Most Active Warrants in Switzerland 16.02.2021 – Straumann, Zur Rose, Dufry, AMS

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 16.02.2021 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
CH0534146292 SLHGJB Swiss Life Hldg. N 1.44 150’000 216’000
CH0534146292 SLHGJB Swiss Life Hldg. N 1.44 150’000 216’000
CH0457099098 WNEEVV Nestlé S.A. 0.26 800’000 208’000
CH0457099098 WNEEVV Nestlé S.A. 0.25 800’000 200’000
CH0587055416 SLHTJB Swiss Life Hldg. N 0.95 200’000 190’000
CH0587055416 SLHTJB Swiss Life Hldg. N 0.95 200’000 190’000
CH0506991600 LONBGZ Lonza Group N 1.06 150’000 159’000
CH0506991600 LONBGZ Lonza Group N 1.05 150’000 157’500
CH0547548427 LHNNJB LafargeHolcim Ltd. 0.72 200’000 144’000
CH0506998811 SLHAUZ Swiss Life Hldg. N 0.92 150’000 138’000
CH0506998811 SLHAUZ Swiss Life Hldg. N 0.92 150’000 138’000
CH0447805356 ROGCFZ Roche AG 0.26 400’000 104’000
CH0457099098 WNEEVV Nestlé S.A. 0.26 400’000 104’000
CH0457099098 WNEEVV Nestlé S.A. 0.25 400’000 100’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.35 40’000 94’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.33 40’000 93’200
CH0528878942 CSGXJB Credit Suisse Group AG 0.86 100’000 86’000
CH0419026569 WXROGU Roche AG 1.52 50’000 76’000
CH0581560551 WZUA9V Zurich Insurance Group AG 0.16 400’000 64’000
CH0507005897 CSGAZZ Credit Suisse Group AG 0.19 300’000 57’000
CH0507005897 CSGAZZ Credit Suisse Group AG 0.19 275’000 52’250
CH0447805356 ROGCFZ Roche AG 0.26 200’000 52’000
CH0579461473 ROFGXU Roche AG 0.11 460’000 50’600
CH0567373367 WROAOV Roche AG 0.4 125’000 50’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0553445476 WSMELV SMI 0.19 500’000 95’000
CH0553445476 WSMELV SMI 0.175 500’000 87’500
CH0460984336 WSMI5V SMI 0.75 100’000 75’000
CH0520106870 WSMBJV SMI 2.47 30’000 74’100
CH0553445476 WSMELV SMI 0.19 300’000 57’000
CH0553445476 WSMELV SMI 0.17 300’000 51’000
CH0589941670 SMUJJU SMI 0.16 300’000 48’000
CH0581477210 WSPCVV S&P 500 Index 1.81 24’810 44’906
CH0553445476 WSMELV SMI 0.175 250’000 43’750
CH0567406571 WNIBXV Nikkei 225 Index 2.67 15’000 40’050

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0510643502 WPLB6V Platinum 0.7 50’000 35’000
CH0506993580 XAGATZ Silver 0.28 75’000 21’000
CH0510642850 WPLBZV Platinum 0.086 200’000 17’200
CH0545013804 WGOB9V Gold 0.05 200’000 10’000
CH0510643312 WGODXV Gold 1.99 5’000 9’950
CH0506993671 XAUAVZ Gold 0.12 75’000 9’000
CH0506993671 XAUAVZ Gold 0.11 75’000 8’250
CH0506993580 XAGATZ Silver 0.27 30’000 8’100
CH0506994265 XAGBSZ Silver 0.09 54’000 4’860

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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