Most Active Warrants in Switzerland 05.02.2021 – AMS, Zur Rose, Helvetia, Cembra Money Bank, Valora

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 05.02.2021 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
CH0587056802 LHNHJB LafargeHolcim Ltd. 0.67 200’000 134’000
CH0547548427 LHNNJB LafargeHolcim Ltd. 0.67 200’000 134’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 0.84 150’000 126’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 0.83 150’000 124’500
CH0507000302 GIVAHZ Givaudan 0.42 250’000 105’000
CH0507000302 GIVAHZ Givaudan 0.42 250’000 105’000
CH0507004031 SIKAOZ Sika AG 0.38 275’000 104’500
CH0531805700 ROGM1U Roche AG 0.29 300’000 87’000
CH0591042616 ABBIJB ABB N 0.52 150’000 78’000
CH0447804193 ZURAJZ Zurich Insurance Group AG 0.14 550’000 77’000
CH0420773118 UKUBSU UBS Group AG 0.38 200’000 76’000
CH0587055226 LONDJB Lonza Group N 0.4 180’000 72’000
CH0573414668 RODGSU Roche AG 0.24 300’000 72’000
CH0587054682 NESOJB Nestlé S.A. 0.14 500’000 70’000
CH0573414668 RODGSU Roche AG 0.21 300’000 63’000
CH0506991600 LONBGZ Lonza Group N 0.62 100’000 62’000
CH0512527844 WNES9U Nestlé S.A. 0.59 100’000 59’000
CH0591042616 ABBIJB ABB N 0.52 100’000 52’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0447798692 SMIIZZ SMI 0.54 175’000 94’500
CH0581528285 WSPDFV S&P 500 Index 5.13 17’000 87’210
CH0447798692 SMIIZZ SMI 0.52 150’000 78’000
CH0447798692 SMIIZZ SMI 0.52 150’000 78’000
CH0553445476 WSMELV SMI 0.14 500’000 70’000
CH0536583385 WDABRV DAX Index 2.2 30’000 66’000
CH0581526594 WSMFOV SMI 0.42 150’000 63’000
CH0581528285 WSPDFV S&P 500 Index 5.14 11’500 59’110
CH0506992970 SMIBXZ SMI 0.26 200’000 52’000
CH0447798692 SMIIZZ SMI 0.5 100’000 50’000
CH0481065537 WINA1V Dow Jones Industrial Average Index 0.4 100’000 40’000
CH0481065537 WINA1V Dow Jones Industrial Average Index 0.37 100’000 37’000
CH0581526834 WDAL2V DAX Index 0.39 90’000 35’100
CH0547547239 SMIRJB SMI 0.66 50’000 33’000
CH0510685628 WESBLV EURO STOXX 50 Index 0.64 50’000 32’000
CH0460984336 WSMI5V SMI 0.64 50’000 32’000
CH0553445476 WSMELV SMI 0.155 200’000 31’000
CH0547547239 SMIRJB SMI 0.56 50’000 28’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0499772975 WSIBDV Silver 2.95 19’000 56’050
CH0545013598 WSIAXV Silver 3.35 15’000 50’250
CH0506993515 XAGAJZ Silver 0.15 300’000 45’000
CH0510642991 WSICFV Silver 1.79 25’000 44’750
CH0506993671 XAUAVZ Gold 0.13 165’000 21’450
CH0510643320 WGODYV Gold 0.93 14’000 13’020
CH0499773395 WGOBUV Gold 0.67 15’000 10’050

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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