Most Active Warrants in Switzerland 24.02.2021 – Dufry, Basilea, Zur Rose, 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 24.02.2021 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 1.08 150’000 162’000
CH0587055416 SLHTJB Swiss Life Hldg. N 1.06 150’000 159’000
CH0506991600 LONBGZ Lonza Group N 0.84 175’000 147’000
CH0507004585 GIVABZ Givaudan 1.4 100’000 140’000
CH0531810817 SREV1U Swiss RE AG 1.21 100’000 121’000
CH0420769652 WCCSGU Credit Suisse Group AG 0.4 290’500 116’200
CH0420769652 WCCSGU Credit Suisse Group AG 0.375 300’000 112’500
CH0507004031 SIKAOZ Sika AG 0.4 275’000 110’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.31 40’000 92’400
CH0507004031 SIKAOZ Sika AG 0.4 225’000 90’000
CH0506991600 LONBGZ Lonza Group N 0.82 100’000 82’000
CH0506991386 NOVBYZ Novartis AG 0.16 500’000 80’000
CH0506992244 SIKAEZ Sika AG 0.72 100’000 72’000
CH0506992244 SIKAEZ Sika AG 0.7 100’000 70’000
CH0567335499 WLOAKV Lonza Group N 0.28 250’000 70’000
CH0506992244 SIKAEZ Sika AG 0.68 100’000 68’000
CH0567335499 WLOAKV Lonza Group N 0.27 250’000 67’500
CH0561115392 UBSUIU UBS Group AG 0.33 200’000 66’000
CH0532884167 NOVQJB Novartis AG 0.3 217’000 65’100
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.42 150’000 63’000
CH0561115392 UBSUIU UBS Group AG 0.31 200’000 62’000
CH0561115392 UBSUIU UBS Group AG 0.31 200’000 62’000
CH0506991600 LONBGZ Lonza Group N 0.77 75’000 57’750
CH0559911034 SRE9RU Swiss RE AG 1.14 50’000 57’000
CH0420769652 WCCSGU Credit Suisse Group AG 0.375 150’000 56’250
CH0581500839 WABAGV ABB N 0.14 400’000 56’000
CH0461007335 WUBCRV UBS Group AG 0.56 100’000 56’000
CH0567381428 WSICEV Sika AG 0.54 100’000 54’000
CH0553707214 ROVGWU Roche AG 0.198 260’000 51’480
CH0420773118 UKUBSU UBS Group AG 0.51 100’000 51’000
CH0589943205 ZURUKU Zurich Insurance Group AG 0.91 56’000 50’960
CH0531805700 ROGM1U Roche AG 0.13 390’000 50’700
CH0531805700 ROGM1U Roche AG 0.12 420’000 50’400
CH0422739521 UNUBSU UBS Group AG 0.1 500’000 50’000
CH0531803929 UJSREU Swiss RE AG 1 50’000 50’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0581476733 WDAFOV DAX Index 0.54 384’000 207’360
CH0581476733 WDAFOV DAX Index 0.54 350’000 189’000
CH0545047042 WDAL3V DAX Index 0.29 465’000 134’850
CH0510644393 WSMEJV SMI 0.55 200’000 110’000
CH0581476733 WDAFOV DAX Index 0.54 200’000 108’000
CH0481036801 WSMGHV SMI 0.99 98’000 97’020
CH0481036801 WSMGHV SMI 1.02 95’000 96’900
CH0481036801 WSMGHV SMI 1 95’000 95’000
CH0510644989 WDAFUV DAX Index 0.92 100’000 92’000
CH0581476733 WDAFOV DAX Index 0.54 150’000 81’000
CH0567341646 WSMAWV SMI 0.8 100’000 80’000
CH0567341646 WSMAWV SMI 0.79 100’000 79’000
CH0567341646 WSMAWV SMI 0.78 100’000 78’000
CH0510644989 WDAFUV DAX Index 0.92 65’000 59’800
CH0460984286 WSMIHV SMI 0.58 100’000 58’000
CH0461009109 WDACTV DAX Index 1 50’000 50’000
CH0506993028 SMIDAZ SMI 0.045 980’000 44’100
CH0547547205 SMINJB SMI 0.59 70’000 41’300
CH0447798726 SMIJCZ SMI 0.27 150’000 40’500
CH0499830997 WSMCJV SMI 1.35 30’000 40’500

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0499773106 WPLA4V Platinum 1.15 100’000 115’000
CH0510643346 WGOD2V Gold 0.15 150’000 22’500
CH0567358368 WSIB3V Silver 1.3 11’000 14’300
CH0499772975 WSIBDV Silver 3.43 3’000 10’290
CH0506993515 XAGAJZ Silver 0.18 50’000 9’000
CH0581481121 WSIBWV Silver 0.48 12’000 5’760

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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