MZ

Most Active Warrants in Switzerland 20.01.2021 – Logitech, AMS, Temenos, Dufry, Zur Rose

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 20.01.2021. 5) Market Share and Turnover Total Value. 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 >65’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0534139156 SLZIJB Swiss Life Hldg. N 1.96 150’000 294’000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.94 150’000 291’000
CH0591042616 ABBIJB ABB N 0.55 400’000 220’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.22 150’000 183’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.22 150’000 183’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.22 150’000 183’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.19 150’000 178’500
CH0524980353 UHRTJB Swatch Group I 0.8 200’000 160’000
CH0506991600 LONBGZ Lonza Group N 0.94 150’000 141’000
CH0506991600 LONBGZ Lonza Group N 0.92 150’000 138’000
CH0457099098 WNEEVV Nestlé S.A. 0.24 500’000 120’000
CH0447805356 ROGCFZ Roche AG 0.34 350’000 119’000
CH0419030314 WSNESU Nestlé S.A. 1.18 100’000 118’000
CH0589942470 ROAUAU Roche AG 0.39 300’000 117’000
CH0507004031 SIKAOZ Sika AG 0.36 300’000 108’000
CH0587053965 CFRRJB Compagnie Financière Richemont SA 1.02 100’000 102’000
CH0589946455 UVROGU Roche AG 0.32 300’000 96’000
CH0567394355 WCFAEV Compagnie Financière Richemont SA 0.45 200’000 90’000
CH0521941291 LONDWU Lonza Group N 1.43 60’000 85’800
CH0506992244 SIKAEZ Sika AG 0.76 100’000 76’000
CH0506992244 SIKAEZ Sika AG 0.76 100’000 76’000
CH0506992244 SIKAEZ Sika AG 0.74 100’000 74’000
CH0589946158 WHNOVU Novartis AG 0.24 300’000 72’000
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.96 75’000 72’000
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.94 75’000 70’500
CH0506997573 ROGBBZ Roche AG 0.28 250’000 70’000
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.93 75’000 69’750
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.93 75’000 69’750
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.93 75’000 69’750
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.92 75’000 69’000
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.92 75’000 69’000
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.9 75’000 67’500
CH0510106310 URROGU Roche AG 0.65 100’000 65’000

4) Index Warrants CHF >50’000.-

Symbol Underlying Price Volume Turnover
WDALEV DAX Index 1.77 200’000 354’000
WDAFUV DAX Index 1.12 200’000 224’000
WDAF2V DAX Index 1.49 100’000 149’000
WDAFUV DAX Index 1.15 100’000 115’000
WDAFUV DAX Index 1.1 100’000 110’000
WSPCWV S&P 500 Index 2.82 34’700 97’854
WINEIV Dow Jones Industrial Average Index 0.93 100’000 93’000
DAXADZ DAX Index 0.22 400’000 88’000
WNAD4V Nasdaq 100 Index 0.66 100’000 66’000
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
SMIDAZ SMI 0.34 175’000 59’500
WNAFOV Nasdaq 100 Index 3.69 15’000 55’350
SMIBXZ SMI 0.27 200’000 54’000
WSMFWV SMI 0.54 100’000 54’000
SMIDAZ SMI 0.35 150’000 52’500
SMIDAZ SMI 0.35 150’000 52’500
WNAD2V Nasdaq 100 Index 1.3 40’000 52’000
WSMEBV SMI 0.69 75’000 51’750
WNAD2V Nasdaq 100 Index 1.26 40’000 50’400
DAXAOZ DAX Index 0.2 250’000 50’000

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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