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
(%)
13507 0004 WHARF HOLDINGS Call 23.23 03-01-2024 0.025 18.5 35.69%
26059 0011 HANG SENG BANK Call 133.33 03-01-2024 0.047 6.0 131.89%
12649 0012 HENDERSON LAND Call 38.88 18-12-2023 0.018 7.6 189.03%
13492 0144 CHINA MER HOLD Call 14.18 15-07-2024 0.110 3.5 73.17%
21384 0151 WANT WANT CHINA Call 7.378 03-01-2024 0.015 6.9 126.14%
14963 0175 GEELY AUTO Call 13.52 22-12-2023 0.010 8.9 138.68%
28246 0241 CITIC 21CN Call 7.38 02-02-2024 0.015 6.4 93.84%
15082 0270 GUANGDONG INV Call 9.18 23-02-2024 0.015 6.7 78.49%
15332 0293 CATHAY PAC AIR Call 8.29 20-12-2023 0.016 23.2 38.57%
13333 0347 ANGANG STEEL Call 3.58 03-01-2024 0.021 3.2 271.39%
29449 0384 CHINA GAS HOLD Call 11.88 03-05-2024 0.017 6.1 59.92%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.081 3.7 53.84%
15819 0552 CHINACOMSERVICE Call 3.80 02-04-2024 0.074 4.2 67.77%
13635 0688 CHINA OVERSEAS Call 21.03 21-12-2023 0.010 9.2 133.31%
14210 0753 AIR CHINA Call 9.19 20-12-2023 0.016 6.4 195.61%
12329 0772 CHINA LIT Call 43.88 19-04-2024 0.016 5.6 65.13%
18174 0778 FORTUNE REIT Call 7.88 03-07-2024 0.010 7.8 43.18%
13336 0826 TIANGONG INT''L Call 3.08 03-01-2024 0.017 5.6 132.97%
14097 0867 CMS Call 16.88 04-06-2024 0.242 3.2 75.70%
29290 0880 SJM HOLDINGS Call 5.88 16-02-2024 0.015 4.0 142.85%
13742 0881 ZHONGSHENG HLDG Call 47.85 23-04-2024 0.015 3.6 113.43%
17517 0883 CNOOC Call 12.88 03-07-2024 0.116 6.1 33.66%
26121 0939 CCB Call 5.55 03-01-2024 0.010 20.1 44.80%
25784 0968 XINYI SOLAR Call 10.77 02-04-2024 0.016 3.9 111.42%
15912 0992 LENOVO GROUP Put 5.50 03-01-2024 0.015 5.6 135.46%
17409 0992 LENOVO GROUP Call 8.88 03-01-2024 0.207 7.7 41.81%
14098 1044 HENGAN INT''L Call 48.88 04-06-2024 0.010 9.9 41.27%
28090 1066 WEIGAO GROUP Call 15.28 03-01-2024 0.015 4.8 192.31%
27846 1088 CHINA SHENHUA Call 26.92 31-01-2024 0.045 15.6 27.84%
11985 1093 CSPC PHARMA Put 7.00 02-04-2024 0.167 3.7 52.69%
27856 1093 CSPC PHARMA Call 11.88 02-04-2024 0.024 4.9 79.59%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.079 3.1 52.93%
24898 1186 CHINA RAIL CONS Call 7.06 04-03-2024 0.014 7.2 65.29%
11388 1288 AGRICULTURAL BANK OF CHINA Call 2.90 02-04-2024 0.168 8.5 28.20%
13090 1299 AIA Call 95.05 19-12-2023 0.010 9.5 136.55%
17218 1299 AIA Put 68.00 03-01-2024 0.098 10.8 24.56%
28356 1313 CHINARES CEMENT Call 5.08 13-12-2024 0.015 3.5 80.12%
13500 1385 SHANGHAI FUDAN Call 45.00 03-01-2024 0.016 3.1 297.75%
14659 1398 ICBC Call 4.61 22-12-2023 0.015 16.1 70.67%
15093 1772 GANFENG Call 61.49 03-07-2024 0.019 4.0 81.83%
16868 1798 DATANG RENEW Call 3.38 02-02-2024 0.011 4.4 135.45%
21597 9888 CHINA COMM CONS Put 99.83 21-06-2024 0.155 4.0 45.99%
12838 1801 INBIO Call 58.88 08-03-2024 0.021 6.6 63.62%
26291 1816 CGN POWER Call 2.16 03-01-2024 0.021 14.7 48.37%
12650 1928 SANDS CHINA LTD Put 18.88 28-02-2024 0.079 6.8 45.18%
12310 1951 JXR Call 8.00 30-01-2024 0.010 4.4 145.72%
21425 1997 WREIC Call 50.88 03-01-2024 0.012 5.0 177.78%
13559 2186 LUYE PHARMA Call 3.98 03-01-2024 0.049 7.0 76.44%
14765 2202 CHINA VANKE Call 15.38 29-12-2023 0.015 5.1 197.27%
12229 2313 SHENZHOU INTL Call 127.88 02-04-2024 0.016 6.4 62.45%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.041 3.2 58.19%
13617 2328 PICC P&C Call 8.00 02-08-2024 0.315 3.7 47.79%
29455 2357 AVICHINA Call 4.28 14-05-2024 0.073 3.9 67.80%
25920 2382 SUNNY OPTICAL Put 61.00 03-01-2024 0.029 10.6 54.22%
28357 2388 BANK OF CHINA HK Call 29.88 19-02-2024 0.015 10.4 50.92%
12602 2600 CHALCO Call 4.88 18-11-2024 0.103 3.2 57.36%
12588 2607 SH PHARMA Call 18.88 28-02-2024 0.015 7.0 71.92%
21946 2628 CHINA LIFE Call 16.88 29-12-2023 0.011 9.4 111.48%
22309 2628 CHINA LIFE Put 9.88 03-01-2024 0.041 16.3 31.90%
21047 0005 ND PAPER Call 72.85 16-09-2024 0.085 10.2 26.66%
28562 2822 CSOP A50 ETF Call 16.16 03-10-2024 0.020 10.7 24.23%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.120 2.9 58.41%
12306 2888 STANCHART Call 80.00 03-05-2024 0.066 5.8 50.43%
12532 2899 ZIJIN MINING Put 9.99 27-12-2023 0.012 14.9 58.80%
29456 3311 CHINA STATE CON Call 9.88 04-06-2024 0.128 3.6 62.03%
23349 3319 A-LIVING Call 10.45 03-01-2024 0.010 3.9 248.09%
13506 3606 FUYAO GLASS Call 45.38 15-12-2023 0.015 8.7 148.14%
28370 3898 CRRC TIMES ELEC Call 42.88 08-03-2024 0.015 5.1 88.83%
14596 3988 BANK OF CHINA Call 3.17 21-03-2024 0.038 15.7 21.64%
28360 3998 BOSIDENG Call 4.88 26-02-2024 0.032 5.0 87.35%
21856 6186 CHINA FEIHE Call 8.88 03-01-2024 0.013 4.6 187.30%
12307 6618 JD HEALTH Call 80.88 03-05-2024 0.015 4.0 92.78%
12538 6808 SUNART RETAIL Call 3.78 18-12-2023 0.010 3.6 393.16%
14436 6881 CGS Call 5.88 03-05-2024 0.035 5.5 57.68%
11099 6886 HTSC Call 12.08 04-03-2024 0.046 9.0 43.42%
28399 9633 NONGFU SPRING Call 49.88 03-07-2024 0.069 5.7 36.25%
12655 9868 XPENG Put 28.88 02-08-2024 0.059 1.7 104.65%
21467 HSI ALIBA Call 18,291.00 30-05-2024 0.076 10.5 22.57%