Most Active Warrants in Switzerland 27.01.2021 – Zur Rose, Logitech, Dufry

As part of my algo collection I scan derivatives trades, in order to find unusual patterns and early indicators. Below are the following lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland 3) Foreign Shares 4) Large Cap Switzerland 5) Index Warrants – all single trades by size from 27.01.2021 6) Market Share and Turnover. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The 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 Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0547551223 ROXAJB Zur Rose Group AG 2.004 100’000 200’400
CH0572102140 LJOGDU Logitech International SA 0.53 200’000 106’000
CH0567361230 WLOBTV Logitech International SA 0.48 200’000 96’000
CH0547549599 OEREJB OC Oerlikon N 0.47 200’000 94’000
CH0547549599 OEREJB OC Oerlikon N 0.47 200’000 94’000
CH0553414175 WLOCMV Logitech International SA 0.47 200’000 94’000
CH0567361230 WLOBTV Logitech International SA 0.46 200’000 92’000
CH0547549599 OEREJB OC Oerlikon N 0.45 200’000 90’000
CH0507001839 LOGBJZ Logitech International SA 1.77 50’000 88’500
CH0591046476 ROXCJB Zur Rose Group AG 0.45 196’000 88’200
CH0591046351 ROZNJB Zur Rose Group AG 0.62 135’000 83’700
CH0547552205 DUYAJB Dufry AG 1.02 75’000 76’500
CH0572102140 LJOGDU Logitech International SA 0.64 100’000 64’000
CH0547551223 ROXAJB Zur Rose Group AG 1.932 30’000 57’960
CH0556420922 LEODJB Leonteq AG 0.48 100’000 48’000
CH0507001839 LOGBJZ Logitech International SA 1.92 25’000 48’000
CH0567412058 WLOB0V Logitech International SA 0.48 100’000 48’000
CH0556417449 ASCHJB Ascom Hldg. AG 0.464 100’000 46’400
CH0591046476 ROXCJB Zur Rose Group AG 0.46 100’000 46’000
CH0556412218 ROSVJB Zur Rose Group AG 0.92 50’000 46’000
CH0507001839 LOGBJZ Logitech International SA 1.83 25’000 45’750
CH0547551223 ROXAJB Zur Rose Group AG 1.878 24’000 45’072

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0547553310 ASMAJB ASML Hldg. N.V. 0.82 100’000 82’000
CH0585827386 MSYFAU Microsoft Corp. 0.34 150’000 51’000
CH0547546009 MSFHJB Microsoft Corp. 0.51 100’000 51’000
CH0575017881 GENMJB General Motors Corp. 0.45 100’000 45’000
CH0556421177 SAZCJB SAP SE 0.6 75’000 45’000
CH0547546009 MSFHJB Microsoft Corp. 0.51 80’000 40’800
CH0547554375 BABQJB Alibaba Group Hldg. 0.2 200’000 40’000
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.32 110’000 35’200
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.32 110’000 35’200
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.32 102’580 32’826
CH0547551884 AMYWJB Amazon.com Inc. 0.32 100’000 32’000
CH0591042657 TSYPJB Tesla Inc. 0.21 140’000 29’400
CH0567394025 WNOBPV Nokia OYJ 0.72 40’000 28’800
CH0556420450 SAPWJB SAP SE 0.31 85’000 26’350

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0506997573 ROGBBZ Roche AG 0.355 2’650’000 940’750
CH0419030314 WSNESU Nestlé S.A. 1.4 200’000 280’000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.82 150’000 273’000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.82 150’000 273’000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.8 150’000 270’000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.8 150’000 270’000
CH0556418314 ALCGJB Alcon 1 200’000 200’000
CH0556418314 ALCGJB Alcon 0.995 200’000 199’000
CH0591042616 ABBIJB ABB N 0.59 300’000 177’000
CH0512538866 WNOV6U Novartis AG 0.54 250’000 135’000
CH0591042616 ABBIJB ABB N 0.59 200’000 118’000
CH0507004031 SIKAOZ Sika AG 0.33 325’000 107’250
CH0419030322 WTNESU Nestlé S.A. 1 100’000 100’000
CH0419030322 WTNESU Nestlé S.A. 1 100’000 100’000
CH0507004031 SIKAOZ Sika AG 0.33 300’000 99’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.2 40’000 88’000
CH0507004031 SIKAOZ Sika AG 0.33 264’000 87’120
CH0512538866 WNOV6U Novartis AG 0.54 150’000 81’000
CH0506991600 LONBGZ Lonza Group N 0.76 100’000 76’000
CH0567327736 WSCADV Swisscom N 0.31 240’000 74’400
CH0567327736 WSCADV Swisscom N 0.31 240’000 74’400
CH0506991600 LONBGZ Lonza Group N 0.74 100’000 74’000
CH0581534788 WSCAIV Swisscom N 0.36 200’000 72’000
CH0567327736 WSCADV Swisscom N 0.3 240’000 72’000
CH0510106310 URROGU Roche AG 0.72 100’000 72’000
CH0567327736 WSCADV Swisscom N 0.3 240’000 72’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0460984286 WSMIHV SMI 0.7 250’000 175’000
CH0581528285 WSPDFV S&P 500 Index 5.21 25’000 130’250
CH0461009109 WDACTV DAX Index 1.25 100’000 125’000
CH0510645051 WDAF2V DAX Index 1.18 100’000 118’000
CH0461009109 WDACTV DAX Index 1.15 100’000 115’000
CH0447798718 SMIJBZ SMI 0.89 125’000 111’250
CH0567351538 WNAD2V Nasdaq 100 Index 1.39 80’000 111’200
CH0553402741 WNAD4V Nasdaq 100 Index 0.89 100’000 89’000
CH0447798718 SMIJBZ SMI 0.88 92’700 81’576
CH0481065602 WINEIV Dow Jones Industrial Average Index 0.8 100’000 80’000
CH0553385367 WSMAEV SMI 0.36 198’500 71’460
CH0499803960 WESAIV EURO STOXX 50 Index 0.7 100’000 70’000
CH0579467827 SMQIKU SMI 1.4 50’000 70’000
CH0447798718 SMIJBZ SMI 0.89 73’500 65’415
CH0506992970 SMIBXZ SMI 0.35 175’000 61’250
CH0506992970 SMIBXZ SMI 0.35 175’000 61’250
CH0447798718 SMIJBZ SMI 0.86 68’000 58’480
CH0553477032 WSPDDV S&P 500 Index 1.47 37’600 55’272
CH0579463370 SMPIFU SMI 0.18 300’000 54’000
CH0573415756 SMDISU SMI 0.21 250’000 52’500
CH0481065537 WINA1V Dow Jones Industrial Average Index 0.52 100’000 52’000
CH0447798692 SMIIZZ SMI 0.55 93’500 51’425
CH0556413737 DAZOJB DAX Index 1.02 50’000 51’000
CH0510644989 WDAFUV DAX Index 1.26 40’000 50’400

6) 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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