Most Active Warrants in Switzerland 25.02.2021 – Zur Rose, Dufry, AMS, VAT Group, Basilea

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 25.02.2021 6) 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

ISIN Symbol Underlying Price Volume Turnover
CH0575019184 VACGJB VAT Group 1.99 130’000 258’700
CH0556419676 LOZOJB Logitech International SA 0.99 150’000 148’500
CH0597671137 ROPSJB Zur Rose Group AG 0.97 150’000 145’500
CH0575019184 VACGJB VAT Group 2.04 65’000 132’600
CH0547551199 ROZRJB Zur Rose Group AG 2.35 40’000 94’000
CH0575018376 DUFDJB Dufry AG 0.92 100’000 92’000
CH0575019184 VACGJB VAT Group 1.98 40’000 79’200
CH0597671137 ROPSJB Zur Rose Group AG 1.02 75’000 76’500
CH0534143406 TECFJB Tecan Group AG 0.76 100’000 76’000
CH0556419676 LOZOJB Logitech International SA 1.005 75’000 75’375
CH0534143406 TECFJB Tecan Group AG 0.75 100’000 75’000
CH0597671137 ROPSJB Zur Rose Group AG 0.99 75’000 74’250
CH0556419676 LOZOJB Logitech International SA 0.952 75’000 71’400
CH0547551058 RIZCJB Rieter Hldg. AG 0.68 100’000 68’000
CH0524980270 DUFCJB Dufry AG 0.26 240’000 62’400
CH0528879015 DUZDJB Dufry AG 0.62 90’000 55’800
CH0506996328 AMSBIZ AMS AG 0.37 150’000 55’500
CH0506996328 AMSBIZ AMS AG 0.37 150’000 55’500
CH0506996237 AMSAOZ AMS AG 0.13 425’000 55’250

3) Foreign Shares

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0419030314 WSNESU Nestlé S.A. 1 200’000 200’000
CH0587055416 SLHTJB Swiss Life Hldg. N 1.17 150’000 175’500
CH0587055416 SLHTJB Swiss Life Hldg. N 1.16 150’000 174’000
CH0419030314 WSNESU Nestlé S.A. 1 150’000 150’000
CH0587054146 SLHVJB Swiss Life Hldg. N 1 150’000 150’000
CH0587054146 SLHVJB Swiss Life Hldg. N 0.99 150’000 148’500
CH0587054146 SLHVJB Swiss Life Hldg. N 0.99 150’000 148’500
CH0587054146 SLHVJB Swiss Life Hldg. N 0.99 150’000 148’500
CH0506991600 LONBGZ Lonza Group N 0.83 175’000 145’250
CH0506991600 LONBGZ Lonza Group N 0.82 175’000 143’500
CH0512546174 UBSGAU UBS Group AG 0.69 200’000 138’000
CH0506991600 LONBGZ Lonza Group N 0.78 175’000 136’500
CH0550744913 SRWENU Swiss RE AG 1.36 100’000 136’000
CH0506991600 LONBGZ Lonza Group N 0.77 175’000 134’750
CH0510107599 UTNMMU Zurich Insurance Group AG 1.09 100’000 109’000
CH0425584593 UBSWDU UBS Group AG 0.44 200’000 88’000
CH0420769652 WCCSGU Credit Suisse Group AG 0.41 209’500 85’895
CH0561115392 UBSUIU UBS Group AG 0.39 200’000 78’000
CH0561115392 UBSUIU UBS Group AG 0.38 200’000 76’000
CH0561115392 UBSUIU UBS Group AG 0.36 200’000 72’000
CH0506992244 SIKAEZ Sika AG 0.71 100’000 71’000
CH0510626515 WABAEV ABB N 0.14 500’000 70’000
CH0567410672 WZUBIV Zurich Insurance Group AG 0.135 500’000 67’500
CH0591042616 ABBIJB ABB N 0.6 100’000 60’000
CH0420769603 CSGWPU Credit Suisse Group AG 0.2 300’000 60’000
CH0587054914 LHNRJB LafargeHolcim Ltd. 0.56 100’000 56’000
CH0507001011 SCMARZ Swisscom N 0.18 300’000 54’000
CH0556412259 LOZEJB Lonza Group N 0.35 150’000 52’500
CH0512546174 UBSGAU UBS Group AG 0.7 75’000 52’500
CH0556412259 LOZEJB Lonza Group N 0.34 150’000 51’000
CH0420773068 UBSUYU UBS Group AG 0.21 240’000 50’400
CH0461000538 WROBHV Roche AG 0.25 200’000 50’000
CH0567381428 WSICEV Sika AG 0.55 90’000 49’500

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0567341646 WSMAWV SMI 0.78 200’000 156’000
CH0581528285 WSPDFV S&P 500 Index 5.02 25’000 125’500
CH0481036801 WSMGHV SMI 1 98’000 98’000
CH0545047042 WDAL3V DAX Index 0.3 300’000 90’000
CH0581528285 WSPDFV S&P 500 Index 5.11 12’500 63’875
CH0581528285 WSPDFV S&P 500 Index 5.06 12’500 63’250
CH0520190593 WSMABV SMI 0.52 100’000 52’000
CH0447798726 SMIJCZ SMI 0.26 160’000 41’600
CH0447798726 SMIJCZ SMI 0.26 150’000 39’000
CH0581526784 WDALSV DAX Index 0.84 40’000 33’600
CH0581526784 WDALSV DAX Index 0.84 40’000 33’600

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0567358335 WSIBSV Silver 2.16 11’500 24’840
CH0506993663 XAUAUZ Gold 0.33 50’000 16’500
CH0506993663 XAUAUZ Gold 0.32 50’000 16’000
CH0506993663 XAUAUZ Gold 0.32 50’000 16’000
CH0567358335 WSIBSV Silver 2.23 5’000 11’150
CH0567358178 WPLAQV Platinum 0.96 10’000 9’600
CH0506993697 XAUAXZ Gold 0.27 35’000 9’450

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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