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
(%)
13107 0728 CHINA TELECOM Call 7.28 28-01-2027 0.024 9.3 54.23%
13116 1070 TCL MULTIMEDIA Call 19.89 02-12-2026 0.062 6.8 82.73%
13216 0991 DATANG POWER Call 4.321 26-01-2027 0.040 3.6 113.19%
13391 0998 CITIC BANK Call 9.98 18-08-2027 0.141 4.4 47.24%
13401 1919 CHINA COSCO Call 19.19 20-11-2026 0.033 13.8 53.16%
13403 3692 HANSOH PHARMA Call 40.88 17-08-2027 0.111 2.8 71.13%
13404 6693 CHIFENG JILONG GOLD MINING Call 41.88 02-03-2027 0.069 3.5 89.73%
13413 1876 BUD APAC Call 10.00 30-06-2027 0.032 5.4 57.00%
13539 0003 HK & CHINA GAS Call 9.388 29-01-2027 0.032 14.4 31.91%
13540 1038 CKI HOLDINGS Call 74.89 30-12-2026 0.183 10.7 36.96%
13563 0179 JOHNSON ELEC H Call 33.33 06-04-2027 0.027 2.7 132.59%
13567 3888 KINGSOFT Call 38.88 02-02-2027 0.049 6.5 66.43%
13763 9911 NEWBORNTOWN Call 12.35 15-12-2026 0.036 5.2 103.72%
13764 0388 HKEX Call 456.79 29-01-2027 0.041 12.1 33.48%
13770 1766 CSR Call 6.666 03-03-2027 0.086 4.4 67.90%
13772 0285 BYD ELECTRONIC Call 40.29 29-01-2027 0.021 7.1 69.26%
13773 3800 GCL TECH Call 1.38 02-07-2027 0.050 3.1 88.25%
13776 2228 XTALPI HOLDINGS Call 9.999 12-03-2027 0.044 3.7 93.46%
13786 1128 WYNN MACAU Call 8.888 04-05-2027 0.045 4.2 74.40%
13878 2688 XINAO GAS Call 68.89 30-06-2027 0.092 3.6 71.07%
13880 0883 CNOOC Call 36.88 02-03-2027 0.035 9.1 45.33%
13934 0772 CHINA LIT Call 33.33 21-12-2026 0.027 8.0 72.83%
13983 2097 MIXUE Call 369.00 30-09-2027 0.036 2.7 86.34%
13985 1951 JXR Call 3.333 30-12-2026 0.032 7.6 69.92%
14037 0012 HENDERSON LAND Call 34.57 26-02-2027 0.075 7.7 43.61%
14166 1211 BYD COMPANY Call 121.10 29-06-2027 0.025 6.0 49.14%
14203 2800 TRACKER FUND Call 32.29 28-05-2027 0.041 10.5 29.64%
14204 9660 HORIZON ROBOTICS INC Call 5.888 04-06-2027 0.068 3.3 80.68%
14290 1357 MEITU Call 5.555 02-03-2027 0.043 4.1 85.44%
14500 1787 SD GOLD Call 24.68 04-01-2027 0.044 6.7 70.54%
14583 0300 Midea Group Call 104.89 26-02-2027 0.100 6.9 40.28%
14585 9999 NTES Call 264.89 29-01-2027 0.034 7.4 57.54%
14950 2382 SUNNY OPTICAL Call 88.89 26-02-2027 0.042 5.7 62.04%
15035 9633 NONGFU SPRING Call 60.89 11-01-2027 0.024 11.0 49.97%
15038 2162 KEYMED BIO-B Call 123.46 11-01-2027 0.039 5.1 88.44%
15041 0386 SINOPEC CORP Call 5.555 28-05-2027 0.139 7.6 32.28%
15042 0968 XINYI SOLAR Call 2.968 30-03-2027 0.060 4.0 79.43%
15043 0902 HUANENG POWER Call 9.02 30-06-2027 0.115 5.0 55.09%
15045 1729 TIME INTERCON Call 23.46 10-02-2027 0.035 3.8 108.02%
15047 0941 CHINA MOBILE Call 108.89 30-08-2027 0.110 8.6 28.86%
15048 1816 CGN POWER Call 3.488 09-08-2027 0.265 3.4 53.32%
15064 2400 XD INC Call 66.67 29-01-2027 0.020 5.2 85.85%
15069 0358 JIANGXI COPPER Call 42.36 29-01-2027 0.030 6.9 63.32%
15093 0916 CHINA LONGYUAN Call 6.916 24-05-2027 0.097 3.7 68.85%
15137 1072 DONGFANG ELEC Call 34.57 30-09-2027 0.056 2.3 108.56%
15164 0688 CHINA OVERSEAS Call 17.69 02-03-2027 0.064 6.8 51.94%
15165 0020 SENSETIME Call 2.10 02-03-2027 0.020 5.8 70.51%
15166 6881 CGS Call 12.39 31-05-2027 0.059 4.3 70.16%
15170 0966 CHINA TAIPING Call 29.66 02-03-2027 0.026 6.1 66.44%
15171 0291 CHINA RESOURCES Call 35.29 02-03-2027 0.023 6.6 63.84%
15210 0788 CHINA TOWER Call 12.29 29-01-2027 0.043 9.9 44.38%
15262 2096 SIMCERE PHARMA Call 18.89 18-01-2027 0.021 6.2 80.63%
15293 6066 CSC Call 16.07 29-01-2027 0.029 5.9 74.33%
15294 1860 MOBVISTA Call 15.19 29-01-2027 0.052 3.3 118.21%
15297 1164 CGN MINING Call 3.69 15-01-2027 0.023 5.4 92.38%
15399 0823 LINK REIT Call 45.82 02-03-2027 0.039 12.2 30.22%
15404 6060 ZA ONLINE Call 12.89 29-01-2027 0.058 4.9 78.84%
15405 1698 TENCENT MUSIC Call 42.89 01-03-2027 0.073 3.5 87.79%
15406 2380 CHINA POWER Call 3.456 10-02-2027 0.074 5.2 64.75%
15407 0914 ANHUI CONCH Call 20.89 01-03-2027 0.045 7.9 41.80%
15426 6186 CHINA FEIHE Call 3.861 29-01-2027 0.038 5.8 72.58%
15427 2252 MEDBOT-B Call 32.25 23-06-2027 0.095 2.2 109.10%
15471 2276 CONANT OPTICAL Call 42.28 02-06-2027 0.137 2.7 81.09%
15473 1157 ZOOMLION Call 11.57 03-08-2027 0.026 4.7 68.12%
15485 6809 MONTAGE TECH Call 468.09 21-01-2027 0.041 2.9 161.58%
15486 6088 FIT HON TENG Call 8.765 01-02-2027 0.020 3.8 122.24%
15512 9880 UB TECH ROBOTICS Call 123.46 21-01-2027 0.022 4.6 102.47%
15599 1276 HENGRUI PHARMA Call 76.54 18-06-2027 0.063 3.2 77.98%
15601 3339 LONKING Call 4.567 29-01-2027 0.032 6.1 72.09%
15602 1801 INBIO Call 133.89 29-01-2027 0.031 6.4 69.17%
15620 9863 LEAPMOTOR Call 51.89 26-01-2027 0.062 5.3 78.80%
15625 0868 XINYI GLASS Call 12.87 04-05-2027 0.048 5.4 56.61%
15626 1113 CKA Call 63.89 26-02-2027 0.033 11.1 37.44%
15627 2020 ANTA SPORTS Call 123.46 29-01-2027 0.030 9.9 52.43%
15649 6869 YOFC Call 188.89 18-06-2027 0.074 1.8 155.78%
15717 0293 CATHAY PAC AIR Call 18.69 01-03-2027 0.034 8.7 43.50%
15785 3308 ZHONGJI INNOLIGHT Call 1,357.90 29-01-2027 0.023 4.1 104.89%
15829 6082 BIREN TECH Call 45.68 01-02-2027 0.030 2.9 146.07%
15830 6181 LAOPU GOLD Call 432.10 01-02-2027 0.047 5.5 81.42%
15861 0522 ASM PACIFIC Call 188.89 18-02-2027 0.053 3.7 95.96%
15863 2388 BANK OF CHINA HK Call 68.39 02-03-2027 0.030 12.8 33.08%
15910 0853 MICROPORT Call 9.358 29-04-2027 0.101 2.6 105.60%
15970 6990 SKB BIO-B Call 688.89 03-02-2027 N/A N/A N/A
15995 2888 STANCHART Call 312.89 22-02-2027 0.028 9.0 44.89%
16050 9868 XPENG Call 68.89 30-04-2027 0.031 4.2 76.48%
16089 2611 GTHT Call 20.89 26-02-2027 0.041 6.0 62.71%
16104 3320 CHINARES PHARMA Call 6.88 05-07-2027 0.086 3.5 70.76%
16105 1186 CHINA RAIL CONS Call 5.866 26-02-2027 0.045 7.5 48.26%
16106 2319 MENGNIU DAIRY Call 26.28 02-03-2027 0.047 7.2 50.13%
16162 0016 SHK PPT Call 143.89 31-03-2027 0.032 8.4 41.15%
16216 0027 GALAXY ENT Call 43.21 31-03-2027 0.055 8.4 38.32%
16218 2476 VGT Call 456.79 11-02-2027 0.020 2.9 161.62%
16267 2357 AVICHINA Call 4.567 01-03-2027 0.065 5.0 70.32%
16316 2145 CHICMAX Call 43.21 03-08-2027 0.088 2.2 115.27%
16327 3759 PHARMARON Call 47.59 16-02-2027 0.053 4.5 89.25%
16357 2600 CHALCO Call 10.39 26-02-2027 0.027 5.6 65.48%
16358 0992 LENOVO GROUP Put 21.99 31-03-2027 0.190 2.2 75.92%
16360 0135 CNPC(HONG KONG) Call 8.888 31-03-2027 0.125 7.8 35.07%
16361 9992 POP MART Call 229.99 26-02-2027 0.016 8.4 53.82%
16362 2186 LUYE PHARMA Call 2.888 02-03-2027 0.026 4.8 79.24%
16364 2367 GIANT BIOGENE Call 45.68 18-02-2027 0.022 5.0 88.37%
16389 2268 WUXI XDC Call 94.89 02-03-2027 0.117 4.0 78.73%
16390 1800 CHINA COMM CONS Call 5.20 28-07-2027 0.061 6.4 45.08%
16433 3347 TIGERMED Call 63.35 30-06-2027 0.095 2.9 84.87%
16436 0880 SJM HOLDINGS Call 1.968 05-10-2027 0.050 4.8 46.07%
16489 2099 CHINAGOLDINTL Call 330.00 19-02-2027 0.046 4.2 91.08%
16490 2343 PACIFIC BASIN Call 5.555 19-02-2027 0.073 5.2 70.00%
16505 2432 DOBOT Call 41.89 25-03-2027 0.028 2.8 130.76%
16631 9888 Baidu Call 113.89 31-03-2027 0.035 5.4 58.52%
16635 0002 CLP HOLDINGS Call 99.99 05-07-2027 0.099 7.4 34.06%
16637 0019 SWIRE PACIFIC A Call 133.88 05-07-2027 0.105 5.5 42.45%
16640 2331 LI NING Call 18.88 04-05-2027 0.065 4.7 60.35%
16641 2269 WUXI BIO Call 68.89 30-06-2027 0.087 3.5 68.10%
16642 2238 GAC GROUP Call 2.888 28-05-2027 0.112 3.3 75.54%
16643 0189 DONGYUE GROUP Call 16.69 28-06-2027 0.065 2.7 101.39%
16668 1024 KUAISHOU TECHNOLOGY Call 45.68 26-02-2027 0.032 5.7 68.68%
16807 6618 JD HEALTH Call 46.89 02-06-2027 0.121 3.0 73.94%
16808 9866 NIO Call 48.89 01-03-2027 0.025 5.5 74.12%
16809 0697 SHOUCHENG HOLDINGS LTD Call 2.22 15-06-2027 0.072 2.9 99.27%
16810 3188 CAM CSI300 Call 66.67 01-04-2027 N/A N/A N/A
16822 1548 GENSCRIPT BIO Call 60.19 02-06-2027 0.106 2.5 109.40%
16854 1258 CNMC Call 24.68 30-04-2027 0.041 3.6 90.39%
16856 2533 BLACK SESAME Call 15.33 01-03-2027 0.031 4.3 91.11%
16860 2359 WUXI APPTEC Put 147.77 01-03-2027 0.141 3.5 66.49%
16933 3393 WASION GROUP Call 21.29 01-03-2027 0.030 3.9 95.56%
16934 1093 CSPC PHARMA Call 12.93 01-03-2027 0.043 6.2 59.82%
16935 0780 TONGCHENG Call 17.80 15-06-2027 0.057 3.9 69.93%
16936 6969 SMOORE INTL Call 16.97 16-03-2027 0.029 4.6 83.49%
16937 2196 FOSUN PHARMA Call 21.96 01-03-2027 0.106 4.7 67.58%
16938 2498 ROBOSENSE Call 24.98 01-03-2027 0.038 3.9 94.07%
16940 6098 CG SERVICES Call 7.89 30-07-2027 0.087 2.8 94.55%
17040 1530 3SBIO Call 22.22 30-04-2027 0.066 3.3 85.36%
17053 3900 GREENTOWN CHINA Call 8.888 06-07-2027 0.061 3.3 75.97%
17071 3988 BANK OF CHINA Call 7.088 22-03-2027 0.099 11.2 27.83%
17072 0939 CCB Call 11.47 03-03-2027 0.056 13.1 26.42%
17073 1109 CHINA RES LAND Call 37.39 03-03-2027 0.106 6.9 45.94%
17074 9988 ALIBA Call 140.39 03-03-2027 0.029 8.2 45.01%
17075 2601 CPIC Call 38.89 03-03-2027 0.040 5.7 62.20%
17172 0175 GEELY AUTO Call 22.69 08-03-2027 0.032 6.7 55.98%
17173 0123 GUANGZHOU INV Call 4.188 30-09-2027 0.132 2.3 86.23%
17175 6886 HTSC Call 24.68 31-05-2027 0.089 3.0 88.33%
17178 1880 CTG DUTY-FREE Call 65.43 22-07-2027 0.077 3.5 69.87%
17180 1193 CHINA RES GAS Call 21.59 26-05-2027 0.122 4.9 50.26%
17209 2259 ZIJIN GOLD INTERNATIONAL Put 123.46 08-03-2027 0.217 2.3 72.53%
17210 3993 CMOC Call 27.77 02-06-2027 0.046 4.2 76.61%
17243 0384 CHINA GAS HOLD Call 7.384 02-06-2027 0.065 4.2 64.25%
17320 0268 KINGDEE INT Call 11.89 26-04-2027 0.100 3.8 69.66%
17330 1398 ICBC Call 8.765 09-03-2027 0.079 10.2 30.32%
17332 1810 XIAOMI Call 36.89 10-03-2027 0.085 6.7 50.94%
17389 1988 MINSHENG BANK Call 3.988 30-04-2027 0.068 6.1 43.11%
17391 2714 MUYUAN Call 55.55 18-03-2027 0.073 5.4 61.13%
17394 2822 CSOP A50 ETF Call 18.89 30-04-2027 N/A N/A N/A
17396 0017 NEW WORLD DEV Call 8.888 28-05-2027 0.044 4.4 65.74%
17399 6862 HAIDILAO Call 13.89 15-03-2027 0.047 6.3 55.33%
17411 1928 SANDS CHINA LTD Call 19.28 30-07-2027 0.042 6.0 47.98%
17455 0241 CITIC 21CN Call 4.241 01-04-2027 0.067 5.0 61.87%
17456 1929 CHOW TAI FOOK Call 14.93 01-04-2027 0.073 4.6 65.10%
17458 2513 Z.AI Co., Ltd. Call 1,357.90 30-03-2027 0.025 2.8 134.52%
17466 6030 CITIC SEC Call 33.50 26-04-2027 0.052 4.4 69.40%
17467 3323 CNBM Call 4.33 30-06-2027 0.073 3.0 92.12%
17483 2333 GREATWALL MOTOR Call 10.74 30-07-2027 0.071 4.3 56.65%
17486 9696 TQL Call 42.89 28-05-2027 0.042 3.2 89.37%
17598 0425 MINTH GROUP Call 36.89 18-03-2027 0.070 3.8 87.72%
17599 0001 CK Hutchison Call 83.89 03-05-2027 N/A N/A N/A
17747 9626 BILIBILI Call 159.63 30-04-2027 0.076 4.4 65.28%