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
(%)
16922 0020 SENSETIME Call 2.388 05-05-2026 0.163 4.3 68.22%
29605 0027 GALAXY ENT Call 46.89 05-05-2026 0.118 8.2 36.86%
23677 0175 GEELY AUTO Call 22.22 30-06-2026 N/A N/A N/A
22360 0179 JOHNSON ELEC H Call 48.89 26-10-2026 0.158 2.0 118.83%
20310 0241 CITIC 21CN Call 8.029 05-05-2026 0.056 4.6 73.69%
29613 0388 HKEX Call 600.00 03-07-2026 N/A N/A N/A
22609 0688 CHINA OVERSEAS Call 18.99 26-11-2026 0.079 5.5 43.72%
22422 0697 SHOUCHENG HOLDINGS LTD Call 3.132 13-05-2026 0.100 4.7 69.87%
23523 0857 PETROCHINA Call 11.11 30-06-2026 0.117 8.7 36.30%
19875 0981 SMIC Put 36.89 04-05-2026 0.056 5.3 63.17%
22589 0992 LENOVO GROUP Call 13.93 23-09-2026 0.071 5.4 46.71%
17154 1093 CSPC PHARMA Call 9.99 30-04-2026 0.119 5.0 58.11%
20626 1138 COSCO SHIP ENGY Call 12.89 18-03-2026 0.068 6.4 62.55%
23678 1177 SINO BIOPHARM Call 9.777 23-11-2026 0.127 3.6 57.89%
19946 1347 HUA HONG SEMI Call 88.89 10-07-2026 0.160 3.5 70.35%
21988 1398 ICBC Call 7.388 02-06-2026 0.099 11.3 25.88%
18504 1530 3SBIO Call 43.88 02-06-2026 0.062 3.0 102.76%
22603 1618 MCC Call 3.888 20-05-2026 0.130 3.4 102.46%
21989 1772 GANFENG Put 29.58 20-04-2026 0.080 4.3 76.00%
22897 1801 INBIO Put 68.89 26-05-2026 N/A N/A N/A
19516 1888 KB LAMINATES Call 18.89 18-05-2026 0.055 4.5 73.39%
19612 1928 SANDS CHINA LTD Call 28.89 01-04-2026 0.065 8.2 51.63%
22678 2018 AAC ACOUSTIC Call 58.89 29-06-2026 0.141 5.2 56.83%
22359 2050 SANHUA Call 48.89 20-10-2026 0.175 2.2 98.59%
19227 2097 MIXUE Call 666.67 09-07-2026 N/A N/A N/A
20162 2099 CHINAGOLDINTL Call 209.90 09-03-2026 0.086 4.9 85.41%
23038 2202 CHINA VANKE Call 5.555 31-12-2026 0.158 2.3 86.27%
22358 2208 GOLDWIND Call 19.89 12-05-2026 0.133 3.4 91.61%
19300 2228 XTALPI HOLDINGS Call 12.23 18-03-2026 0.175 2.8 130.76%
23082 2238 GAC GROUP Put 3.00 02-06-2026 N/A N/A N/A
23185 2276 CONANT OPTICAL Call 76.76 21-09-2026 0.196 2.6 86.31%
18291 2282 MGM CHINA Call 19.55 03-07-2026 0.136 4.7 50.45%
22606 2359 WUXI APPTEC Call 158.36 25-06-2026 0.190 3.6 80.47%
19570 2628 CHINA LIFE Call 36.28 29-09-2026 0.208 4.8 43.98%
21598 2727 SH ELECTRIC Call 7.388 21-10-2026 0.067 3.3 73.73%
21793 2840 SPDR GOLD TRUST Call 3,740.00 22-04-2026 0.076 12.6 27.66%
20623 3750 CATL Put 306.89 01-04-2026 0.080 4.6 75.94%
21732 3888 KINGSOFT Call 53.89 27-04-2026 0.073 5.1 78.82%
23081 3896 KINGSOFT CLOUD Call 8.888 28-10-2026 N/A N/A N/A
18957 3898 CRRC TIMES ELEC Call 48.89 04-02-2026 0.087 8.5 65.56%
21819 6030 CITIC SEC Call 50.89 27-04-2026 0.066 5.5 73.33%
22363 6088 FIT HON TENG Call 8.888 12-05-2026 0.153 2.8 117.79%
21731 6181 LAOPU GOLD Call 1,000.00 28-04-2026 0.091 4.1 82.60%
22273 6682 BEIJING FOURTH PARADIGM TECH Call 61.68 11-05-2026 0.113 3.0 100.24%
22365 6693 CHIFENG JILONG GOLD MINING Call 55.89 12-05-2026 0.158 4.1 87.25%
23184 6869 YOFC Call 68.69 04-06-2026 0.310 2.0 145.87%
22361 9660 HORIZON ROBOTICS INC Call 13.89 12-05-2026 0.194 3.3 95.12%
19286 9868 XPENG Put 66.67 03-03-2026 0.095 4.3 69.86%
22125 9961 TRIP.COM-S Call 808.89 06-05-2026 0.118 7.2 49.24%
17729 9992 POP MART Call 299.99 22-03-2027 0.056 2.8 63.60%