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 0.069 5.8 43.01%
29634 0941 SHK PPT Put 68.88 30-06-2025 0.193 11.4 19.57%
29637 9633 SHK PPT Call 49.38 05-06-2025 0.116 5.7 60.67%
28567 2015 NEW WORLD DEV Call 145.10 23-04-2025 0.032 4.9 86.93%
29957 1810 MTR CORPORATION Call 59.00 04-11-2025 0.152 4.3 56.59%
28018 0388 TSINGTAO BREW Call 576.00 07-04-2025 0.010 8.2 74.87%
27687 1211 GEELY AUTO Put 199.90 12-05-2025 0.082 7.8 39.95%
28246 HSTECH CITIC 21CN Put 4,478.00 29-04-2025 0.186 5.0 37.90%
26524 0857 CHINA EB INT Call 8.39 02-10-2025 0.054 5.6 45.48%
29958 0981 CHINASOFT INT Call 63.95 23-09-2025 0.350 3.1 84.66%
29255 0386 JIANGXI COPPER Call 5.67 21-07-2025 0.096 7.7 39.56%
29449 9961 CHINA GAS HOLD Call 808.88 12-06-2025 0.115 6.1 57.88%
29450 1299 BEIJING AIRPORT Call 73.88 16-06-2025 0.064 8.9 40.03%
29286 2600 CHINA UNICOM Call 5.81 24-07-2025 0.097 3.9 63.63%
29047 9988 TONGCHENG-ELONG Call 118.98 25-06-2026 0.062 3.9 43.70%
29290 0700 SJM HOLDINGS Call 500.50 25-09-2025 0.111 6.7 36.69%
28708 HSI HUANENG POWER Call 25,125.00 29-09-2025 0.028 9.7 26.48%
29352 9992 CHINA LONGYUAN Call 128.88 11-12-2025 0.188 2.3 93.15%
26121 1211 CCB Put 207.80 28-03-2025 0.033 9.9 40.48%
25210 0939 KUAISHOU TECHNOLOGY Put 4.39 27-01-2025 0.010 15.8 80.12%
26055 0175 CHINA SOUTH AIR Call 10.77 16-04-2025 0.660 3.5 56.26%
28090 2382 WEIGAO GROUP Call 70.93 25-06-2025 0.120 4.4 57.45%
27846 HSI CHINA SHENHUA Put 20,000.00 29-04-2025 0.198 7.0 26.66%
27856 3690 CSPC PHARMA Call 208.80 30-05-2025 0.037 6.2 57.12%
29050 0388 WYNN MACAU Call 500.50 25-06-2025 0.031 6.9 55.24%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.032 3.8 72.54%
13090 2318 AIA Call 55.50 14-07-2025 N/A N/A N/A
29454 0700 PHOENIXHEALTH Call 700.50 24-12-2025 0.076 5.6 44.95%
25073 1810 GANFENG Put 15.13 27-05-2025 0.013 5.3 71.33%
28024 HSI Xiaomi Call 26,000.00 29-04-2025 0.010 13.9 33.25%
26291 2018 CGN POWER Put 24.95 25-02-2025 0.021 9.1 68.58%
25916 HSI PA GOODDOCTOR Call 25,000.00 30-12-2026 0.145 5.8 22.74%
29051 3690 BUD APAC Call 234.08 23-06-2025 0.028 6.1 57.27%
27854 9988 CHINA COSCO Call 138.80 30-06-2025 0.015 7.5 51.30%
29044 0823 CHINA COSCO Call 40.04 10-04-2025 0.018 14.5 32.44%
29361 2318 SANDS CHINA LTD Call 52.37 24-03-2025 0.037 12.2 41.26%
29640 9901 WEIMOB INC Call 65.88 03-03-2026 0.265 2.1 87.09%
25154 2318 LI AUTO Call 69.99 30-12-2025 0.092 5.9 43.12%
28362 9988 AAC ACOUSTIC Call 125.10 28-03-2025 0.010 7.5 70.13%
24908 9618 WUXI BIO Call 180.00 03-06-2025 0.114 5.4 61.74%
24959 2628 WUXI BIO Call 13.00 29-05-2025 0.310 4.5 56.58%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.025 2.9 125.60%
28012 3690 LI NING Put 155.00 07-04-2025 0.235 3.7 49.68%
28010 0700 GREATWALL MOTOR Put 349.80 23-06-2025 0.204 6.5 30.37%
29455 0388 AVICHINA Put 272.79 09-05-2025 0.199 6.2 33.87%
25920 3690 SUNNY OPTICAL Put 94.95 14-02-2025 0.010 10.4 74.65%
28357 2628 BANK OF CHINA HK Call 32.00 14-04-2025 0.010 6.1 92.86%
28075 0388 TCL COMM Put 315.00 27-06-2025 0.510 3.6 35.36%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.010 7.3 69.79%
28976 1810 ZIJIN MINING Call 40.05 02-06-2025 0.174 6.0 47.73%
29456 2628 CHINA STATE CON Call 20.93 23-09-2025 0.045 5.2 52.95%
26519 3690 CHINARES PHARMA Put 94.95 14-02-2025 0.010 10.4 74.65%
28370 1109 CRRC TIMES ELEC Call 35.93 11-02-2026 0.065 2.8 76.83%
28360 2318 BOSIDENG Call 75.00 30-10-2025 0.014 6.0 48.64%
28361 9618 POLY PPT SER Call 266.18 30-04-2025 0.010 6.9 75.06%
29762 9992 ZA ONLINE Put 68.80 08-07-2025 0.177 2.4 75.51%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.100 3.2 87.86%
29482 1810 HAITONG SEC Put 24.95 24-07-2025 0.103 4.9 45.81%
29045 0941 HAIDILAO Call 80.05 26-03-2025 0.097 18.7 21.22%
28761 3690 FLAT GLASS Call 233.80 02-04-2025 0.010 8.4 65.85%
27299 9999 JDCOM Call 147.09 23-07-2025 0.227 3.8 52.15%
29120 0763 Bilibili Call 26.80 30-05-2025 0.305 3.6 73.93%
29123 0939 CCB Call 7.20 30-05-2025 0.114 10.1 31.64%
26292 0700 TENCENT Put 319.80 20-06-2025 0.107 7.5 31.79%
29353 0175 GEELY AUTO Put 12.00 09-06-2025 0.184 4.1 51.58%
29356 0005 POP MART Call 84.04 22-05-2025 0.120 12.1 28.73%
26598 9696 ALIBA Call 36.93 10-03-2025 0.065 5.9 96.06%