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 0.140 5.4 37.48%
26059 6969 HANG SENG BANK Call 14.11 03-01-2025 0.125 5.5 74.64%
28567 2015 NEW WORLD DEV Call 145.10 23-04-2025 0.149 2.9 93.85%
28018 0388 TSINGTAO BREW Call 576.00 07-04-2025 0.032 7.0 54.99%
27687 1211 GEELY AUTO Put 199.90 12-05-2025 0.087 6.0 41.54%
28246 HSTECH CITIC 21CN Put 4,478.00 29-04-2025 0.207 3.6 43.38%
26524 0857 CHINA EB INT Call 8.39 02-10-2025 0.071 4.7 46.79%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.018 4.2 127.64%
24962 0883 ZTE Put 16.98 29-10-2024 0.010 29.6 51.94%
25211 9961 XINYI GLASS Put 333.13 05-11-2024 0.010 13.2 94.16%
26121 1211 CCB Put 207.80 28-03-2025 0.031 7.5 39.76%
25190 9888 KUAISHOU TECHNOLOGY Put 99.95 22-11-2024 0.248 6.3 34.55%
25210 0939 KUAISHOU TECHNOLOGY Put 4.39 27-01-2025 0.013 14.7 32.49%
26055 0175 CHINA SOUTH AIR Call 10.77 16-04-2025 0.720 3.1 48.06%
28090 2382 WEIGAO GROUP Call 70.93 25-06-2025 0.136 3.0 77.01%
27846 HSI CHINA SHENHUA Put 20,000.00 29-04-2025 0.150 6.6 26.36%
27856 3690 CSPC PHARMA Call 208.80 30-05-2025 0.249 3.6 57.28%
25039 0700 YKENR Call 472.42 17-12-2024 0.100 11.3 40.05%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.055 3.9 53.51%
28356 1313 CHINARES CEMENT Call 5.08 13-12-2024 0.010 4.3 158.84%
25073 1810 GANFENG Put 15.13 27-05-2025 0.047 4.3 54.13%
28024 HSI Xiaomi Call 26,000.00 29-04-2025 0.059 9.0 31.15%
26291 2018 CGN POWER Put 24.95 25-02-2025 0.141 4.0 64.41%
25916 HSI PA GOODDOCTOR Call 25,000.00 30-12-2026 0.250 5.0 22.42%
27854 9988 CHINA COSCO Call 138.80 30-06-2025 0.077 5.6 44.73%
25154 2318 LI AUTO Call 69.99 30-12-2025 0.265 4.8 40.98%
28362 9988 AAC ACOUSTIC Call 125.10 28-03-2025 0.044 6.0 47.87%
24212 1299 ANTA SPORTS Put 40.00 31-10-2024 0.013 13.1 129.14%
24908 9618 WUXI BIO Call 180.00 03-06-2025 0.355 3.8 57.96%
24959 2628 WUXI BIO Call 13.00 29-05-2025 0.900 2.7 67.26%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.025 3.1 95.23%
28012 3690 LI NING Put 155.00 07-04-2025 0.121 3.7 55.23%
28010 0700 GREATWALL MOTOR Put 349.80 23-06-2025 0.150 5.7 33.84%
25920 3690 SUNNY OPTICAL Put 94.95 14-02-2025 0.010 6.9 62.90%
28357 2628 BANK OF CHINA HK Call 32.00 14-04-2025 0.060 4.5 76.80%
28075 0388 TCL COMM Put 315.00 27-06-2025 0.530 2.5 50.67%
23051 1928 XINAO GAS Call 28.05 24-12-2024 0.026 7.8 70.85%
24203 2883 GREENTOWN SER Call 10.55 31-12-2024 0.023 6.4 72.91%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.034 5.1 60.48%
26519 3690 CHINARES PHARMA Put 94.95 14-02-2025 0.013 6.3 65.82%
28370 1109 CRRC TIMES ELEC Call 35.93 11-02-2026 0.138 2.2 84.27%
28360 2318 BOSIDENG Call 75.00 30-10-2025 0.062 4.2 51.79%
28361 9618 POLY PPT SER Call 266.18 30-04-2025 0.071 4.4 71.56%
22948 2015 LI AUTO Call 162.10 20-12-2024 0.020 6.5 88.10%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.290 1.9 123.61%
27299 9999 JDCOM Call 147.09 23-07-2025 0.201 3.1 64.57%
26292 0700 TENCENT Put 319.80 20-06-2025 0.067 7.1 31.95%
26779 0941 NTES Call 76.93 19-12-2024 0.190 13.4 29.29%
26598 9696 ALIBA Call 36.93 10-03-2025 0.285 3.2 97.63%