Most Active Warrants in Switzerland 25.01.2021 – Zur Rose, Logitech, Dufry, AMS

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 25.01.2021 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.-

Symbol Underlying Price Volume Turnover
AXANJB AXA S.A. 0.56 100’000 56’000
WBADAV Alibaba Group Hldg. 0.3 180’000 54’000
AMYWJB Amazon.com Inc. 0.31 150’000 46’500
TSYKJB Tesla Inc. 0.41 100’000 41’000
AA3PFU Apple Inc. 0.77 50’000 38’500
TSXJJB Tesla Inc. 1.02 36’396 37’124
TSXJJB Tesla Inc. 1 36’396 36’396
AA3PDU Apple Inc. 1.07 30’000 32’100
JNJJJB Johnson & Johnson 0.63 50’000 31’500
BABUDU Alibaba Group Hldg. 0.19 150’000 28’500
WTSABV Tesla Inc. 2.82 10’000 28’200
WAABQV Apple Inc. 0.125 200’000 25’000
WAAAPV Apple Inc. 1.25 20’000 25’000
WAAAPV Apple Inc. 1.24 20’000 24’800
WTSEIV Tesla Inc. 0.49 50’000 24’500
WAAAPV Apple Inc. 1.2 20’000 24’000
WAAAPV Apple Inc. 1.12 20’000 22’400
BIDLJB Baidu Inc. 1.94 10’309 19’999
BIDLJB Baidu Inc. 1.93 10’309 19’896
TSYKJB Tesla Inc. 0.48 40’000 19’200
WAMBXV Amazon.com Inc. 0.32 60’000 19’200

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

Symbol Underlying Price Volume Turnover
ABBIJB ABB N 0.57 400’000 228’000
ABBIJB ABB N 0.57 400’000 228’000
CFRRJB Compagnie Financière Richemont SA 0.9 200’000 180’000
SLHFJB Swiss Life Hldg. N 1.18 150’000 177’000
SLHFJB Swiss Life Hldg. N 1.16 150’000 174’000
LONACZ Lonza Group N 1.62 99’999 161’998
SLHFJB Swiss Life Hldg. N 1.06 150’000 159’000
SLHFJB Swiss Life Hldg. N 1.05 150’000 157’500
LOANWU Lonza Group N 1.52 100’000 152’000
ABBIJB ABB N 0.57 200’000 114’000
SIKAOZ Sika AG 0.39 275’000 107’250
SIKAOZ Sika AG 0.39 275’000 107’250
SIKAOZ Sika AG 0.39 275’000 107’250
ROGBBZ Roche AG 0.35 300’000 105’000
SIKAOZ Sika AG 0.38 275’000 104’500
WTNESU Nestlé S.A. 0.93 110’000 102’300
ROGBBZ Roche AG 0.32 300’000 96’000
SIKAOZ Sika AG 0.39 225’000 87’750
NESOJB Nestlé S.A. 0.15 550’000 82’500
GIVAHZ Givaudan 0.41 200’000 82’000
WLOANV Lonza Group N 0.31 250’000 77’500
UKUBSU UBS Group AG 0.37 200’000 74’000
WLOANV Lonza Group N 0.29 250’000 72’500
NESOJB Nestlé S.A. 0.15 450’000 67’500
SLHAMZ Swiss Life Hldg. N 0.9 75’000 67’500
SLHAMZ Swiss Life Hldg. N 0.88 75’000 66’000
SLHAMZ Swiss Life Hldg. N 0.87 75’000 65’250
ZURWVU Zurich Insurance Group AG 2.13 30’000 63’900
SLHAMZ Swiss Life Hldg. N 0.83 75’000 62’250
ROGP1U Roche AG 0.15 400’000 60’000

4) Index Warrants CHF >30’000.-

Symbol Underlying Price Volume Turnover
WDAF2V DAX Index 1.21 150’000 181’500
DAXBLZ DAX Index 0.58 185’000 107’300
WSMGHV SMI 1 100’000 100’000
SMQIKU SMI 1.5 50’000 75’000
SPXBXZ S&P 500 Index 1.48 50’000 74’000
WDAVUV DAX Index 0.74 90’000 66’600
WDAJTV DAX Index 0.33 200’000 66’000
WSMD0V SMI 0.27 225’000 60’750
WDAJTV DAX Index 0.34 150’000 51’000
WDAJTV DAX Index 0.32 150’000 48’000
WNAD2V Nasdaq 100 Index 1.18 40’000 47’200
WINA1V Dow Jones Industrial Average Index 0.47 100’000 47’000
WDAJTV DAX Index 0.31 150’000 46’500
WDAJTV DAX Index 0.46 100’000 46’000
WDAFUV DAX Index 1.33 30’000 39’900
WNIBXV Nikkei 225 Index 1.73 20’000 34’600
WDAJTV DAX Index 0.33 100’000 33’000
WDAJTV DAX Index 0.32 100’000 32’000
WDAGVV DAX Index 1.59 20’000 31’800
WNAINV Nasdaq 100 Index 0.78 40’000 31’200

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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