Most Active Warrants in Switzerland 23.12.2020 – Dufry, Temenos, Vifor

As part of my algo collection I scan derivatives trades, in order to find unusual patterns and early indicators. Below are three lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland + Foreign Shares 3) Large Cap Switzerland single trades by size from 23.12.2020. 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.

1) Market Overview Warrants Switzerland

2) Small & Mid Cap + Foreign Shares Warrant Trades CHF >30’000.-

3) Large Cap Warrant Trades CHF >30’000.-

Symbol Underlying Price Volume Turnover Issuer
SLZIJB Swiss Life Hldg. N 1.59 150’000 238’500 Bank Julius Bär
SLZIJB Swiss Life Hldg. N 1.59 150’000 238’500 Bank Julius Bär
ROGUVU Roche AG 0.64 300’000 192’000 UBS
SREVJB Swiss RE AG 0.44 300’000 132’000 Bank Julius Bär
ROGCFZ Roche AG 0.2 500’000 100’000 Zürcher Kantonalbank
ROGUVU Roche AG 0.64 150’000 96’000 UBS
WTROGU Roche AG 0.9 100’000 90’000 UBS
WTROGU Roche AG 0.88 100’000 88’000 UBS
LONTJB Lonza Group N 0.83 100’000 83’000 Bank Julius Bär
LONTJB Lonza Group N 0.81 100’000 81’000 Bank Julius Bär
RGOGEU Roche AG 0.26 300’000 78’000 UBS
PRTUVU UBS Group AG 0.35 200’000 70’000 UBS
ZURWJB Zurich Insurance Group AG 0.32 200’000 64’000 Bank Julius Bär
SLHUJB Swiss Life Hldg. N 0.41 150’000 61’500 Bank Julius Bär
SLHUJB Swiss Life Hldg. N 0.41 150’000 61’500 Bank Julius Bär
ROGBBZ Roche AG 0.17 350’000 59’500 Zürcher Kantonalbank
WSRAQV Swiss RE AG 0.36 160’000 57’600 Bank Vontobel
SLHAMZ Swiss Life Hldg. N 0.56 100’000 56’000 Zürcher Kantonalbank
WSRAQV Swiss RE AG 0.35 160’000 56’000 Bank Vontobel
SLHAMZ Swiss Life Hldg. N 0.52 100’000 52’000 Zürcher Kantonalbank
SLHAMZ Swiss Life Hldg. N 0.52 100’000 52’000 Zürcher Kantonalbank
SLHAMZ Swiss Life Hldg. N 0.52 100’000 52’000 Zürcher Kantonalbank
WZUR7U Zurich Insurance Group AG 0.26 200’000 52’000 UBS
RO1GXU Roche AG 0.16 320’000 51’200 UBS
RO1GXU Roche AG 0.16 320’000 51’200 UBS
SLHAMZ Swiss Life Hldg. N 0.51 100’000 51’000 Zürcher Kantonalbank
SLHUJB Swiss Life Hldg. N 0.4 125’000 50’000 Bank Julius Bär
SLHAMZ Swiss Life Hldg. N 0.5 100’000 50’000 Zürcher Kantonalbank
UKUBSU UBS Group AG 0.25 200’000 50’000 UBS
ROGBBZ Roche AG 0.17 280’000 47’600 Zürcher Kantonalbank
ROQGWU Roche AG 0.085 500’000 42’500 UBS
ROQGWU Roche AG 0.084 500’000 42’000 UBS
ROQGWU Roche AG 0.084 500’000 42’000 UBS
RO1GXU Roche AG 0.16 260’000 41’600 UBS
ROQGWU Roche AG 0.083 500’000 41’500 UBS
WTROGU Roche AG 0.89 45’000 40’050 UBS
ZURKJB Zurich Insurance Group AG 0.4 100’000 40’000 Bank Julius Bär
WTROGU Roche AG 0.88 45’000 39’600 UBS
WCCSGU Credit Suisse Group AG 0.19 200’000 38’000 UBS
WNOV7U Novartis AG 0.24 150’000 36’000 UBS
SREBFZ Swiss RE AG 0.17 190’000 32’300 Zürcher Kantonalbank
ROGBBZ Roche AG 0.16 200’000 32’000 Zürcher Kantonalbank
ROGBBZ Roche AG 0.16 200’000 32’000 Zürcher Kantonalbank
NOVWRU Novartis AG 0.31 100’000 31’000 UBS
WSLAJV Swiss Life Hldg. N 0.51 60’000 30’600 Bank Vontobel
CSGWPU Credit Suisse Group AG 0.06 500’000 30’000 UBS
NOVXWU Novartis AG 0.12 250’000 30’000 UBS

4) Market Share and Turnover Total Value

Questions or feedback?

Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.