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 0.117 7.1 37.29%
13507 3968 WHARF HOLDINGS Call 54.93 15-08-2025 0.127 8.2 47.69%
14328 2380 HSBC HOLDINGS Call 4.87 21-09-2026 0.099 2.7 74.42%
15336 1113 HSBC HOLDINGS Call 38.33 05-12-2025 0.165 6.2 40.38%
29634 0941 SHK PPT Put 68.88 30-06-2025 0.010 27.2 24.15%
29637 9633 SHK PPT Call 49.38 05-06-2025 0.021 13.5 66.02%
14059 0700 GALAXY ENT Call 633.83 11-08-2025 0.061 10.6 40.00%
15876 9888 GALAXY ENT Put 67.50 10-10-2025 0.077 4.3 53.60%
29957 1810 MTR CORPORATION Call 59.00 04-11-2025 0.500 4.5 51.73%
13492 9618 CHINA MER HOLD Call 220.20 27-10-2025 0.033 5.8 57.70%
13575 3690 KINGBOARD CHEM Put 139.89 25-08-2025 0.145 4.1 51.35%
14963 9988 GEELY AUTO Call 178.98 19-11-2025 0.043 5.8 49.77%
27687 1211 GEELY AUTO Put 199.90 12-05-2025 0.010 8.5 339.00%
13395 1211 DONGYUE GROUP Put 227.80 04-08-2025 0.016 7.6 62.55%
13327 0763 MELCO INT''L DEV Call 39.00 29-10-2026 0.118 2.0 91.25%
26524 0857 CHINA EB INT Call 8.39 02-10-2025 0.019 8.2 47.07%
15815 9988 CITIC PACIFIC Call 145.10 15-12-2025 0.222 4.6 48.54%
15082 0941 GUANGDONG INV Put 72.45 23-09-2025 0.139 13.5 20.74%
13247 HSI BYD ELECTRONIC Call 21,900.00 27-06-2025 0.330 9.9 29.96%
13751 9988 WHG Call 140.00 02-09-2025 0.135 6.6 45.57%
15332 3988 CATHAY PAC AIR Call 5.56 23-09-2025 0.077 10.4 31.13%
13725 9988 TINGYI Put 102.88 29-08-2025 0.098 5.5 50.42%
13342 HSI SHANGHAI PECHEM Put 17,214.00 30-07-2025 0.025 12.0 38.71%
13333 HSI ANGANG STEEL Put 18,408.00 27-06-2025 0.014 16.0 37.90%
29958 0981 CHINASOFT INT Call 63.95 23-09-2025 0.235 4.7 71.14%
29255 0386 JIANGXI COPPER Call 5.67 21-07-2025 0.010 13.9 44.64%
29449 9961 CHINA GAS HOLD Call 808.88 12-06-2025 0.010 11.6 81.25%
15262 0388 SINOPEC CORP Put 333.88 29-09-2025 0.188 5.7 39.27%
13401 1810 HKEX Call 50.85 07-07-2025 0.435 6.7 48.72%
14644 1810 HKEX Call 63.93 23-01-2026 0.096 4.2 49.35%
15819 3690 CHINACOMSERVICE Put 118.90 21-07-2025 0.078 7.0 51.66%
13330 HSI CHINA EAST AIR Call 25,125.00 30-07-2025 0.168 14.1 26.47%
13635 1787 CHINA OVERSEAS Call 21.80 06-02-2026 0.620 2.6 66.63%
29450 1299 BEIJING AIRPORT Call 73.88 16-06-2025 0.042 15.0 46.48%
13323 2382 TRAVELSKY TECH Call 99.99 05-01-2026 0.110 3.7 68.68%
13738 0857 TENCENT Call 7.51 01-08-2025 0.067 11.5 40.83%
14389 0992 CHINA TELECOM Call 18.00 02-09-2025 0.018 6.8 70.74%
14210 0700 AIR CHINA Put 481.61 17-12-2026 0.146 2.4 36.51%
29286 2600 CHINA UNICOM Call 5.81 24-07-2025 0.015 7.9 63.15%
29047 9988 TONGCHENG-ELONG Call 118.98 25-06-2026 0.260 3.0 46.01%
14733 9988 IGG Call 190.10 26-06-2026 0.096 3.9 49.76%
13336 HSI TIANGONG INT''L Put 18,905.00 30-07-2025 0.028 12.2 33.73%
14586 HSI PETROCHINA Put 21,890.00 28-08-2025 0.127 7.9 30.68%
14097 0688 CMS Call 19.58 30-09-2025 0.082 5.8 61.49%
29290 0700 SJM HOLDINGS Call 500.50 25-09-2025 0.375 6.9 32.72%
13742 0388 ZHONGSHENG HLDG Put 281.61 05-08-2025 0.024 10.2 41.21%
28708 HSI HUANENG POWER Call 25,125.00 29-09-2025 0.070 10.9 24.35%
15688 9988 MING YUAN CLOUD Call 158.98 03-10-2025 0.105 6.2 49.42%
29352 9992 CHINA LONGYUAN Call 128.88 11-12-2025 0.820 1.9 91.68%
14914 9988 CHINA MOBILE Call 178.98 12-11-2025 0.042 5.8 50.34%
16159 0358 CHINA MOBILE Call 17.00 13-03-2026 0.134 3.8 55.81%
13498 1299 CHINA TAIPING Call 70.00 30-10-2025 0.235 8.0 32.84%
15994 0857 SMIC Call 6.21 22-12-2025 0.102 5.4 39.44%
15912 1787 LENOVO GROUP Call 20.88 13-10-2025 0.560 3.0 67.95%
14098 0293 HENGAN INT''L Call 13.00 03-02-2026 0.113 4.8 47.96%
28090 2382 WEIGAO GROUP Call 70.93 25-06-2025 0.051 8.5 54.91%
13145 0939 TOWNGAS CHINA Call 6.61 21-05-2026 0.138 5.1 29.96%
27856 3690 CSPC PHARMA Call 208.80 30-05-2025 0.010 10.0 102.01%
13374 3690 CKA Call 158.50 05-08-2025 0.082 6.5 51.10%
29050 0388 WYNN MACAU Call 500.50 25-06-2025 0.011 15.6 46.00%
13609 6030 YKENR Call 28.33 20-02-2026 0.110 2.0 116.20%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.027 5.8 57.28%
15704 9988 BYD COMPANY Call 142.60 11-08-2025 0.111 7.1 48.53%
13090 2318 AIA Call 55.50 14-07-2025 0.041 13.5 39.04%
13662 0762 HUA HONG SEMI Call 9.88 30-09-2026 0.355 2.7 63.27%
13500 2018 SHANGHAI FUDAN Call 78.00 15-08-2025 0.012 8.3 68.40%
14659 2628 ICBC Call 20.05 25-09-2025 0.062 7.8 45.44%
29454 0700 PHOENIXHEALTH Call 700.50 24-12-2025 0.163 6.2 42.95%
13574 1299 GENSCRIPT BIO Call 72.05 25-09-2025 0.168 8.9 35.06%
14431 0883 YIHAI INTL Call 22.05 20-10-2025 0.042 9.6 37.52%
15093 1810 GANFENG Put 40.05 21-10-2025 0.233 4.1 54.83%
25073 1810 GANFENG Put 15.13 27-05-2025 0.010 4.3 259.80%
13504 1299 SD GOLD Call 72.05 25-09-2025 0.167 8.9 34.98%
13357 9988 PA GOODDOCTOR Call 111.21 21-10-2025 0.435 3.9 46.96%
25916 HSI PA GOODDOCTOR Call 25,000.00 30-12-2026 0.310 5.4 21.77%
29051 3690 BUD APAC Call 234.08 23-06-2025 0.018 7.2 95.49%
27854 9988 CHINA COSCO Call 138.80 30-06-2025 0.067 10.0 47.37%
29640 9901 WEIMOB INC Call 65.88 03-03-2026 0.143 2.3 102.38%
25154 2318 LI AUTO Call 69.99 30-12-2025 0.062 7.8 39.82%
13559 1810 LUYE PHARMA Call 57.50 11-08-2025 0.325 6.2 51.36%
14765 0267 CHINA VANKE Call 12.88 03-03-2026 0.138 4.4 52.27%
13508 1810 GOLDWIND Call 56.30 11-08-2025 0.400 5.6 55.04%
24908 9618 WUXI BIO Call 180.00 03-06-2025 0.024 10.5 83.91%
24959 2628 WUXI BIO Call 13.00 29-05-2025 0.395 6.9 45.24%
15085 0688 PING AN Call 20.38 03-10-2025 0.054 6.6 57.04%
15297 0386 PING AN Call 5.01 19-09-2025 0.032 11.9 34.48%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.025 3.4 184.69%
14060 9618 MENGNIU DAIRY Put 119.90 01-08-2025 0.155 5.2 53.93%
13617 0941 PICC P&C Put 68.83 23-06-2025 0.017 23.3 28.85%
14061 3888 GREATWALL MOTOR Call 55.05 17-12-2025 0.128 2.8 87.84%
28010 0700 GREATWALL MOTOR Put 349.80 23-06-2025 0.010 13.4 52.35%
15494 1177 WEICHAI POWER Call 7.77 27-02-2026 0.180 4.1 64.14%
29455 0388 AVICHINA Put 272.79 09-05-2025 0.010 13.8 333.43%
28075 0388 TCL COMM Put 315.00 27-06-2025 0.028 13.8 38.58%
13719 0939 SH ELECTRIC Put 5.49 18-08-2025 0.062 11.3 32.29%
15827 2331 CHI TRACKER-OLD Call 18.31 02-02-2026 0.197 3.5 59.42%
28976 1810 ZIJIN MINING Call 40.05 02-06-2025 1.160 4.1 67.98%
29456 2628 CHINA STATE CON Call 20.93 23-09-2025 0.032 7.2 50.19%
13506 2840 FUYAO GLASS Call 2,429.00 25-03-2026 0.440 6.1 23.43%
14922 0175 YONGDA AUTO Put 14.86 03-10-2025 0.106 4.0 57.26%
15266 1211 MEITUAN-W Call 400.88 23-02-2026 0.109 3.9 42.94%
15706 1357 MEITUAN-W Call 8.01 22-08-2025 0.100 3.5 106.02%
13509 1211 HANSOH PHARMA Put 249.00 11-08-2025 0.033 6.8 60.21%
13720 1211 QX PAPER Put 264.80 04-08-2025 0.036 7.3 56.51%
28370 1109 CRRC TIMES ELEC Call 35.93 11-02-2026 0.060 3.3 71.64%
14596 HSI BANK OF CHINA Call 27,135.00 28-08-2025 0.051 13.6 27.04%
14050 2318 PING AN Call 73.93 30-10-2025 0.048 8.0 47.28%
28360 2318 BOSIDENG Call 75.00 30-10-2025 0.014 7.0 52.63%
29762 9992 ZA ONLINE Put 68.80 08-07-2025 0.017 4.0 137.58%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.310 3.1 108.49%
29482 1810 HAITONG SEC Put 24.95 24-07-2025 0.020 5.8 87.71%
14436 2018 CGS Call 66.88 30-09-2025 0.083 5.5 68.63%
14830 1816 JDCOM Call 3.18 05-01-2026 0.167 4.7 50.67%
27299 9999 JDCOM Call 147.09 23-07-2025 0.265 4.3 60.38%
14063 1211 Bilibili Call 510.61 11-08-2025 0.084 8.0 51.40%
29120 0763 Bilibili Call 26.80 30-05-2025 0.030 12.3 68.15%
29123 0939 CCB Call 7.20 30-05-2025 0.034 27.9 29.68%
26292 0700 TENCENT Put 319.80 20-06-2025 0.010 11.1 66.28%
15335 0001 Baidu Call 63.93 20-02-2026 0.035 5.5 44.60%
29353 0175 GEELY AUTO Put 12.00 09-06-2025 0.010 10.2 80.76%
29356 0005 POP MART Call 84.04 22-05-2025 0.445 14.5 35.61%
14057 1299 NTES Call 73.93 16-06-2025 0.027 17.5 41.87%