Most Active Warrants in Switzerland 02.02.2021 – Zur Rose, OC Oerlikon, 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 02.02.2021 6) Commodities 7) 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

3) Foreign Shares

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0288196535 ABBMXC ABB N 1.526 200’000 305’200
CH0534139156 SLZIJB Swiss Life Hldg. N 1.82 150’000 273’000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.82 150’000 273’000
CH0425576110 ROGUMU Roche AG 0.71 300’000 213’000
CH0591042616 ABBIJB ABB N 0.7 300’000 210’000
CH0591042616 ABBIJB ABB N 0.7 300’000 210’000
CH0425576110 ROGUMU Roche AG 0.7 300’000 210’000
CH0591042616 ABBIJB ABB N 0.7 300’000 210’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.07 150’000 160’500
CH0556415823 SLHFJB Swiss Life Hldg. N 1.06 150’000 159’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.06 150’000 159’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.05 150’000 157’500
CH0507004031 SIKAOZ Sika AG 0.42 275’000 115’500
CH0507004031 SIKAOZ Sika AG 0.41 275’000 112’750
CH0506998811 SLHAUZ Swiss Life Hldg. N 0.72 150’000 108’000
CH0506998811 SLHAUZ Swiss Life Hldg. N 0.71 150’000 106’500
CH0507000302 GIVAHZ Givaudan 0.53 200’000 106’000
CH0507000302 GIVAHZ Givaudan 0.53 200’000 106’000
CH0506991600 LONBGZ Lonza Group N 0.81 130’000 105’300
CH0457109095 WZUBYV Zurich Insurance Group AG 1.05 100’000 105’000
CH0556411582 LHNCJB LafargeHolcim Ltd. 0.42 250’000 105’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0553392512 WESA4V EURO STOXX 50 Index 0.59 200’000 118’000
CH0553392512 WESA4V EURO STOXX 50 Index 0.58 200’000 116’000
CH0553392512 WESA4V EURO STOXX 50 Index 0.58 200’000 116’000
CH0461009109 WDACTV DAX Index 1.15 100’000 115’000
CH0506990545 DAXADZ DAX Index 0.23 425’000 97’750
CH0506990545 DAXADZ DAX Index 0.24 400’000 96’000
CH0567387417 WDAJTV DAX Index 0.36 200’000 72’000
CH0536583385 WDABRV DAX Index 1.79 40’000 71’600
CH0581476733 WDAFOV DAX Index 0.52 110’000 57’200
CH0506985016 SMICTZ SMI 1.07 50’000 53’500
CH0567351538 WNAD2V Nasdaq 100 Index 1.33 40’000 53’200
CH0506993028 SMIDAZ SMI 0.21 250’000 52’500
CH0506993028 SMIDAZ SMI 0.2 250’000 50’000
CH0481065537 WINA1V Dow Jones Industrial Average Index 0.49 100’000 49’000
CH0506993028 SMIDAZ SMI 0.22 200’000 44’000
CH0506990545 DAXADZ DAX Index 0.23 175’000 40’250
CH0556413737 DAZOJB DAX Index 0.95 40’000 38’000
CH0547547239 SMIRJB SMI 0.69 50’000 34’500
CH0447798692 SMIIZZ SMI 0.58 50’000 29’000
CH0591042780 SPXWJB S&P 500 Index 2.8 10’000 28’000
CH0510644997 WDAFWV DAX Index 1.1 25’000 27’500
CH0567309999 WSMBUV SMI 0.44 60’000 26’400
CH0567309999 WSMBUV SMI 0.41 60’000 24’600
CH0506990545 DAXADZ DAX Index 0.24 100’000 24’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0553475234 WCLARV WTI Light Sweet Crude Oil Future Mar 2021 0.48 200’000 96’000
CH0545013598 WSIAXV Silver 4.09 15’000 61’350
CH0553452878 WSIBRV Silver 0.164 200’000 32’800
CH0553452845 WSIBMV Silver 1.17 18’495 21’639
CH0553452878 WSIBRV Silver 0.43 50’000 21’500
CH0506994158 XAUBPZ Gold 0.56 30’000 16’800
CH0506993671 XAUAVZ Gold 0.2 80’000 16’000
CH0510643312 WGODXV Gold 2.37 6’000 14’220
CH0506993580 XAGATZ Silver 0.28 50’000 14’000

7) 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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