Most Active Warrants in Switzerland 18.01.2021 – Zur Rose, Dufry, Logitech, Forbo, Ypsomed

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 18.01.2021. 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.-

ISIN Symbol Underlying Price Volume Turnover
CH0547551223 ROXAJB Zur Rose Group AG 1.501 100’000 150’100
CH0547551223 ROXAJB Zur Rose Group AG 1.501 100’000 150’100
CH0587055309 CLNFJB Clariant AG 0.43 300’000 129’000
CH0587055515 DUFTJB Dufry AG 0.55 200’000 110’000
CH0587055309 CLNFJB Clariant AG 0.44 250’000 110’000
CH0547552429 ROXJJB Zur Rose Group AG 1.05 100’000 105’000
CH0547552429 ROXJJB Zur Rose Group AG 1 100’000 100’000
CH0556411269 LOGGJB Logitech International SA 1.91 50’000 95’500
CH0547552429 ROXJJB Zur Rose Group AG 0.95 100’000 95’000
CH0534138778 FORTJB Forbo Hldg. AG 0.9 100’000 90’000
CH0534138778 FORTJB Forbo Hldg. AG 0.82 100’000 82’000
CH0534138778 FORTJB Forbo Hldg. AG 0.77 100’000 77’000

ISIN Symbol Underlying Price Volume Turnover
CH0536649574 WNVAEV Nvidia Corp. 1.49 32’600 48’574
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.31 110’000 34’100
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.31 110’000 34’100
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.31 102’580 31’800

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

ISIN Symbol Underlying Price Volume Turnover
CH0556415823 SLHFJB Swiss Life Hldg. N 1.25 150’000 187’500
CH0556415823 SLHFJB Swiss Life Hldg. N 1.23 150’000 184’500
CH0587055051 CFRWJB Compagnie Financière Richemont SA 0.9 150’000 135’000
CH0587055051 CFRWJB Compagnie Financière Richemont SA 0.87 150’000 130’500
CH0507004031 SIKAOZ Sika AG 0.35 300’000 105’000
CH0507004031 SIKAOZ Sika AG 0.34 300’000 102’000
CH0507004031 SIKAOZ Sika AG 0.34 300’000 102’000
CH0506997573 ROGBBZ Roche AG 0.28 350’000 98’000
CH0506997573 ROGBBZ Roche AG 0.28 350’000 98’000
CH0447805364 ROGCGZ Roche AG 0.26 370’000 96’200
CH0461000538 WROBHV Roche AG 0.38 250’000 95’000
CH0447805364 ROGCGZ Roche AG 0.23 400’000 92’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.29 40’000 91’600
CH0531809637 ZURWVU Zurich Insurance Group AG 2.28 40’000 91’200
CH0506992244 SIKAEZ Sika AG 0.77 110’000 84’700
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.99 75’000 74’250
CH0438531680 UICSGU Credit Suisse Group AG 0.36 202’000 72’720
CH0589946158 WHNOVU Novartis AG 0.2 300’000 60’000
CH0567410672 WZUBIV Zurich Insurance Group AG 0.135 400’000 54’000
CH0506991600 LONBGZ Lonza Group N 0.83 65’000 53’950
CH0465053517 NEGUAU Nestlé S.A. 0.19 270’000 51’300
CH0515530563 UBROGU Roche AG 0.42 120’000 50’400

4) Market Share and Turnover Total Value

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0567350993 WDADDV DAX Index 1.79 300’000 537’000
CH0567350993 WDADDV DAX Index 1.8 250’000 450’000
CH0567387722 WDALEV DAX Index 1.68 200’000 336’000
CH0567387722 WDALEV DAX Index 1.61 200’000 322’000
CH0553476893 WDAMPV DAX Index 0.62 350’000 217’000
CH0510644989 WDAFUV DAX Index 1.22 100’000 122’000
CH0506992970 SMIBXZ SMI 0.34 175’000 59’500
CH0506992970 SMIBXZ SMI 0.32 175’000 56’000
CH0520106854 WSMBHV SMI 1.06 50’000 53’000
CH0507000849 SPXBRZ S&P 500 Index 1.04 50’000 52’000

Questions or feedback?

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

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