Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/westpac-banking-corp" target="_blank" data-smartkarma-citation="entities:444:1" rel="noopener">Westpac Banking (WBC AU)</a> is set to announce its 2025 First Quarter Trading Update on 17 February. </li>
<li>Options expiring 20 February can provide an indication of the size of the move expected on the day, as well as directional bias.</li>
<li>The options market expects a 2.1% to 2.6% move in either direction until 20 February, in-line with historic moves. Peers have so far performed positively on reporting days this month.</li>
</ul>



Westpac Banking (WBC AU) is set to announce its 2025 First Quarter Trading Update on 17 February. 
Options expiring 20 February can provide an indication of the size of the move expected on the day, as well as directional bias.
The options market expects a 2.1% to 2.6% move in either direction until 20 February, in-line with historic moves. Peers have so far performed positively on reporting days this month.


EQD | Westpac Banking (WBC AU) - Expected Move on Profit Announcement and Option Insights

<ul>
<li>Today, the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> reached a new all-time high while implied volatility is near record low levels. The combination makes for a good opportunity to hedge.</li>
<li>Volatility assessment trough conventional volatility metrics and one new chart not seen anywhere else.</li>
<li>An actionable example of a put option hedge is presented, striking a balance between protection and cost.</li>
</ul>


Today, the S&amp;P/ASX 200 (AS51 INDEX) reached a new all-time high while implied volatility is near record low levels. The combination makes for a good opportunity to hedge.
Volatility assessment trough conventional volatility metrics and one new chart not seen anywhere else.
An actionable example of a put option hedge is presented, striking a balance between protection and cost.


EQD | S&P/ASX 200 Option Strategy -  Today's All-Time-High Calls for Proactive Hedging

Head of Research, IPOs & Placements, Aequitas Research

Sumeet Singh

Head of Research, IPOs & Placements

IPOs and Placements coverage across Asia Pacific

Aequitas Research

We cover all listing across the Asia Pacific along with follow-up placements. As of Dec 2020, our team had covered 539 IPOs with a hit rate of 73.5% and 685 placements with a hit rate of 66.8%.

We combine fundamental bottom-up views with our proprietary quantitative framework to provide a holistic coverage across new listings and placements. Our coverage includes pre-IPO notes before the deal is launched, follow-up analysis once the deal is live and post-listing trading analysis as well.

Equity Capital Markets

DigiCo Infrastructure REIT / Equity Capital Markets

<ul>
<li>
<a href="https://www.smartkarma.com/entities/digico-reit" target="_blank" data-smartkarma-citation="entities:44091:1" rel="noopener">DigiCo REIT (DIGICO AU)</a> raised around US$1.3bn in its Australian IPO.</li>
<li>DigiCo REIT (DREIT) aims to be a diversified owner, operator and developer of data centres, with a global portfolio and broad investment mandate across stabilised, value-add and development opportunities</li>
<li>We have looked at the company’s past performance in our previous notes. In this note, we will talk about the trading dynamics.</li>
</ul>



DigiCo REIT (DIGICO AU) raised around US$1.3bn in its Australian IPO.
DigiCo REIT (DREIT) aims to be a diversified owner, operator and developer of data centres, with a global portfolio and broad investment mandate across stabilised, value-add and development opportunities
We have looked at the company’s past performance in our previous notes. In this note, we will talk about the trading dynamics.


DigiCo Infrastructure REIT IPO Trading - Now for the Real Test, Ex-Adjustments

Asia Pac ECM and Index Rebal, Shenton Research

Ke Yan, CFA, FRM

Asia Pac ECM and Index Rebal

Asia Pac IPO & Placement Research, China Biotech

DZT Research

DZT Research is an independent Asia Pacific equity specialist. Our quantitative research covers index rebalancing flows, alongside exchange data analytics accross Asia Pacific. On the equity capital markets side, we focus on Asia Pacific ECM, especially biotech and TMT. Our lead analyst is frequently cited by international media.

Quantitative Analysis

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Nov 29th (reported today) which has an aggregated short interest worth USD23.8bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Transurban, Mineral Resources, Wisetech Global, Macquarie, Pilbara Minerals, Ampol, Dexus Property, ANZ.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Nov 29th (reported today) which has an aggregated short interest worth USD23.8bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Transurban, Mineral Resources, Wisetech Global, Macquarie, Pilbara Minerals, Ampol, Dexus Property, ANZ.


ASX Short Interest Weekly (Nov 29th): Transurban, Mineral Resources, Wisetech Global, Macquarie

<ul>
<li>
<a href="https://www.smartkarma.com/entities/digico-reit" target="_blank" data-smartkarma-citation="entities:44091:1" rel="noopener">DigiCo REIT (DIGICO AU)</a> is looking to raise around US$1.3bn in its Australian IPO.</li>
<li>DigiCo REIT (DREIT) aims to be a diversified owner, operator and developer of data centres, with a global portfolio and broad investment mandate across stabilised, value-add and development opportunities</li>
<li>We have looked at the company’s past performance in our previous notes. In this note, we will talk about the IPO valuations.</li>
</ul>



DigiCo REIT (DIGICO AU) is looking to raise around US$1.3bn in its Australian IPO.
DigiCo REIT (DREIT) aims to be a diversified owner, operator and developer of data centres, with a global portfolio and broad investment mandate across stabilised, value-add and development opportunities
We have looked at the company’s past performance in our previous notes. In this note, we will talk about the IPO valuations.


DigiCo Infrastructure REIT IPO - Looks Decent - After All the Adjustments

Australia

ANZ Group Holdings Limited operates as a holding company. The Company, through its subsidiaries, provides banking and financial products and services to retail and business customers. ANZ Group Holdings offers loans, transaction and institutional banking services, deposits, and other financial products.

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
Dividend (Yield)	0.00

ANZ Group Holdings (ANZ AU)

EQD | Westpac Banking (WBC AU) - Expected Move on Profit Announcement and Option Insights

Westpac Banking (WBC AU) to announce 2025 Q1 Trading Update on 17 Feb. Peers have seen positive performance on reporting days this month. Options...

Gaudenz Schneider

EQD | S&P/ASX 200 Option Strategy - Today's All-Time-High Calls for Proactive Hedging

See an innovative and novel chart. Today's S&P/ASX 200 new all-time high in combination with record low volatility presents a good opportunity to...

Gaudenz Schneider

DigiCo Infrastructure REIT IPO Trading - Now for the Real Test, Ex-Adjustments

DigiCo REIT (DIGICO AU) raised around US$1.3bn in its Australian IPO. We have looked at the company's past performance earlier, in this note we...

Sumeet Singh

ASX Short Interest Weekly (Nov 29th): Transurban, Mineral Resources, Wisetech Global, Macquarie

We analyzed ASX short interest report for the past week and highlight short interest changes in Transurban, Mineral Resources, Wisetech Global,...

Ke Yan, CFA, FRM

DigiCo Infrastructure REIT IPO - Looks Decent - After All the Adjustments

DigiCo REIT (DIGICO AU) is looking to raise around US$1.3bn in its Australian IPO. In this note, we look at the company's valuations.

Sumeet Singh

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

EQD | Westpac Banking (WBC AU) - Expected Move on Profit Announcement and Option Insights

​Westpac Banking (WBC AU) to announce 2025 Q1 Trading Update on 17 Feb. Peers have seen positive performance on reporting days this month. Options...

Gaudenz Schneider

EQD | S&P/ASX 200 Option Strategy - Today's All-Time-High Calls for Proactive Hedging

See an innovative and novel chart. Today's ​S&P/ASX 200 new all-time high in combination with record low volatility presents a good opportunity to...

Gaudenz Schneider

DigiCo Infrastructure REIT IPO Trading - Now for the Real Test, Ex-Adjustments

DigiCo REIT (DIGICO AU) raised around US$1.3bn in its Australian IPO. We have looked at the company's past performance earlier, in this note we...

Sumeet Singh

ASX Short Interest Weekly (Nov 29th): Transurban, Mineral Resources, Wisetech Global, Macquarie

We analyzed ASX short interest report for the past week and highlight short interest changes in Transurban, Mineral Resources, Wisetech Global,...

Ke Yan, CFA, FRM

DigiCo Infrastructure REIT IPO - Looks Decent - After All the Adjustments

DigiCo REIT (DIGICO AU) is looking to raise around US$1.3bn in its Australian IPO. In this note, we look at the company's valuations.

Sumeet Singh

Westpac Banking (WBC AU) to announce 2025 Q1 Trading Update on 17 Feb. Peers have seen positive performance on reporting days this month. Options...

See an innovative and novel chart. Today's S&P/ASX 200 new all-time high in combination with record low volatility presents a good opportunity to...