Most Active Warrants in Switzerland 19.01.2021 – Logitech, AMS, Zur Rose, Temenos, u-blox

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 4) Index Warrants – all single trades by size from 19.01.2021. 5) Market Share and Turnover.  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 >50’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0534139156 SLZIJB Swiss Life Hldg. N 1.97 150’000 295’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.97 150’000 295’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.95 150’000 292’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.95 150’000 292’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.94 150’000 291’000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.93 150’000 289’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.93 150’000 289’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.93 150’000 289’500
CH0556415823 SLHFJB Swiss Life Hldg. N 1.24 150’000 186’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.24 150’000 186’000
CH0507004031 SIKAOZ Sika AG 0.33 325’000 107’250
CH0510107599 UTNMMU Zurich Insurance Group AG 1 100’000 100’000
CH0419030322 WTNESU Nestlé S.A. 0.9 110’000 99’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.33 40’000 93’200
CH0531809637 ZURWVU Zurich Insurance Group AG 2.31 40’000 92’400
CH0480377149 ROGWTU Roche AG 0.26 290’000 75’400
CH0506997573 ROGBBZ Roche AG 0.3 250’000 75’000
CH0420773118 UKUBSU UBS Group AG 0.37 200’000 74’000
CH0507004031 SIKAOZ Sika AG 0.35 200’000 70’000
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.93 75’000 69’750
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.92 75’000 69’000
CH0587055051 CFRWJB Compagnie Financière Richemont SA 0.91 75’000 68’250
CH0587055051 CFRWJB Compagnie Financière Richemont SA 0.91 75’000 68’250
CH0507004031 SIKAOZ Sika AG 0.34 200’000 68’000
CH0506992244 SIKAEZ Sika AG 0.68 100’000 68’000
CH0506997573 ROGBBZ Roche AG 0.28 200’000 56’000
CH0567327736 WSCADV Swisscom N 0.23 240’000 55’200
CH0589941845 WQABBU ABB N 0.263 200’000 52’600
CH0547548567 NESBJB Nestlé S.A. 0.07 750’000 52’500
CH0465053517 NEGUAU Nestlé S.A. 0.19 270’000 51’300
CH0521941887 UHR2WU Swatch Group I 0.51 100’000 51’000
CH0515530530 ROGUIU Roche AG 0.15 340’000 51’000
CH0510106013 NOVWRU Novartis AG 0.5 100’000 50’000

4) Index Warrants CHF >50’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0510644989 WDAFUV DAX Index 1.14 400’000 456’000
CH0567387722 WDALEV DAX Index 1.83 200’000 366’000
CH0567350993 WDADDV DAX Index 1.71 150’000 256’500
CH0553476893 WDAMPV DAX Index 0.56 350’000 196’000
CH0567350993 WDADDV DAX Index 1.7 100’000 170’000
CH0536632927 WDAVUV DAX Index 1.13 100’000 113’000
CH0581477228 WSPCWV S&P 500 Index 2.88 34’700 99’936
CH0567350993 WDADDV DAX Index 1.69 50’000 84’500
CH0581428866 WDAOWV DAX Index 0.41 200’000 82’000

5) 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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