Most Active Warrants in Switzerland 02.03.2021 – Dufry, AMS, Basilea, Zur Rose

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 02.03.2021 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
CH0532208904 WCSBGV Credit Suisse Group AG 1.31 100’000 131’000
CH0507004585 GIVABZ Givaudan 1.3 100’000 130’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.3 100’000 130’000
CH0507004031 SIKAOZ Sika AG 0.39 300’000 117’000
CH0507004031 SIKAOZ Sika AG 0.42 275’000 115’500
CH0506991600 LONBGZ Lonza Group N 0.68 150’000 102’000
CH0506991600 LONBGZ Lonza Group N 0.67 150’000 100’500
CH0419030322 WTNESU Nestlé S.A. 0.74 130’000 96’200
CH0507004031 SIKAOZ Sika AG 0.42 225’000 94’500
CH0589946463 UWROGU Roche AG 0.87 100’000 87’000
CH0510105908 NETUAU Nestlé S.A. 0.42 200’000 84’000
CH0561115392 UBSUIU UBS Group AG 0.39 200’000 78’000
CH0507004031 SIKAOZ Sika AG 0.39 200’000 78’000
CH0506992228 SIKACZ Sika AG 1.71 45’000 76’950
CH0587054682 NESOJB Nestlé S.A. 0.1 750’000 75’000
CH0587054682 NESOJB Nestlé S.A. 0.1 750’000 75’000
CH0461000538 WROBHV Roche AG 0.25 300’000 75’000
CH0506991386 NOVBYZ Novartis AG 0.18 400’000 72’000
CH0567410672 WZUBIV Zurich Insurance Group AG 0.13 500’000 65’000
CH0506984340 ZURBUZ Zurich Insurance Group AG 0.32 200’000 64’000
CH0547548419 LHNMJB LafargeHolcim Ltd. 0.84 75’000 63’000
CH0531810494 WWSLHU Swiss Life Hldg. N 1.22 50’000 61’000
CH0550752585 SLIHWU Swiss Life Hldg. N 1.2 50’000 60’000
CH0550752585 SLIHWU Swiss Life Hldg. N 1.2 50’000 60’000
CH0567410672 WZUBIV Zurich Insurance Group AG 0.15 400’000 60’000
CH0561115392 UBSUIU UBS Group AG 0.38 150’000 57’000
CH0567381428 WSICEV Sika AG 0.63 90’000 56’700
CH0506991147 SREBEZ Swiss RE AG 0.54 100’000 54’000
CH0480377255 ZURWIU Zurich Insurance Group AG 0.71 75’000 53’250
CH0507005905 CSGBAZ Credit Suisse Group AG 0.11 475’000 52’250
CH0420773118 UKUBSU UBS Group AG 0.52 100’000 52’000
CH0556411582 LHNCJB LafargeHolcim Ltd. 0.57 90’000 51’300
CH0573410104 UBLSBU UBS Group AG 0.22 230’000 50’600
CH0532226344 WSLAJV Swiss Life Hldg. N 1.01 50’000 50’500
CH0553707214 ROVGWU Roche AG 0.202 250’000 50’500
CH0553707214 ROVGWU Roche AG 0.2 250’000 50’000
CH0587054682 NESOJB Nestlé S.A. 0.1 500’000 50’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0536632927 WDAVUV DAX Index 0.93 290’000 269’700
CH0510645051 WDAF2V DAX Index 1.47 100’000 147’000
CH0510645051 WDAF2V DAX Index 1.44 100’000 144’000
CH0510644385 WSMEFV SMI 0.52 200’000 104’000
CH0506996674 SMIFCZ SMI 0.51 200’000 102’000
CH0536632927 WDAVUV DAX Index 0.91 90’000 81’900
CH0510644484 WSMEWV SMI 0.18 400’000 72’000
CH0506996609 SMIEVZ SMI 0.67 106’000 71’020
CH0586205798 SPXUTU S&P 500 Index 1.27 50’000 63’500
CH0586205798 SPXUTU S&P 500 Index 1.26 50’000 63’000
CH0460984286 WSMIHV SMI 0.56 100’000 56’000
CH0460984286 WSMIHV SMI 0.57 98’000 55’860
CH0447798726 SMIJCZ SMI 0.31 175’000 54’250
CH0460984286 WSMIHV SMI 0.54 100’000 54’000
CH0594853100 WSMGNV SMI 0.215 250’000 53’750
CH0547547205 SMINJB SMI 0.65 77’000 50’050
CH0506993028 SMIDAZ SMI 0.05 1’000’000 50’000
CH0506992970 SMIBXZ SMI 0.1 500’000 50’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0581576276 WGOCVV Gold 0.83 50’000 41’500
CH0506993507 XAGAIZ Silver 0.29 50’000 14’500
CH0581576276 WGOCVV Gold 0.86 10’000 8’600

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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