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
(%)
20148 0020 SENSETIME Put 1.48 05-05-2026 0.154 2.3 86.03%
13643 0175 GEELY AUTO Call 26.89 30-04-2026 N/A N/A N/A
29613 0388 HKEX Call 600.00 03-07-2026 N/A N/A N/A
14767 0883 CNOOC Call 21.88 03-03-2026 0.350 7.9 27.60%
18296 0939 CCB Put 6.50 03-03-2026 N/A N/A N/A
20516 0960 LONGFOR PPT Call 17.65 16-03-2026 0.116 3.1 117.07%
19875 0981 SMIC Put 36.89 04-05-2026 0.069 4.4 66.65%
20929 0992 LENOVO GROUP Call 15.19 04-05-2026 0.068 6.4 46.95%
17154 1093 CSPC PHARMA Call 9.99 30-04-2026 0.129 4.2 64.51%
18903 1177 SINO BIOPHARM Call 11.77 03-08-2026 0.089 3.9 64.76%
21389 1258 CNMC Call 22.58 25-06-2026 0.202 2.9 87.12%
25980 1347 HUA HONG SEMI Call 134.70 03-07-2026 0.103 2.7 97.43%
28926 1415 COWELL Call 41.88 08-05-2026 0.110 2.5 109.70%
18504 1530 3SBIO Call 43.88 02-06-2026 0.112 2.4 108.36%
24950 1772 GANFENG Call 77.78 02-12-2026 0.300 2.0 93.77%
14820 1810 Xiaomi Call 66.67 30-04-2026 0.112 6.1 52.38%
15973 1880 CTG DUTY-FREE Call 98.88 28-01-2026 0.146 4.3 89.27%
19516 1888 KB LAMINATES Call 18.89 18-05-2026 N/A N/A N/A
21337 1919 CHINA COSCO Call 16.89 03-07-2026 0.250 4.5 49.64%
19612 1928 SANDS CHINA LTD Call 28.89 01-04-2026 0.130 6.6 50.35%
17105 2018 AAC ACOUSTIC Call 54.00 22-06-2026 0.057 4.3 57.93%
16794 2057 ZTO EXPRESS-SW Call 205.70 03-02-2026 0.053 6.1 69.13%
19227 2097 MIXUE Call 666.67 09-07-2026 N/A N/A N/A
20162 2099 CHINAGOLDINTL Call 209.90 09-03-2026 0.105 4.0 88.39%
17923 2186 LUYE PHARMA Call 5.186 18-08-2026 0.069 3.1 75.01%
19775 2228 XTALPI HOLDINGS Call 22.28 05-03-2026 0.107 3.1 129.47%
18712 2238 GAC GROUP Call 4.888 28-01-2026 0.061 7.6 63.22%
18291 2282 MGM CHINA Call 19.55 03-07-2026 0.171 3.9 56.57%
13049 2318 PING AN Call 66.66 03-02-2026 0.152 10.9 33.45%
20228 2357 AVICHINA Call 7.888 09-03-2026 0.078 5.4 80.52%
25841 2473 XXF Call 24.73 06-07-2026 0.127 2.4 123.61%
19288 2533 BLACK SESAME Call 33.33 13-02-2026 0.109 4.8 84.40%
21598 2727 SH ELECTRIC Call 7.388 21-10-2026 0.145 2.6 80.41%
29061 2840 SPDR GOLD TRUST Call 4,000.00 10-02-2027 0.171 7.2 24.40%
20623 3750 CATL Put 306.89 01-04-2026 N/A N/A N/A
21732 3888 KINGSOFT Call 53.89 27-04-2026 N/A N/A N/A
19965 3896 KINGSOFT CLOUD Call 12.89 18-05-2026 0.102 2.4 131.17%
26902 3898 CRRC TIMES ELEC Call 72.89 13-04-2026 N/A N/A N/A
18340 3908 CICC Call 29.08 15-01-2026 0.035 7.7 67.71%
21819 6030 CITIC SEC Call 50.89 27-04-2026 0.143 4.4 73.92%
17914 6160 BEONE Call 288.89 28-01-2026 0.079 5.4 82.57%
21731 6181 LAOPU GOLD Call 1,000.00 28-04-2026 0.125 3.5 85.55%
18521 6682 BEIJING FOURTH PARADIGM TECH Call 88.89 03-08-2026 0.093 2.3 109.62%
21335 9618 JDCOM Call 154.98 24-07-2026 0.104 4.3 51.07%
17430 9688 ZAI LAB Call 36.89 28-08-2026 0.049 2.5 101.38%
18437 9698 GDS Call 59.70 20-01-2026 N/A N/A N/A
18196 9868 XPENG Call 108.69 23-06-2026 N/A N/A N/A
29640 9901 NOEDU Call 65.88 03-03-2026 0.046 4.6 82.70%
22125 9961 TRIP.COM-S Call 808.89 06-05-2026 N/A N/A N/A
29603 9992 POP MART Call 399.92 20-04-2026 0.070 5.0 68.96%