Most Active Warrants in Switzerland 15.02.2021 – Credit Suisse, Zur Rose, Dufry, AMS

Today the action in underlying and derivatives in Credit Suisse was unusually active. Also Deutsche Bank saw a derivate trade for the first time since I started my monitoring (2-3 months ago). Financials seem to be breaking out to the upside.

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 15.02.2021 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
CH0587055416 SLHTJB Swiss Life Hldg. N 0.96 200’000 192’000
CH0587055416 SLHTJB Swiss Life Hldg. N 0.95 200’000 190’000
CH0587055416 SLHTJB Swiss Life Hldg. N 0.94 200’000 188’000
CH0587055416 SLHTJB Swiss Life Hldg. N 0.94 200’000 188’000
CH0547548427 LHNNJB LafargeHolcim Ltd. 0.7 200’000 140’000
CH0506991600 LONBGZ Lonza Group N 0.93 150’000 139’500
CH0507004031 SIKAOZ Sika AG 0.41 275’000 112’750
CH0507004031 SIKAOZ Sika AG 0.41 275’000 112’750
CH0507004031 SIKAOZ Sika AG 0.41 275’000 112’750
CH0506991600 LONBGZ Lonza Group N 1 100’000 100’000
CH0506991600 LONBGZ Lonza Group N 0.97 100’000 97’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.34 40’000 93’600
CH0531809637 ZURWVU Zurich Insurance Group AG 2.33 40’000 93’200
CH0528878942 CSGXJB Credit Suisse Group AG 0.81 100’000 81’000
CH0438531680 UICSGU Credit Suisse Group AG 0.37 202’000 74’740
CH0507004031 SIKAOZ Sika AG 0.41 175’000 71’750
CH0531809256 WVUBSU UBS Group AG 1.18 60’000 70’800
CH0573414668 RODGSU Roche AG 0.21 300’000 63’000
CH0510106294 UOROGU Roche AG 0.22 250’000 55’000
CH0587055226 LONDJB Lonza Group N 0.54 100’000 54’000
CH0506991147 SREBEZ Swiss RE AG 0.4 134’600 53’840
CH0457098215 WSRAQV Swiss RE AG 0.38 140’000 53’200
CH0506989216 CSGAOZ Credit Suisse Group AG 0.17 300’000 51’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0510645051 WDAF2V DAX Index 1.6 100’000 160’000
CH0481065602 WINEIV Dow Jones Industrial Average Index 1.01 100’000 101’000
CH0461009109 WDACTV DAX Index 0.95 100’000 95’000
CH0510644906 WDADMV DAX Index 0.38 200’000 76’000
CH0460984336 WSMI5V SMI 0.73 100’000 73’000
CH0520155703 WSMJGV SMI 2.41 20’000 48’200
CH0510644989 WDAFUV DAX Index 0.89 50’000 44’500
CH0536583385 WDABRV DAX Index 2.16 20’000 43’200
CH0510685628 WESBLV EURO STOXX 50 Index 0.53 80’000 42’400
CH0506996450 SMICBZ SMI 0.09 450’000 40’500

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0510642991 WSICFV Silver 2 25’000 50’000
CH0545013689 WPLABV Platinum 1.37 32’000 43’840
CH0510643502 WPLB6V Platinum 0.67 50’000 33’500
CH0520164705 WPLAUV Platinum 2.22 15’000 33’300
CH0520164705 WPLAUV Platinum 2.21 8’000 17’680
CH0506993507 XAGAIZ Silver 0.36 41’000 14’760
CH0520164705 WPLAUV Platinum 2.15 6’000 12’900
CH0581576391 WPLA8V Platinum 0.85 15’000 12’750
CH0506993648 XAUASZ Gold 0.18 60’000 10’800
CH0499772975 WSIBDV Silver 3.35 3’000 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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