIC Call 16,281.00 29-08-2024 0.217 9.6 13.35%
24212 1299 ANTA SPORTS Put 40.00 31-10-2024 0.153 7.4 36.01%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.017 3.6 66.80%
13617 2328 PICC P&C Call 8.00 02-08-2024 0.385 4.2 49.95%
29455 2357 AVICHINA Call 4.28 14-05-2024 0.013 9.4 95.93%
12602 2600 CHALCO Call 4.88 18-11-2024 0.206 3.4 53.04%
23051 1928 XINAO GAS Call 28.05 24-12-2024 0.050 6.4 40.75%
21047 0005 ND PAPER Call 72.85 16-09-2024 0.084 14.8 21.44%
28562 2822 CSOP A50 ETF Call 16.16 03-10-2024 0.029 10.2 32.19%
24203 2883 GREENTOWN SER Call 10.55 31-12-2024 0.104 3.9 53.72%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.089 4.1 45.93%
12306 2888 STANCHART Call 80.00 03-05-2024 0.010 15.9 97.07%
29456 3311 CHINA STATE CON Call 9.88 04-06-2024 0.032 8.8 59.00%
23547 0016 CNBM Put 59.86 22-08-2024 0.080 10.1 32.72%
21654 0688 KINGSOFT Call 17.88 03-09-2024 0.092 6.9 49.21%
22407 1211 CG SERVICES Put 192.30 27-09-2024 0.108 5.7 37.60%
22948 2015 LI AUTO Call 162.10 20-12-2024 0.063 4.1 63.27%
12307 6618 JD HEALTH Call 80.88 03-05-2024 0.015 3.1 593.45%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.153 2.7 61.88%
14436 6881 CGS Call 5.88 03-05-2024 0.015 8.1 194.61%
28399 9633 NONGFU SPRING Call 49.88 03-07-2024 0.019 12.5 32.43%
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 22.14%