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
(%)
24792 0001 CK Hutchison Call 79.29 05-10-2026 0.096 8.9 34.29%
26238 0016 SHK PPT Call 168.89 30-10-2026 0.130 5.9 40.51%
24896 0017 NEW WORLD DEV Call 17.00 30-07-2026 0.079 4.2 90.94%
26940 0883 CNOOC Put 19.88 30-09-2026 N/A N/A N/A
26135 0027 GALAXY ENT Call 56.79 25-09-2026 0.042 7.7 45.35%
25417 0123 GUANGZHOU INV Call 8.123 03-08-2026 0.044 6.3 69.62%
23677 0175 GEELY AUTO Call 22.22 30-06-2026 0.207 6.4 51.98%
25970 0325 BLOKS Call 98.89 11-08-2026 0.118 3.7 86.30%
26367 1698 TENCENT MUSIC Call 77.78 21-12-2026 N/A N/A N/A
26944 0857 PETROCHINA Call 17.86 30-09-2026 0.174 6.7 50.70%
26698 6869 YOFC Call 368.89 18-09-2026 0.195 2.5 131.15%
23037 0960 LONGFOR PPT Call 14.69 03-07-2026 0.047 4.2 97.02%
19158 0293 CATHAY PAC AIR Call 15.29 30-06-2026 0.061 8.3 46.78%
26717 1787 SD GOLD Call 51.79 02-06-2027 0.130 2.4 79.62%
21598 2727 SH ELECTRIC Call 7.388 21-10-2026 0.035 4.5 65.07%
26123 1133 HARBIN POWER Call 43.39 19-08-2026 0.122 4.0 90.07%
26365 1138 COSCO SHIP ENGY Call 26.89 18-09-2026 0.175 3.8 73.01%
23678 1177 SINO BIOPHARM Call 9.777 23-11-2026 0.058 4.5 58.32%
23195 1208 MIN RESOURCES Call 12.08 08-06-2026 0.034 6.2 77.80%
26547 2883 CHINA OILFIELD Call 14.89 05-10-2026 0.117 4.2 69.33%
25309 1378 CHINAHONGQIAO Call 58.89 03-08-2026 0.054 6.6 62.56%
24137 1385 SHANGHAI FUDAN Call 66.67 19-08-2026 0.072 3.6 88.18%
21988 1398 ICBC Call 7.388 02-06-2026 0.092 15.1 27.60%
22897 1801 INBIO Put 68.89 26-05-2026 N/A N/A N/A
23766 1818 ZHAOJIN MINING Call 51.82 22-06-2026 0.023 8.9 62.21%
22359 2050 SANHUA Call 48.89 20-10-2026 0.070 3.0 88.10%
25121 2097 MIXUE Call 588.89 25-03-2027 N/A N/A N/A
23038 2202 CHINA VANKE Call 5.555 31-12-2026 0.077 2.9 82.41%
23082 2238 GAC GROUP Put 3.00 02-06-2026 0.174 5.7 52.58%
25217 2259 ZIJIN GOLD INTERNATIONAL Put 148.89 30-09-2026 0.236 2.1 77.30%
23185 2276 CONANT OPTICAL Call 76.76 21-09-2026 0.116 3.4 80.20%
23991 2282 MGM CHINA Call 21.89 23-11-2026 N/A N/A N/A
26098 2338 WEICHAI POWER Call 46.89 17-08-2026 0.059 5.7 65.12%
25971 2525 HESAI Call 325.25 11-08-2026 0.081 4.3 82.77%
24191 2628 CHINA LIFE Call 46.28 02-12-2026 0.105 5.0 54.46%
25426 2840 SPDR GOLD TRUST Call 5,384.89 24-08-2026 0.041 9.8 40.09%
23071 2888 STANCHART Call 228.88 30-07-2026 0.057 7.9 46.95%
25710 3339 LONKING Call 4.567 10-08-2026 0.047 6.3 64.26%
25272 3759 PHARMARON Call 34.57 03-08-2026 0.093 4.1 92.15%
23904 6030 CITIC SEC Call 46.03 29-06-2026 0.065 5.3 83.60%
22363 6088 FIT HON TENG Call 8.888 12-05-2026 0.115 4.4 108.41%
24974 6181 LAOPU GOLD Put 618.10 31-07-2026 0.240 2.1 78.30%
25976 6613 LENS Call 46.61 11-08-2026 0.043 5.1 78.91%
26327 6682 PHANCY GROUP Call 66.82 02-02-2027 N/A N/A N/A
24985 9660 HORIZON ROBOTICS INC Call 12.89 28-07-2026 0.042 5.2 73.35%
25590 9868 XPENG Call 88.89 31-08-2026 N/A N/A N/A
26209 9888 Baidu Call 198.88 30-09-2026 N/A N/A N/A
24723 9911 NEWBORNTOWN Call 19.91 27-07-2026 0.023 4.5 94.74%
25974 9992 POP MART Call 359.99 17-08-2026 0.062 5.3 68.73%
25693 9999 NTES Call 264.89 05-08-2026 N/A N/A N/A