Most Active Warrants in Switzerland 11.12.2020 – VAT Group, Vifor Pharma, Ascom
As part of my algo collection I also scan derivatives trades, in order to find unusual patterns and early indicators. This is the list of single trades by size from 11.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The three stocks highlighted in the headline are from the Swiss Small & Mid Cap space I focus most attention on.
Market Overview Warrants Switzerland
Underlying
Julius Bär
Vontobel
UBS
ZKB
Total
Total
3’315’295
1’759’400
1’754’900
1’119’050
7’948’644
Swiss Life Hldg. N
1’561’600
155’150
11’500
175’500
1’903’750
Roche AG
138’000
730’600
125’400
994’000
SMI
308’993
12’000
343’900
664’893
VAT Group
436’100
436’100
Novartis AG
82’000
50’000
85’700
134’000
351’700
UBS Group AG
28’000
257’500
285’500
DAX Index
39’634
121’403
113’770
274’807
Lonza Group N
20’680
102’250
111’400
20’930
255’260
Zurich Insurance Group AG
135’000
13’950
99’050
248’000
Vifor Pharma AG
129’400
19’000
42’700
191’100
Silver
182’980
182’980
Ascom Hldg. AG
180’600
180’600
AMS AG
10’200
97’675
60’500
168’375
Adecco Group AG
119’000
42’000
161’000
Nestlé S.A.
11’000
131’650
142’650
Compagnie Financière Richemont SA
142’000
142’000
Volkswagen AG (Vz)
83’600
58’000
141’600
Sika AG
139’000
139’000
Devisen USD/CHF
91’000
91’000
Dow Jones Industrial Average Index
87’822
87’822
Total S.A.
80’000
80’000
Credit Suisse Group AG
12’100
44’900
22’800
79’800
Zur Rose Group AG
67’330
67’330
Dufry AG
65’150
65’150
S&P 500 Index
29’726
35’000
64’726
Nasdaq 100 Index
44’250
16’965
61’215
INFICON Hldg. AG
56’400
56’400
SGS S.A. Ltd.
52’800
52’800
Stadler Rail AG
45’000
45’000
Nvidia Corp.
32’583
32’583
Basilea Pharmaceutica AG
28’000
28’000
Tesla Inc.
26’600
26’600
Autoneum Hldg. AG
25’575
25’575
LafargeHolcim Ltd.
25’500
25’500
Julius Baer Group
25’350
25’350
Boeing Co.
22’308
22’308
Gold
21’800
21’800
Flughafen Zürich AG
20’100
20’100
ABB N
20’000
20’000
Kühne & Nagel Intl. AG
18’800
18’800
Schindler PS
13’200
13’200
Straumann Hldg. AG
12’960
12’960
Bobst Group S.A.
10’600
10’600
Anheuser-Busch InBev N.V.
10’500
10’500
SAP SE
10’200
10’200
Swatch Group I
10’010
10’010
Market Share and Turnover Total Value
Small & Mid Cap + Foreign Shares Warrant Trades CHF >30’000.-
Symbol
Underlying
Price 3
Volume
Turnover
Issuer
VACLJB
VAT Group
0.95
150’000
142’500
Bank Julius Bär
VACLJB
VAT Group
0.95
100’000
95’000
Bank Julius Bär
TOZJJB
Total S.A.
0.8
100’000
80’000
Bank Julius Bär
VACLJB
VAT Group
0.78
80’000
62’400
Bank Julius Bär
WVOAFV
Volkswagen AG (Vz)
0.58
100’000
58’000
Bank Vontobel
VIFKJB
Vifor Pharma AG
0.42
125’000
52’500
Bank Julius Bär
VACLJB
VAT Group
0.93
50’000
46’500
Bank Julius Bär
WUSA4V
Devisen USD/CHF
0.22
200’000
44’000
Bank Vontobel
VIFADZ
Vifor Pharma AG
0.61
70’000
42’700
Zürcher Kantonalbank
ADEAVZ
Adecco Group AG
0.14
300’000
42’000
Zürcher Kantonalbank
ASCJJB
Ascom Hldg. AG
0.399
100’000
39’900
Bank Julius Bär
DUFCJB
Dufry AG
0.151
250’000
37’750
Bank Julius Bär
ASCJJB
Ascom Hldg. AG
0.374
100’000
37’400
Bank Julius Bär
VIFKJB
Vifor Pharma AG
0.42
85’000
35’700
Bank Julius Bär
VOWJJB
Volkswagen AG (Vz)
0.35
100’000
35’000
Bank Julius Bär
VOWJJB
Volkswagen AG (Vz)
0.35
100’000
35’000
Bank Julius Bär
WUSBCV
Devisen USD/CHF
0.07
500’000
35’000
Bank Vontobel
VACLJB
VAT Group
0.85
40’000
34’000
Bank Julius Bär
ASCJJB
Ascom Hldg. AG
0.336
100’000
33’600
Bank Julius Bär
VACLJB
VAT Group
0.83
40’000
33’200
Bank Julius Bär
Large Cap Warrant Trades CHF >30’000.-
Symbol
Underlying
Price 3
Volume
Turnover
Issuer
SLZFJB
Swiss Life Hldg. N
1.26
200’000
252’000
Bank Julius Bär
SLZFJB
Swiss Life Hldg. N
1.26
200’000
252’000
Bank Julius Bär
SLZFJB
Swiss Life Hldg. N
1.26
200’000
252’000
Bank Julius Bär
SLZFJB
Swiss Life Hldg. N
1.26
200’000
252’000
Bank Julius Bär
SLZFJB
Swiss Life Hldg. N
1.23
200’000
246’000
Bank Julius Bär
SLZFJB
Swiss Life Hldg. N
1.22
200’000
244’000
Bank Julius Bär
ZURWJB
Zurich Insurance Group AG
0.27
500’000
135’000
Bank Julius Bär
WTROGU
Roche AG
0.91
100’000
91’000
UBS
NOVCCZ
Novartis AG
0.3
300’000
90’000
Zürcher Kantonalbank
WTROGU
Roche AG
0.9
100’000
90’000
UBS
SLHAXZ
Swiss Life Hldg. N
0.59
150’000
88’500
Zürcher Kantonalbank
WTROGU
Roche AG
0.87
100’000
87’000
UBS
SLHAXZ
Swiss Life Hldg. N
0.58
150’000
87’000
Zürcher Kantonalbank
NOVOJB
Novartis AG
0.82
100’000
82’000
Bank Julius Bär
WROBHV
Roche AG
0.25
300’000
75’000
Bank Vontobel
WSIAFV
Sika AG
0.72
100’000
72’000
Bank Vontobel
CFRXJB
Compagnie Financière Richemont SA
0.72
100’000
72’000
Bank Julius Bär
CFRXJB
Compagnie Financière Richemont SA
0.7
100’000
70’000
Bank Julius Bär
WSIAFV
Sika AG
0.67
100’000
67’000
Bank Vontobel
WLOBQV
Lonza Group N
0.91
65’000
59’150
Bank Vontobel
WNES9U
Nestlé S.A.
0.58
100’000
58’000
UBS
WSLBFV
Swiss Life Hldg. N
0.29
200’000
58’000
Bank Vontobel
WSLBFV
Swiss Life Hldg. N
0.29
200’000
58’000
Bank Vontobel
UKUBSU
UBS Group AG
0.27
200’000
54’000
UBS
SLHUJB
Swiss Life Hldg. N
0.38
140’000
53’200
Bank Julius Bär
SGS8QU
SGS S.A. Ltd.
0.44
120’000
52’800
UBS
UKUBSU
UBS Group AG
0.26
200’000
52’000
UBS
WNOC3V
Novartis AG
0.125
400’000
50’000
Bank Vontobel
ROGBBZ
Roche AG
0.2
245’000
49’000
Zürcher Kantonalbank
WTROGU
Roche AG
0.88
50’000
44’000
UBS
ROGBBZ
Roche AG
0.19
200’000
38’000
Zürcher Kantonalbank
UOROGU
Roche AG
0.15
240’000
36’000
UBS
PRTUVU
UBS Group AG
0.35
100’000
35’000
UBS
NESIWU
Nestlé S.A.
0.36
90’000
32’400
UBS
WLOBQV
Lonza Group N
0.91
35’000
31’850
Bank Vontobel
WROAFV
Roche AG
0.105
300’000
31’500
Bank Vontobel
WROAFV
Roche AG
0.105
300’000
31’500
Bank Vontobel
WYZURU
Zurich Insurance Group AG
0.1
300’000
30’000
UBS
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.