MZ

Most Active Warrants in Switzerland 28.12.2020 – Dufry, AMS, Dormakaba, Zur Rose – Alibaba, Tesla & Index Warrants DAX, SMI, ES50

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 28.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The four Swiss stocks highlighted in the headline are from the Swiss Small & Mid Cap space I focus most attention on. Also note the large activity in tech stock warrants, an indication of the widespread speculation in that sector – or the changing importance of digital, depending on your point of view.

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
LONTJB Lonza Group N 0.95 200’000 190’000 Bank Julius Bär
SREQJB Swiss RE AG 1.23 100’000 123’000 Bank Julius Bär
SREQJB Swiss RE AG 1.22 100’000 122’000 Bank Julius Bär
ROGCFZ Roche AG 0.23 475’000 109’250 Zürcher Kantonalbank
ROGCFZ Roche AG 0.23 475’000 109’250 Zürcher Kantonalbank
ROGCFZ Roche AG 0.23 475’000 109’250 Zürcher Kantonalbank
LONDWU Lonza Group N 1.2 80’000 96’000 UBS
WTROGU Roche AG 0.89 100’000 89’000 UBS
SLHUJB Swiss Life Hldg. N 0.44 200’000 88’000 Bank Julius Bär
RGOGEU Roche AG 0.29 300’000 87’000 UBS
SLHUJB Swiss Life Hldg. N 0.43 200’000 86’000 Bank Julius Bär
WSIAFV Sika AG 0.86 100’000 86’000 Bank Vontobel
WZUR7U Zurich Insurance Group AG 0.27 300’000 81’000 UBS
ROGBBZ Roche AG 0.18 450’000 81’000 Zürcher Kantonalbank
NOTV7U Novartis AG 0.62 120’000 74’400 UBS
WCCSGU Credit Suisse Group AG 0.235 300’000 70’500 UBS
SLHAMZ Swiss Life Hldg. N 0.64 100’000 64’000 Zürcher Kantonalbank
SLHAMZ Swiss Life Hldg. N 0.64 100’000 64’000 Zürcher Kantonalbank
SLHAMZ Swiss Life Hldg. N 0.63 100’000 63’000 Zürcher Kantonalbank
SLHAMZ Swiss Life Hldg. N 0.62 100’000 62’000 Zürcher Kantonalbank
WROBHV Roche AG 0.26 200’000 52’000 Bank Vontobel
ROGBBZ Roche AG 0.17 300’000 51’000 Zürcher Kantonalbank
ROGAWU Roche AG 0.159 320’000 50’880 UBS
ROGAWU Roche AG 0.159 320’000 50’880 UBS
ROGAWU Roche AG 0.159 320’000 50’880 UBS
ROGAWU Roche AG 0.159 310’000 49’290 UBS
NOZUAU Novartis AG 0.16 300’000 48’000 UBS
NOZUAU Novartis AG 0.16 300’000 48’000 UBS
ROGWTU Roche AG 0.14 300’000 42’000 UBS
CSWGCU Credit Suisse Group AG 0.7 60’000 42’000 UBS
CSWGCU Credit Suisse Group AG 0.68 60’000 40’800 UBS
WNOV6U Novartis AG 0.4 100’000 40’000 UBS
SCMGJB Swisscom N 0.44 89’900 39’556 Bank Julius Bär
ROGBBZ Roche AG 0.17 225’000 38’250 Zürcher Kantonalbank
NOEWAU Novartis AG 0.19 200’000 38’000 UBS
ROGWTU Roche AG 0.14 265’000 37’100 UBS
NOVWRU Novartis AG 0.36 100’000 36’000 UBS
ROGBBZ Roche AG 0.18 200’000 36’000 Zürcher Kantonalbank
NOEWAU Novartis AG 0.18 200’000 36’000 UBS
ROGUMU Roche AG 0.59 60’000 35’400 UBS
NOVWRU Novartis AG 0.35 100’000 35’000 UBS
NOVWRU Novartis AG 0.35 100’000 35’000 UBS
NOVXWU Novartis AG 0.14 250’000 35’000 UBS
WKSREU Swiss RE AG 0.68 50’000 34’000 UBS
WKSREU Swiss RE AG 0.67 50’000 33’500 UBS
WSRBVV Swiss RE AG 0.22 150’000 33’000 Bank Vontobel
NOVCEZ Novartis AG 0.15 200’000 30’000 Zürcher Kantonalbank
UOROGU Roche AG 0.15 200’000 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.

Kommentar verfassen

Trage deine Daten unten ein oder klicke ein Icon um dich einzuloggen:

Gravatar
WordPress.com-Logo

Du kommentierst mit Deinem WordPress.com-Konto. ( Abmelden /  Ändern )

Twitter-Bild

Du kommentierst mit Deinem Twitter-Konto. ( Abmelden /  Ändern )

Facebook-Foto

Du kommentierst mit Deinem Facebook-Konto. ( Abmelden /  Ändern )

Abbrechen

Verbinde mit %s