Put Call Ratio for Warrants in Switzerland – 09.02.2021 – 0.122 PCR

For Trade Date 09.02.2021:

The total traded value in call warrants was: CHF 13’193’786
The number of call warrants active: 597
The total traded value in put warrants was: CHF 1’609’515
The number of put warrants active: 122
The put call ratio PCR was: 0.122

DatePut TurnoverCall TurnoverPut ActiveCall ActivePut Call Ratio
2021-01-121’549’18917’385’8911075738.91%
2021-01-13970’69312’758’3681105587.61%
2021-01-141’051’23013’993’2141285837.51%
2021-01-182’243’0109’840’3128849522.79%
2021-01-192’328’03914’405’16611158116.16%
2021-01-202’289’36816’777’79514563913.65%
2021-01-211’339’77113’483’8491345979.94%
2021-01-222’103’52512’434’47614457116.92%
2021-01-252’292’42617’271’20019185213.27%
2021-01-261’281’28717’399’4761307547.36%
2021-01-273’886’50620’385’35820484519.07%
2021-01-287’394’88620’510’86128987636.05%
2021-01-294’246’67219’759’00218378921.49%
2021-02-011’990’81614’384’04316464113.84%
2021-02-021’954’34617’312’99018372111.29%
2021-02-032’336’15314’890’76017269915.69%
2021-02-042’261’20114’912’25915767915.16%
2021-02-051’864’36911’161’81015669216.70%
2021-02-081’316’20314’363’4181326799.16%
2021-02-091’609’51613’193’78612259712.20%
2021-02-101’836’67213’027’83215167214.10%

Background from the Corporate Finance website:

A PCR below one (<1) suggests that investors are purchasing more call options than put options and signals that investors are speculating a bullish trend going forward.

A PCR above one (>1) suggests that investors are purchasing more put options than call options and signals that investors are speculating a bearish trend going forward.

A PCR at one (=1) suggests that investors are purchasing the same amount of put options as call options and signals a neutral trend going forward.

No PCR is considered ideal, but a PCR  below 0.7 is typically viewed as a strong bullish sentiment while a PCR above 1 is typically viewed as a strong bearish sentiment.

It is important to note that the PCR is interpreted differently depending on the investor’s investment style. For example, consider two investment styles:

contrarian investor may consider a PCR as a bullish signal while a low PCR as a bearish signal.

momentum investor may consider a high PCR as a bearish signal while a low PCR as a bullish signal.

Therefore, the PCR depends on the investor’s investment style, and, as such, there is no one correct way to interpret the ratio.

Questions or feedback?

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

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