Most Active Warrants in Switzerland 22.01.2021 – Logitech, Vifor, Zur Rose, Dufry, Ascom, Temenos

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 5) Market Share and Turnover Total Value from 22.01.2021. 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 >60’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0534139156 SLZIJB Swiss Life Hldg. N 1.87 150’000 280’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.86 150’000 279’000
CH0591042616 ABBIJB ABB N 0.6 400’000 240’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.17 150’000 175’500
CH0556415823 SLHFJB Swiss Life Hldg. N 1.17 150’000 175’500
CH0556415823 SLHFJB Swiss Life Hldg. N 1.13 150’000 169’500
CH0556415823 SLHFJB Swiss Life Hldg. N 1.13 150’000 169’500
CH0524980965 CSGQJB Credit Suisse Group AG 0.57 200’000 114’000
CH0447805364 ROGCGZ Roche AG 0.26 390’000 101’400
CH0587054682 NESOJB Nestlé S.A. 0.13 750’000 97’500
CH0506997573 ROGBBZ Roche AG 0.29 325’000 94’250
CH0506997573 ROGBBZ Roche AG 0.3 300’000 90’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.24 40’000 89’600
CH0507000302 GIVAHZ Givaudan 0.34 200’000 68’000
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.87 75’000 65’250
CH0556420344 SCMGJB Swisscom N 0.38 169’500 64’410
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.85 75’000 63’750
CH0553707206 RO0GWU Roche AG 0.31 200’000 62’000
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.82 75’000 61’500
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.82 75’000 61’500
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.82 75’000 61’500
CH0556420344 SCMGJB Swisscom N 0.36 169’500 61’020
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.8 75’000 60’000
CH0591042616 ABBIJB ABB N 0.6 100’000 60’000

4) Index Warrants CHF >20’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0506990669 DAXBLZ DAX Index 0.57 250’000 142’500
CH0581528285 WSPDFV S&P 500 Index 5.15 25’000 128’750
CH0461009109 WDACTV DAX Index 1.12 100’000 112’000
CH0506990545 DAXADZ DAX Index 0.24 400’000 96’000
CH0506990545 DAXADZ DAX Index 0.24 400’000 96’000
CH0545093939 WNAHYV Nasdaq 100 Index 2.98 32’000 95’360
CH0579467827 SMQIKU SMI 1.4 50’000 70’000
CH0507005517 DAXCBZ DAX Index 1.4 42’000 58’800
CH0457090485 WSMMRV SMI 1.7 33’000 56’100
CH0581477228 WSPCWV S&P 500 Index 2.7 20’000 54’000
CH0567387722 WDALEV DAX Index 1.62 30’000 48’600
CH0506990792 DAXCNZ DAX Index 1.83 22’000 40’260
CH0553385821 WDAE8V DAX Index 3.08 13’000 40’040
CH0520106870 WSMBJV SMI 2.5 15’000 37’500
CH0481065586 WINEFV Dow Jones Industrial Average Index 3.19 9’000 28’710
CH0506990669 DAXBLZ DAX Index 0.56 50’000 28’000
CH0506990545 DAXADZ DAX Index 0.24 100’000 24’000
CH0506990545 DAXADZ DAX Index 0.24 100’000 24’000
CH0506990545 DAXADZ DAX Index 0.24 100’000 24’000
CH0506990545 DAXADZ DAX Index 0.23 100’000 23’000
CH0506990545 DAXADZ DAX Index 0.23 100’000 23’000
CH0510507152 DAZFJB DAX Index 2.27 10’000 22’700
CH0471376928 WDAQ6V DAX Index 1.49 15’000 22’350
CH0471376928 WDAQ6V DAX Index 1.47 15’000 22’050
CH0581476360 WSMD8V SMI 0.43 50’000 21’500

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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