Most Active Warrants in Switzerland 04.02.2021 – Zur Rose, AMS, ABB, Swisscom

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 04.02.2021 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 or unusual because of news.

1) Market Overview Warrants Switzerland

2) Small & Mid Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0547546264 STMVJB Straumann Hldg. AG 1.36 75’000 102’000
CH0547546264 STMVJB Straumann Hldg. AG 1.27 75’000 95’250
CH0506989273 BAEAEZ Julius Baer Group 0.95 75’000 71’250
CH0506989273 BAEAEZ Julius Baer Group 0.94 75’000 70’500
CH0506989273 BAEAEZ Julius Baer Group 0.85 75’000 63’750
CH0507005715 LOGAZZ Logitech International SA 0.46 125’000 57’500
CH0507005715 LOGAZZ Logitech International SA 0.45 125’000 56’250
CH0507005715 LOGAZZ Logitech International SA 0.45 125’000 56’250
CH0507005715 LOGAZZ Logitech International SA 0.45 125’000 56’250
CH0507004130 OERAMZ OC Oerlikon N 0.2 275’000 55’000
CH0506998159 CLNBAZ Clariant AG 0.27 200’000 54’000
CH0507005103 AMSAJZ AMS AG 0.42 125’000 52’500
CH0507005103 AMSAJZ AMS AG 0.42 125’000 52’500
CH0587054039 ASCKJB Ascom Hldg. AG 0.69 75’000 51’750

3) Foreign Shares

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0521598091 ABBEJB ABB N 0.76 250’000 190’000
CH0521598091 ABBEJB ABB N 0.76 250’000 190’000
CH0591042616 ABBIJB ABB N 0.6 250’000 150’000
CH0591042616 ABBIJB ABB N 0.6 250’000 150’000
CH0591042616 ABBIJB ABB N 0.59 250’000 147’500
CH0591042616 ABBIJB ABB N 0.59 250’000 147’500
CH0591042616 ABBIJB ABB N 0.59 250’000 147’500
CH0591042616 ABBIJB ABB N 0.59 250’000 147’500
CH0419030314 WSNESU Nestlé S.A. 1.29 100’000 129’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 0.84 150’000 126’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 0.84 150’000 126’000
CH0591045197 UHRJJB Swatch Group I 0.48 260’000 124’800
CH0591042616 ABBIJB ABB N 0.58 200’000 116’000
CH0591042616 ABBIJB ABB N 0.58 200’000 116’000
CH0461000538 WROBHV Roche AG 0.38 300’000 114’000
CH0591042616 ABBIJB ABB N 0.57 200’000 114’000
CH0591042616 ABBIJB ABB N 0.56 200’000 112’000
CH0591042616 ABBIJB ABB N 0.55 200’000 110’000
CH0591042616 ABBIJB ABB N 0.55 200’000 110’000
CH0579462042 UBSSAU UBS Group AG 0.41 200’000 82’000
CH0510106013 NOVWRU Novartis AG 0.39 200’000 78’000
CH0461000538 WROBHV Roche AG 0.38 200’000 76’000
CH0573414668 RODGSU Roche AG 0.25 300’000 75’000
CH0420773118 UKUBSU UBS Group AG 0.37 200’000 74’000
CH0573414668 RODGSU Roche AG 0.24 300’000 72’000
CH0506991600 LONBGZ Lonza Group N 0.7 100’000 70’000
CH0443833022 ROGUVU Roche AG 0.67 100’000 67’000
CH0573414668 RODGSU Roche AG 0.22 300’000 66’000
CH0591042616 ABBIJB ABB N 0.57 100’000 57’000
CH0591042616 ABBIJB ABB N 0.57 100’000 57’000
CH0591042616 ABBIJB ABB N 0.56 100’000 56’000
CH0507001011 SCMARZ Swisscom N 0.37 150’000 55’500
CH0507001011 SCMARZ Swisscom N 0.37 150’000 55’500
CH0573414668 RODGSU Roche AG 0.18 300’000 54’000
CH0507001011 SCMARZ Swisscom N 0.36 150’000 54’000
CH0507001011 SCMARZ Swisscom N 0.36 150’000 54’000
CH0507001011 SCMARZ Swisscom N 0.36 150’000 54’000
CH0553401412 WROAEV Roche AG 0.175 300’000 52’500

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0536583385 WDABRV DAX Index 2.04 190’000 387’600
CH0567387722 WDALEV DAX Index 1.97 150’000 295’500
CH0461009109 WDACTV DAX Index 0.99 100’000 99’000
CH0447798692 SMIIZZ SMI 0.51 175’000 89’250
CH0447798692 SMIIZZ SMI 0.53 150’000 79’500
CH0447798692 SMIIZZ SMI 0.51 150’000 76’500
CH0553392512 WESA4V EURO STOXX 50 Index 0.63 100’000 63’000
CH0460984286 WSMIHV SMI 0.6 100’000 60’000
CH0506985024 SMIDDZ SMI 1.43 40’000 57’200
CH0520106870 WSMBJV SMI 2.66 20’000 53’200
CH0447798692 SMIIZZ SMI 0.53 100’000 53’000
CH0510644989 WDAFUV DAX Index 1.04 50’000 52’000
CH0510644989 WDAFUV DAX Index 1.03 50’000 51’500
CH0506992970 SMIBXZ SMI 0.25 200’000 50’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0545013770 WGOBCV Gold 0.36 100’000 36’000
CH0532165476 WGOAFV Barrick Gold Corp. 0.275 100’000 27’500
CH0545013770 WGOBCV Gold 0.36 75’000 27’000
CH0510643346 WGOD2V Gold 0.25 100’000 25’000
CH0553475234 WCLARV WTI Light Sweet Crude Oil Future Mar 2021 0.58 35’000 20’300
CH0510655712 WGOETV Barrick Gold Corp. 0.58 34’000 19’720
CH0506994158 XAUBPZ Gold 0.64 30’000 19’200
CH0567358335 WSIBSV Silver 1.84 10’000 18’400
CH0553452845 WSIBMV Silver 0.69 26’552 18’321
CH0553452878 WSIBRV Silver 0.105 140’000 14’700
CH0506993515 XAGAJZ Silver 0.13 100’000 13’000
CH0545013804 WGOB9V Gold 0.1 120’000 12’000
CH0506993663 XAUAUZ Gold 0.39 30’000 11’700
CH0506993671 XAUAVZ Gold 0.11 100’000 11’000

7) Market Share and Turnover Total Value

Questions or feedback?

Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.

Kommentar verfassen

Trage deine Daten unten ein oder klicke ein Icon um dich einzuloggen:

WordPress.com-Logo

Du kommentierst mit Deinem WordPress.com-Konto. Abmelden /  Ändern )

Google Foto

Du kommentierst mit Deinem Google-Konto. Abmelden /  Ändern )

Twitter-Bild

Du kommentierst mit Deinem Twitter-Konto. Abmelden /  Ändern )

Facebook-Foto

Du kommentierst mit Deinem Facebook-Konto. Abmelden /  Ändern )

Verbinde mit %s