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
(%)
29641 0001 CK Hutchison Call 55.88 30-01-2026 0.250 6.6 34.38%
14094 0175 GEELY AUTO Call 27.50 03-02-2026 0.071 4.7 59.16%
14765 0267 CITIC PACIFIC Call 12.88 03-03-2026 0.215 4.4 49.23%
15247 0300 Midea Group Call 96.05 31-10-2025 0.058 6.3 51.28%
14207 0762 CHINA UNICOM Put 7.77 31-12-2025 0.114 4.4 44.33%
13076 0881 ZHONGSHENG HLDG Call 18.81 03-02-2026 0.103 3.7 73.96%
14767 0883 CNOOC Call 21.88 03-03-2026 0.136 7.0 33.34%
16422 0960 LONGFOR PPT Call 15.38 18-11-2025 0.129 2.8 117.56%
13450 0981 SMIC Call 55.88 31-12-2025 0.066 4.2 62.01%
16295 0992 LENOVO GROUP Call 12.58 31-03-2026 0.139 4.2 55.83%
29757 1044 HENGAN INT''L Call 30.88 05-05-2026 0.154 4.3 51.80%
17448 1093 CSPC PHARMA Call 13.39 03-03-2026 0.084 4.1 65.29%
14561 1114 BRILLIANCE CHI Call 3.962 03-03-2026 0.143 3.0 150.08%
15655 1193 CHINA RES GAS Call 39.99 28-11-2025 0.084 4.3 83.28%
16516 1398 ICBC Call 7.00 31-12-2025 0.212 8.8 28.11%
28926 1415 COWELL Call 41.88 08-05-2026 0.145 1.9 115.53%
16204 1787 SD GOLD Call 33.88 22-10-2025 0.186 4.9 64.85%
17332 1801 INBIO Call 118.01 30-12-2025 0.238 2.8 97.35%
28852 1919 CHINA COSCO Call 19.19 05-01-2026 0.218 2.8 93.47%
16772 2013 WEIMOB INC Call 2.89 18-09-2026 0.180 1.4 157.39%
15687 2018 AAC ACOUSTIC Call 79.99 31-10-2025 0.116 4.7 85.97%
16794 2057 ZTO EXPRESS-SW Call 205.70 03-02-2026 0.159 3.1 82.43%
17518 2097 MIXUE Call 888.89 31-12-2025 0.148 2.8 103.32%
17201 2196 FOSUN PHARMA Call 21.96 02-02-2026 0.187 3.3 74.14%
17331 2202 CHINA VANKE Call 8.888 30-06-2026 0.205 2.1 99.45%
15588 2269 WUXI BIO Call 52.69 04-11-2025 0.062 4.7 86.37%
26396 2688 XINAO GAS Call 84.88 03-03-2026 0.146 3.4 66.44%
24738 2689 ND PAPER Call 4.12 07-01-2026 0.107 2.8 89.31%
16036 2840 SPDR GOLD TRUST Call 2,999.99 11-05-2026 0.141 8.3 24.19%
16037 2899 ZIJIN MINING Put 14.00 28-11-2025 0.076 4.0 60.04%
16510 3328 BANKCOMM Call 10.88 28-11-2025 0.184 6.5 50.60%
16730 3750 CATL Call 375.00 19-11-2025 0.111 6.8 43.91%
15745 3800 GCL TECH Call 1.15 03-03-2026 0.156 2.7 83.54%
14773 3888 KINGSOFT Call 57.58 05-01-2026 0.077 3.5 74.93%
16593 3896 KINGSOFT CLOUD Call 11.11 18-11-2025 0.131 2.2 149.06%
29753 3900 GREENTOWN CHINA Call 13.18 31-12-2025 0.131 3.1 89.18%
13291 3908 CICC Call 21.88 18-12-2025 0.209 3.2 84.71%
13750 3968 CM BANK Call 60.68 18-08-2025 0.117 10.5 47.72%
16517 6030 CITIC SEC Call 32.88 28-11-2025 0.151 4.0 80.27%
17136 6060 ZA ONLINE Put 10.89 02-12-2025 0.151 1.6 126.28%
16344 6098 CG SERVICES Call 10.81 11-11-2025 0.133 3.2 104.65%
14259 6160 Beigene Call 228.88 08-09-2025 0.088 4.7 93.20%
17629 6936 SF HOLDING Call 88.89 18-12-2025 0.234 4.0 81.74%
17345 6969 SMOORE INTL Call 42.97 08-12-2025 0.107 3.4 104.62%
13795 9626 BILIBILI Put 126.26 03-10-2025 0.098 3.6 73.87%
16769 9868 XPENG Call 138.88 28-01-2026 0.111 3.5 81.51%
16591 9880 UB TECH ROBOTICS Call 168.88 18-11-2025 0.130 2.3 154.36%
17004 9896 MNSO Call 53.89 27-02-2026 0.109 2.6 96.13%
29640 9901 NOEDU Call 65.88 03-03-2026 0.128 2.4 102.77%
17520 9992 POP MART Call 543.21 30-12-2025 0.129 3.6 90.60%