Derivatives and Quantitative Strategist

Gaudenz Schneider

Financial Economist with over 20 years of investment experience across all asset classes. He has worked as a sell-side derivatives researcher and trader on one of London’s largest trading floors, and as a structurer and portfolio manager for the buy-side in Switzerland. As head of Quantitative Strategy at an Asian WealthTech company, Gaudi and his team designed over 50 distinct investment strategies for institutional clients in Australasia.

Gaudi’s analysis follows a scientific approach based on empirical research and quantitative evidence.

CATL (3750HK / 3000750 CH): Long-Term Compounder Proving Market Dominance

CATL (3750 HK): 42% YTD Rally - Option Traders Target HKD 800 as Positioning Turns Neutral

Pop Mart, Trip.com, Geely Auto, and More: Weekly Options Start Trading on 15 June

CATL (300750 CH): Tactical Outlook After Discounted Share Placement Announcement

Aequitas: CATL H-Share Placement- Will Be Very Well Flagged US$5bn Deal but Last Deal Didn’t Do Well

CATL-H Placement: HSI and HSCEI Index Impact

Equity Derivatives

Contemporary Amperex Technology / Equity Derivatives

Contemporary Amperex Technology (3750 HK)

<ul>
<li>
<a href="https://www.smartkarma.com/entities/contemporary-amperex-technology-catl-co-limited" target="_blank" data-smartkarma-citation="entities:45179:1" rel="noopener">Contemporary Amperex Technology (CATL) (3750 HK)</a> discounted H-share placement triggered a sharp drop, but the capital raise appears opportunistic rather than defensive, funding global expansion and zero-carbon initiatives.</li>
<li>CATL A-Share <a href="https://www.smartkarma.com/entities/contemporary-amperex-technolog" target="_blank" data-smartkarma-citation="entities:24404:1" rel="noopener">(300750 CH)</a> resilience suggests the H-share weakness may be largely placement-specific rather than a broader reassessment of CATL’s long-term outlook, leaving scope for a rebound from depressed levels.</li>
<li>Elevated, but not excessive, implied volatility supports a potential put-underwriting strategy for investors who expect limited further downside in the H-Shares and possible volatility normalisation.</li>
</ul>



Contemporary Amperex Technology (CATL) (3750 HK) discounted H-share placement triggered a sharp drop, but the capital raise appears opportunistic rather than defensive, funding global expansion and zero-carbon initiatives.
CATL A-Share (300750 CH) resilience suggests the H-share weakness may be largely placement-specific rather than a broader reassessment of CATL’s long-term outlook, leaving scope for a rebound from depressed levels.
Elevated, but not excessive, implied volatility supports a potential put-underwriting strategy for investors who expect limited further downside in the H-Shares and possible volatility normalisation.


Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Shenzhen Stock Exchange Composite Index (SZCOMP INDEX)

Contemporary Amperex Technology (CATL) (300750 CH)

CATL H-Share (3750 HK) Placement Dip Opens Put-Underwriting Setup