Most Active Warrants in Switzerland 15.01.2021 – Zur Rose, Dufry, AMS, 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 15.01.2021. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The 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 >50’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0547551223 ROXAJB Zur Rose Group AG 1.401 200’000 280’200
CH0567361230 WLOBTV Logitech International SA 0.54 300’000 162’000
CH0547551223 ROXAJB Zur Rose Group AG 1.401 100’000 140’100
CH0506998290 VIFATZ Vifor Pharma AG 1.65 75’000 123’750
CH0506992798 VIFAHZ Vifor Pharma AG 0.61 200’000 122’000
CH0506992798 VIFAHZ Vifor Pharma AG 0.61 200’000 122’000
CH0547549599 OEREJB OC Oerlikon N 0.47 200’000 94’000
CH0547549599 OEREJB OC Oerlikon N 0.47 200’000 94’000
CH0547552130 SWOWJB SoftwareONE Hldg. 0.45 200’000 90’000
CH0547552429 ROXJJB Zur Rose Group AG 0.87 100’000 87’000
CH0547552130 SWOWJB SoftwareONE Hldg. 0.43 200’000 86’000
CH0506989273 BAEAEZ Julius Baer Group 0.85 75’000 63’750
CH0506992798 VIFAHZ Vifor Pharma AG 0.61 100’000 61’000
CH0556411269 LOGGJB Logitech International SA 1.92 30’000 57’600
CH0575018384 DUFIJB Dufry AG 0.55 100’000 55’000
CH0579461788 SWQO8U SoftwareONE Hldg. 0.49 110’000 53’900
CH0507005103 AMSAJZ AMS AG 0.43 125’000 53’750
CH0507005103 AMSAJZ AMS AG 0.43 125’000 53’750
CH0507005103 AMSAJZ AMS AG 0.42 125’000 52’500
CH0524981005 DUFAJB Dufry AG 0.21 250’000 52’500
CH0507005103 AMSAJZ AMS AG 0.42 125’000 52’500
CH0547549599 OEREJB OC Oerlikon N 0.47 100’000 47’000
CH0507005103 AMSAJZ AMS AG 0.43 100’000 43’000
CH0507005103 AMSAJZ AMS AG 0.42 100’000 42’000
CH0506998514 TEMAUZ Temenos AG 0.41 100’000 41’000
CH0506998514 TEMAUZ Temenos AG 0.4 100’000 40’000

3) Large Cap Warrant Trades CHF >60’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0556415823 SLHFJB Swiss Life Hldg. N 1.32 150’000 198’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.3 150’000 195’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.29 150’000 193’500
CH0556415823 SLHFJB Swiss Life Hldg. N 1.29 150’000 193’500
CH0419030314 WSNESU Nestlé S.A. 1.17 100’000 117’000
CH0447805356 ROGCFZ Roche AG 0.29 400’000 116’000
CH0512546174 UBSGAU UBS Group AG 0.56 200’000 112’000
CH0512546174 UBSGAU UBS Group AG 0.55 200’000 110’000
CH0419029977 WNNOVU Novartis AG 1.54 70’000 107’800
CH0510107599 UTNMMU Zurich Insurance Group AG 1 100’000 100’000
CH0510107599 UTNMMU Zurich Insurance Group AG 0.99 100’000 99’000
CH0506997573 ROGBBZ Roche AG 0.24 375’000 90’000
CH0512539096 WUBS2U UBS Group AG 0.45 200’000 90’000
CH0461000538 WROBHV Roche AG 0.35 250’000 87’500
CH0506991600 LONBGZ Lonza Group N 0.85 100’000 85’000
CH0506997573 ROGBBZ Roche AG 0.22 375’000 82’500
CH0506987194 SLHAMZ Swiss Life Hldg. N 1.1 75’000 82’500
CH0447805364 ROGCGZ Roche AG 0.23 350’000 80’500
CH0506987194 SLHAMZ Swiss Life Hldg. N 1.07 75’000 80’250
CH0506987194 SLHAMZ Swiss Life Hldg. N 1.07 75’000 80’250
CH0420773118 UKUBSU UBS Group AG 0.4 200’000 80’000
CH0420773118 UKUBSU UBS Group AG 0.4 200’000 80’000
CH0506987194 SLHAMZ Swiss Life Hldg. N 1.06 75’000 79’500
CH0506992244 SIKAEZ Sika AG 0.79 100’000 79’000
CH0498589685 UBZOJB UBS Group AG 0.72 100’000 72’000
CH0521598091 ABBEJB ABB N 0.77 90’000 69’300
CH0480377149 ROGWTU Roche AG 0.23 300’000 69’000
CH0520104628 WSIAPV Sika AG 1.33 50’000 66’500
CH0459014871 CSGUFU Credit Suisse Group AG 0.33 200’000 66’000
CH0447805364 ROGCGZ Roche AG 0.22 300’000 66’000
CH0528878942 CSGXJB Credit Suisse Group AG 0.81 75’000 60’750

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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