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
(%)
26058 CK Hutchison Call 49.95 21-04-2023 0.137 9.4 28.89%
27822 CLP HOLDINGS Call 68.88 04-07-2023 0.222 7.1 34.97%
26245 HK & CHINA GAS Call 8.38 24-03-2023 0.084 10.9 33.80%
28189 WHARF HOLDINGS Call 33.88 04-07-2023 0.116 4.5 59.73%
25801 HSBC HOLDINGS Call 49.88 03-04-2023 0.152 9.8 29.82%
26068 HSBC HOLDINGS Put 36.45 30-03-2023 0.072 8.6 36.62%
24660 HK ELECTRIC Call 50.88 03-04-2023 0.047 11.6 30.44%
21379 HANG SENG BANK Call 151.41 04-09-2023 0.063 8.7 26.39%
24731 HENDERSON LAND Call 28.88 03-04-2023 0.094 7.5 39.61%
24183 SHK PPT Call 100.00 28-02-2023 0.260 11.9 26.66%
26246 NEW WORLD DEV Call 24.99 18-05-2023 0.027 8.2 40.47%
23437 SWIRE PACIFIC A Call 68.88 02-06-2023 0.270 7.2 34.37%
27300 GALAXY ENT Call 48.88 03-05-2023 0.390 4.8 50.92%
28369 GALAXY ENT Put 33.88 02-06-2023 0.250 3.5 57.52%
25910 MTR CORPORATION Call 39.88 03-04-2023 0.173 9.0 28.07%
18744 CNPC(HONG KONG) Call 7.38 04-07-2023 0.076 4.6 56.67%
14255 CHINA MER HOLD Call 18.88 14-07-2023 0.051 4.6 64.50%
26523 KINGBOARD CHEM Call 28.88 02-06-2023 0.265 3.8 63.98%
21384 WANT WANT CHINA Call 7.378 03-01-2024 0.096 3.6 60.19%
17217 SHENZHEN INT Call 8.88 02-03-2023 0.078 5.6 62.86%
28018 TSINGTAO BREW Call 80.88 29-08-2023 0.211 3.0 67.10%
25886 GEELY AUTO Call 12.88 02-08-2023 0.088 4.0 55.99%
27687 GEELY AUTO Put 7.50 04-07-2023 0.183 2.4 70.73%
22304 DONGYUE GROUP Call 9.88 20-03-2023 0.105 3.5 88.91%
13327 MELCO INT''L DEV Call 8.88 14-07-2023 0.060 4.0 67.92%
28246 CITIC 21CN Call 7.38 02-02-2024 0.290 2.1 82.24%
16789 CHINA EB INT Call 4.78 18-04-2023 0.037 5.0 62.98%
15815 CITIC PACIFIC Call 9.68 02-11-2023 0.110 5.0 40.46%
25541 KINGDEE INT Call 12.88 02-06-2023 0.233 3.2 65.07%
22145 GUANGDONG INV Call 8.28 03-05-2023 0.134 4.9 48.57%
23049 BYD ELECTRONIC Call 26.88 02-03-2023 0.206 4.7 69.04%
13751 WHG Call 5.78 04-12-2023 0.138 2.9 71.85%
13659 CHINA RESOURCES Call 53.88 04-07-2023 0.098 4.2 50.08%
19100 TINGYI Call 15.20 03-04-2023 0.123 4.1 72.29%
13342 SHANGHAI PECHEM Call 2.08 02-06-2023 0.023 6.3 51.18%
13333 ANGANG STEEL Call 3.58 03-01-2024 0.053 3.0 69.67%
22833 CHINASOFT INT Call 8.28 08-02-2023 0.047 6.3 68.35%
22827 JIANGXI COPPER Call 10.78 02-06-2023 0.170 3.9 49.01%
27823 CHINA GAS HOLD Call 9.38 04-07-2023 0.350 2.8 73.82%
24216 HKEX Call 347.18 02-03-2023 0.070 9.3 39.43%
27099 HKEX Put 208.88 03-05-2023 0.134 5.3 50.14%
22828 CHINA RAILWAY Call 5.38 02-03-2023 0.129 7.8 47.97%
22918 MINTH GROUP Call 28.88 09-02-2023 0.075 5.0 92.22%
26054 DONGFENG GROUP Call 5.25 03-01-2025 0.201 2.3 82.97%
22841 ASM PACIFIC Call 78.88 18-07-2023 0.121 3.5 69.90%
15819 CHINACOMSERVICE Call 3.80 02-04-2024 0.109 2.4 79.87%
15691 LK TECH Call 11.88 02-06-2023 0.222 2.0 137.03%
25349 FOSUN INTL Call 6.88 09-02-2024 0.280 2.3 81.05%
18666 TECHTRONIC IND Call 118.88 04-07-2023 0.132 4.4 55.48%
13330 CHINA EAST AIR Call 3.38 16-06-2023 0.345 3.4 67.79%
23202 CHINA OVERSEAS Call 23.45 30-03-2023 0.152 5.5 50.75%
15822 BEIJING AIRPORT Call 5.38 17-02-2023 0.207 6.2 61.65%
13323 TRAVELSKY TECH Call 16.88 19-05-2023 0.138 3.9 63.96%
16458 TENCENT Put 251.00 02-02-2023 0.114 6.9 46.94%
22620 TENCENT Call 333.33 06-02-2023 0.058 9.6 45.39%
27872 CHINA TELECOM Call 3.77 04-01-2023 0.025 14.1 46.26%
17257 AIR CHINA Call 6.88 03-01-2024 0.202 2.7 62.84%
28363 CHINA UNICOM Call 4.29 03-04-2023 0.300 6.9 34.09%
24962 ZTE Call 22.88 04-07-2023 0.131 4.0 63.28%
22972 CHINA LIT Call 36.88 10-02-2023 0.051 7.4 64.09%
18174 FORTUNE REIT Call 7.88 03-07-2024 0.106 3.6 50.08%
21235 TONGCHENG-ELONG Call 18.88 19-01-2023 0.035 7.4 71.39%
26060 CHINA TOWER Call 0.84 03-10-2024 0.235 2.3 63.24%
14733 IGG Call 4.48 07-07-2023 0.295 2.9 90.77%
13336 TIANGONG INT''L Call 3.08 03-01-2024 0.238 1.8 97.05%
25671 CHINA RES POWER Call 15.02 23-03-2023 0.189 4.3 59.10%
16206 MICROPORT Call 18.88 04-07-2023 0.345 2.7 80.50%
23420 PETROCHINA Call 3.91 10-02-2023 0.098 10.0 37.72%
13120 CMS Call 16.88 02-03-2023 0.021 5.8 78.07%
25211 XINYI GLASS Call 15.88 04-09-2023 0.205 3.2 73.53%
12340 SJM HOLDINGS Call 3.636 13-04-2023 0.064 4.6 57.22%
15044 ZHONGSHENG HLDG Call 61.88 04-10-2023 0.043 4.0 58.67%
21754 CNOOC Put 7.125 03-04-2023 0.024 6.8 48.50%
27566 CNOOC Call 11.65 29-12-2023 0.330 3.4 49.04%
24610 HUANENG POWER Call 5.35 03-04-2023 0.091 6.7 53.21%
15688 MING YUAN CLOUD Call 13.88 20-09-2023 0.102 2.2 118.90%
26504 ANHUI CONCH Call 28.88 03-05-2023 0.250 5.4 40.71%
22305 CHINA LONGYUAN Call 14.88 16-06-2023 0.060 4.4 60.82%
21042 CCB Call 5.88 03-04-2023 0.069 10.9 31.46%
20606 CHINA MOBILE Call 58.05 02-02-2023 0.048 18.6 23.77%
23348 CHINA MOBILE Put 46.88 02-03-2023 0.070 13.1 25.71%
19522 CHINA SUNTIEN Call 4.98 17-10-2023 0.109 2.7 80.68%
23821 CHINA TAIPING Call 9.19 02-06-2023 0.095 4.9 51.32%
25784 XINYI SOLAR Call 10.77 02-04-2024 0.222 2.3 73.23%
16880 SMIC Call 19.88 03-04-2023 0.135 5.1 54.89%
15912 LENOVO GROUP Put 5.50 03-01-2024 0.168 2.6 43.07%
17969 LENOVO GROUP Call 8.59 03-04-2023 0.043 6.4 52.53%
13556 CITIC BANK Call 4.58 03-04-2023 0.047 9.6 37.62%
25190 KUAISHOU TECHNOLOGY Call 62.88 02-06-2023 0.122 3.7 65.40%
28026 KUAISHOU TECHNOLOGY Put 37.75 22-09-2023 0.123 1.7 78.92%
23252 HENGAN INT''L Call 45.88 02-03-2023 0.028 11.2 39.77%
19534 CHINA SOUTH AIR Call 5.27 02-06-2023 0.079 4.2 58.37%
28090 WEIGAO GROUP Call 15.28 03-01-2024 0.234 2.3 81.93%
13145 TOWNGAS CHINA Call 4.88 17-11-2023 0.112 2.8 73.26%
27846 CHINA SHENHUA Call 26.92 31-01-2024 0.295 3.5 55.10%
22096 CSPC PHARMA Put 7.58 02-03-2023 0.064 5.1 60.89%
27856 CSPC PHARMA Call 11.88 02-04-2024 0.202 2.5 63.52%
22715 SINOPHARM Call 21.88 04-09-2023 0.153 4.3 50.13%
21593 CHINA RES LAND Call 41.36 04-01-2023 0.027 14.8 43.67%
16866 CKA Call 61.88 03-04-2023 0.032 13.2 29.02%
15820 WYNN MACAU Call 5.38 03-05-2023 0.087 4.1 63.71%
12533 ZOOMLION Call 6.18 04-01-2023 0.018 6.0 113.48%
14025 YKENR Call 31.19 04-01-2023 0.082 7.5 76.12%
25039 YKENR Put 19.99 04-12-2023 0.390 1.9 62.41%
25650 SINO BIOPHARM Call 5.08 03-04-2023 0.285 5.4 53.25%
24898 CHINA RAIL CONS Call 7.06 04-03-2024 0.051 4.4 45.94%
13471 BYD COMPANY Put 158.88 03-04-2023 0.156 3.6 58.65%
24825 BYD COMPANY Call 243.43 02-03-2023 0.029 8.2 52.01%
24274 AGRICULTURAL BANK OF CHINA Call 2.78 02-02-2023 0.057 13.2 29.35%
17218 AIA Put 68.00 03-01-2024 0.153 3.4 33.78%
25353 AIA Call 83.00 03-04-2023 0.395 7.3 36.82%
18742 SITC Call 31.88 20-09-2023 0.103 3.6 93.78%
28356 CHINARES CEMENT Call 5.08 13-12-2024 0.243 2.2 104.55%
25915 NCI Put 12.88 02-06-2023 0.101 4.8 48.39%
26502 NCI Call 16.88 02-06-2023 0.455 4.7 38.32%
22716 PICC GROUP Call 2.78 03-04-2023 0.201 5.6 46.15%
16925 HUA HONG SEMI Call 33.88 02-04-2024 0.170 1.9 90.90%
17216 XTEP INT Call 14.18 10-10-2023 0.139 2.4 95.78%
24417 Call 55.55 16-06-2023 0.187 2.1 123.48%
25358 ICBC Call 4.38 03-04-2023 0.115 9.9 29.38%
20334 ZHOU HEI YA Call 7.88 04-01-2023 0.021 4.9 149.04%
22574 PHOENIXHEALTH Call 5.08 02-03-2023 0.095 4.3 71.54%
25544 GENSCRIPT BIO Call 28.28 15-03-2023 0.080 4.8 80.23%
14431 YIHAI INTL Call 31.88 14-07-2023 0.275 2.6 102.23%
26296 PSBC Call 5.13 11-04-2023 0.255 7.1 36.46%
16729 CSR Call 4.48 02-06-2023 0.147 5.1 54.88%
25073 GANFENG Put 56.88 04-10-2023 0.208 1.8 66.10%
25130 GANFENG Call 66.66 02-06-2023 0.210 3.4 60.91%
25298 SD GOLD Call 14.70 29-05-2023 0.280 3.5 53.79%
16868 DATANG RENEW Call 3.38 02-02-2024 0.108 2.1 89.60%
21597 CHINA COMM CONS Call 4.88 04-07-2023 0.167 5.8 47.14%
22297 INBIO Call 38.88 13-12-2023 0.112 2.4 76.07%
24182 Xiaomi Call 12.00 21-02-2023 0.027 7.8 50.57%
26122 Xiaomi Put 8.00 02-08-2023 0.160 2.9 54.17%
26291 CGN POWER Call 2.16 03-01-2024 0.246 3.4 52.85%
19229 ZHAOJIN MINING Call 9.38 03-05-2023 0.255 3.6 64.35%
25347 PA GOODDOCTOR Call 22.28 03-04-2023 0.100 5.3 58.07%
25916 PA GOODDOCTOR Put 12.88 04-07-2023 0.162 2.1 77.58%
14512 BUD APAC Call 23.88 04-01-2023 0.025 12.7 47.97%
17777 Call 54.88 03-01-2024 0.150 2.0 99.65%
18829 KB LAMINATES Call 12.18 04-10-2023 0.083 3.3 88.52%
12713 MAOYAN ENT Call 7.78 16-06-2023 0.234 3.0 75.48%
19235 CHINA COSCO Put 8.18 04-01-2023 0.145 5.8 55.43%
23216 CHINA COSCO Call 15.88 18-09-2023 0.061 3.5 88.31%
20095 SANDS CHINA LTD Call 24.38 03-04-2023 0.074 5.6 60.28%
25679 SANDS CHINA LTD Put 17.88 28-03-2023 0.290 2.6 69.03%
15256 CHOW TAI FOOK Call 15.68 03-04-2023 0.123 4.3 68.55%
15915 JXR Call 6.68 20-06-2023 0.139 3.2 72.92%
21425 WREIC Call 50.88 03-01-2024 0.162 2.3 91.35%
11495 WEIMOB INC Call 5.18 03-04-2023 0.106 3.4 88.85%
27384 Call 88.88 03-05-2024 0.245 1.7 97.60%
13560 AAC ACOUSTIC Put 13.28 03-04-2023 0.085 3.8 65.48%
27971 AAC ACOUSTIC Call 24.88 04-10-2023 0.255 2.9 72.93%
19122 ANTA SPORTS Call 98.88 02-02-2023 0.054 7.6 57.64%
24212 ANTA SPORTS Put 78.00 02-08-2023 0.248 2.3 58.03%
13559 LUYE PHARMA Call 3.98 03-01-2024 0.178 2.0 94.35%
24507 FOSUN PHARMA Call 28.88 03-04-2023 0.239 4.3 66.40%
24737 CHINA VANKE Call 18.88 02-06-2023 0.204 3.2 83.85%
25791 GOLDWIND Call 12.98 04-03-2024 0.152 2.5 78.34%
24180 GAC GROUP Call 8.00 08-08-2023 0.062 4.3 61.65%
24908 WUXI BIO Call 66.88 02-08-2023 0.112 3.4 66.44%
24959 WUXI BIO Put 42.88 04-10-2023 0.185 1.5 76.89%
11666 MGM CHINA Call 6.88 02-12-2022 0.010 7.5 233.49%
14921 SHENZHOU INTL Call 108.88 03-05-2023 0.027 4.6 74.38%
23546 PING AN Put 38.88 02-03-2023 0.203 5.6 49.94%
24177 PING AN Call 52.88 28-02-2023 0.176 7.2 49.27%
19303 MENGNIU DAIRY Put 28.88 03-04-2023 0.228 4.3 50.45%
22973 MENGNIU DAIRY Call 41.88 10-02-2023 0.043 9.6 48.99%
21777 PICC P&C Call 8.88 03-04-2023 0.076 7.1 40.05%
17515 LI NING Put 48.88 04-07-2023 0.177 1.9 74.17%
28012 LI NING Call 68.05 21-06-2023 0.140 3.4 70.36%
17260 GREATWALL MOTOR Put 9.99 03-04-2023 0.194 2.6 60.64%
28010 GREATWALL MOTOR Call 11.70 04-07-2023 0.124 3.3 75.04%
15494 WEICHAI POWER Call 12.38 03-05-2023 0.069 4.8 56.13%
24625 AVICHINA Call 5.38 03-04-2023 0.031 4.8 73.05%
21768 WUXI APPTEC Call 120.88 18-07-2023 0.061 3.8 66.68%
25539 SUNNY OPTICAL Call 91.77 03-04-2023 0.233 4.0 62.21%
25920 SUNNY OPTICAL Put 61.00 03-01-2024 0.192 1.8 64.96%
28357 BANK OF CHINA HK Call 29.88 19-02-2024 0.211 4.5 37.41%
18682 CHALCO Call 3.68 03-07-2024 0.164 2.2 66.13%
15919 CPIC Call 19.88 02-06-2023 0.154 4.3 60.26%
12940 SH PHARMA Call 15.88 16-03-2023 0.045 6.5 57.15%
25365 TCL COMM Call 18.88 09-05-2023 0.090 4.2 70.72%
22309 CHINA LIFE Put 9.88 03-01-2024 0.208 4.8 25.38%
22852 CHINA LIFE Call 12.68 02-02-2024 0.239 3.9 47.59%
23051 XINAO GAS Call 162.88 04-09-2023 0.080 3.9 59.41%
25878 ND PAPER Call 6.88 08-08-2023 0.218 2.9 72.48%
15491 SH ELECTRIC Call 2.38 03-04-2023 0.201 3.7 81.53%
22985 CSOP A50 ETF Call 16.17 03-04-2023 0.027 11.0 34.51%
15827 CHI TRACKER-OLD Call 130.88 04-07-2023 0.156 3.5 60.17%
24203 GREENTOWN SER Call 6.68 02-06-2023 0.124 3.3 78.88%
22851 CHINA OILFIELD Call 10.38 16-06-2023 0.157 3.3 62.73%
21748 STANCHART Call 60.88 04-12-2023 0.199 3.0 56.34%
21456 ZIJIN MINING Put 6.88 04-07-2023 0.096 3.2 61.68%
27477 ZIJIN MINING Call 10.68 03-01-2024 0.390 2.8 61.50%
24836 CHINA STATE CON Call 13.38 02-03-2023 0.037 5.2 76.85%
23349 A-LIVING Call 10.45 03-01-2024 0.265 2.2 88.52%
26519 CHINARES PHARMA Call 6.88 15-09-2023 0.295 2.5 77.36%
14428 CNBM Put 8.88 04-01-2023 0.246 2.3 69.85%
27852 CNBM Call 6.51 28-12-2023 0.290 2.6 74.85%
17900 BANKCOMM Call 7.05 03-04-2023 0.022 10.3 42.04%
24113 FUYAO GLASS Call 50.88 03-04-2023 0.030 4.7 74.97%
24969 YONGDA AUTO Call 6.18 03-05-2023 0.093 3.4 84.14%
26044 MEITUAN-W Call 188.88 03-05-2023 0.096 4.5 64.61%
27265 MEITUAN-W Put 88.88 02-06-2023 0.158 2.5 81.80%
15257 HANSOH PHARMA Call 15.38 02-03-2023 0.118 5.3 57.70%
24911 PHARMARON Call 50.88 04-12-2023 0.200 2.3 76.26%
25668 QX PAPER Call 3.88 28-03-2023 0.129 4.1 89.71%
21654 KINGSOFT Call 38.88 04-07-2023 0.108 4.6 60.42%
28370 CRRC TIMES ELEC Call 42.88 08-03-2024 0.210 2.0 84.85%
16808 CICC Call 16.88 12-05-2023 0.241 4.5 57.17%
21458 CM BANK Put 32.88 02-03-2023 0.191 5.4 49.26%
24173 CM BANK Call 52.88 03-05-2023 0.071 7.4 44.29%
23436 BANK OF CHINA Call 2.95 04-09-2023 0.123 7.8 26.88%
21457 CMOC Call 4.68 02-08-2023 0.078 3.5 67.31%
20761 Call 1.68 04-07-2023 0.176 2.3 115.04%
28360 BOSIDENG Call 4.88 26-02-2024 0.195 2.0 98.62%
25356 CITIC SEC Call 17.78 03-04-2023 0.126 7.0 42.42%
28361 POLY PPT SER Call 55.00 04-12-2023 0.275 2.0 93.61%
26120 ZA ONLINE Call 20.88 04-07-2023 0.246 3.5 61.69%
17781 CSC Call 8.88 23-06-2023 0.131 4.1 57.27%
23686 Call 49.88 21-04-2023 0.150 2.9 90.94%
16397 CG SERVICES Call 37.88 02-04-2024 0.091 2.0 95.63%
26761 Call 6.68 03-01-2024 0.147 2.6 74.31%
22948 Call 63.49 03-05-2023 0.051 3.9 85.77%
15920 Call 99.88 03-04-2023 0.218 2.8 93.96%
24733 CHINA FEIHE Call 7.08 02-08-2023 0.149 3.3 65.85%
23649 Call 70.75 02-03-2023 0.150 4.1 74.72%
16871 Call 33.88 16-06-2023 0.275 3.5 71.60%
23054 Call 196.88 02-06-2023 0.035 3.8 88.98%
23313 SUNART RETAIL Call 2.70 17-02-2023 0.040 6.5 71.60%
22091 HAITONG SEC Put 6.38 03-04-2023 0.455 1.2 96.71%
22976 HAITONG SEC Call 6.28 02-03-2023 0.043 10.3 42.89%
25545 HAIDILAO Call 18.18 03-04-2023 0.135 3.9 78.38%
22863 FLAT GLASS Call 33.88 08-02-2023 0.036 6.2 84.34%
14436 CGS Call 5.88 03-05-2024 0.142 2.4 77.68%
15922 HTSC Call 13.88 02-06-2023 0.048 5.9 51.22%
25213 JDCOM Call 258.58 03-04-2023 0.141 4.7 65.46%
25275 JDCOM Put 164.64 04-10-2023 0.250 1.9 65.93%
25890 Bilibili Call 148.10 23-03-2023 0.100 3.5 99.58%
26458 Bilibili Put 88.88 02-06-2023 0.247 1.1 118.14%
19254 NONGFU SPRING Call 59.95 07-07-2023 0.045 5.0 50.58%
16917 Call 35.88 04-10-2023 0.072 3.0 91.52%
25789 Put 41.00 03-01-2024 0.390 0.7 83.34%
28146 Call 33.33 03-07-2024 0.265 1.5 112.27%
27479 Baidu Call 106.88 04-09-2023 0.340 2.9 63.60%
14988 WB-SW Call 238.88 04-01-2023 0.054 3.7 198.16%
24613 JIUMAOJIU Call 17.17 24-03-2023 0.152 4.1 71.72%
16879 Call 222.00 02-02-2023 0.178 5.3 66.42%
24968 ALIBA Put 50.50 03-04-2023 0.196 4.2 67.48%
25787 ALIBA Call 95.05 03-04-2023 0.078 5.7 53.87%
26520 POP MART Call 17.17 18-04-2023 0.186 3.3 84.99%
26779 NTES Put 88.88 04-07-2023 0.231 2.4 65.65%
27041 NTES Call 128.88 03-05-2023 0.170 4.6 57.16%
18934 SINOPEC CORP Call 4.18 04-07-2023 0.139 7.3 34.17%