Most Active Warrants in Switzerland 11.01.2021 – Zur Rose, Temenos, Logitech, Dufry, Bucher Industries

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 11.01.2021. 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.-

ISIN Symbol Underlying Price Volume Turnover
CH0510106351 MBRUNU Roche AG 0.59 300’000 177’000
CH0556419916 SIKEJB Sika AG 0.54 250’000 135’000
CH0507004031 SIKAOZ Sika AG 0.46 275’000 126’500
CH0404018399 ROGWZU Roche AG 0.4 300’000 120’000
CH0507004031 SIKAOZ Sika AG 0.45 225’000 101’250
CH0419030322 WTNESU Nestlé S.A. 0.87 110’000 95’700
CH0506997151 LHNAMZ LafargeHolcim Ltd. 0.53 175’000 92’750
CH0447805356 ROGCFZ Roche AG 0.18 500’000 90’000
CH0447805356 ROGCFZ Roche AG 0.18 500’000 90’000
CH0461000538 WROBHV Roche AG 0.29 300’000 87’000
CH0461000538 WROBHV Roche AG 0.28 300’000 84’000
CH0461000538 WROBHV Roche AG 0.28 300’000 84’000
CH0556419916 SIKEJB Sika AG 0.54 150’000 81’000
CH0447805323 ROGCCZ Roche AG 0.23 350’000 80’500
CH0572102272 RGOGEU Roche AG 0.23 300’000 69’000
CH0506997573 ROGBBZ Roche AG 0.13 525’000 68’250
CH0506991600 LONBGZ Lonza Group N 0.92 70’000 64’400
CH0510106310 URROGU Roche AG 0.46 140’000 64’400
CH0506991600 LONBGZ Lonza Group N 0.87 70’000 60’900
CH0553402337 WLOANV Lonza Group N 0.235 250’000 58’750
CH0461000538 WROBHV Roche AG 0.29 200’000 58’000
CH0547548963 ZURKJB Zurich Insurance Group AG 0.57 100’000 57’000
CH0461000538 WROBHV Roche AG 0.28 200’000 56’000
CH0567386633 WROAPV Roche AG 0.105 500’000 52’500
CH0506987194 SLHAMZ Swiss Life Hldg. N 1.05 50’000 52’500
CH0515530548 ROGUJU Roche AG 0.11 460’000 50’600
CH0447805356 ROGCFZ Roche AG 0.19 250’000 47’500
CH0528880617 LHNDJB LafargeHolcim Ltd. 0.47 100’000 47’000
CH0515530548 ROGUJU Roche AG 0.11 420’000 46’200
CH0553402337 WLOANV Lonza Group N 0.225 200’000 45’000
CH0510106138 SOOUOU Partners Group Hldg. AG 1.08 40’000 43’200
CH0575020729 RCSGJB Credit Suisse Group AG 0.43 100’000 43’000
CH0506997573 ROGBBZ Roche AG 0.21 200’000 42’000
CH0553402337 WLOANV Lonza Group N 0.205 200’000 41’000

4) Market Share and Turnover Total Value

Questions or feedback?

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

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