Most Active Warrants in Switzerland 05.03.2021 – AMS, Basilea, Helvetia, BKW, Kühne+Nagel

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 06.03.2021 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
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.02 150’000 153’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.01 150’000 151’500
CH0532208904 WCSBGV Credit Suisse Group AG 1.27 100’000 127’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.25 100’000 125’000
CH0506991600 LONBGZ Lonza Group N 0.34 300’000 102’000
CH0506991600 LONBGZ Lonza Group N 0.32 300’000 96’000
CH0506991600 LONBGZ Lonza Group N 0.3 300’000 90’000
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.54 150’000 81’000
CH0547549060 SLHUJB Swiss Life Hldg. N 0.76 100’000 76’000
CH0547549060 SLHUJB Swiss Life Hldg. N 0.74 100’000 74’000
CH0404018498 WAUBSU UBS Group AG 0.29 200’000 58’000
CH0579462042 UBSSAU UBS Group AG 0.58 100’000 58’000
CH0404018225 UFNESU Nestlé S.A. 0.57 100’000 57’000
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.53 100’000 53’000
CH0457098215 WSRAQV Swiss RE AG 0.52 100’000 52’000
CH0579467108 UB0SBU UBS Group AG 0.47 100’000 47’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0510644989 WDAFUV DAX Index 0.89 200’000 178’000
CH0506996674 SMIFCZ SMI 0.57 200’000 114’000
CH0510644385 WSMEFV SMI 0.56 200’000 112’000
CH0510644385 WSMEFV SMI 0.56 200’000 112’000
CH0510644385 WSMEFV SMI 0.55 200’000 110’000
CH0594853100 WSMGNV SMI 0.16 500’000 80’000
CH0481065602 WINEIV Dow Jones Industrial Average Index 0.73 100’000 73’000
CH0594853100 WSMGNV SMI 0.13 500’000 65’000
CH0581526636 WSMFSV SMI 0.26 200’000 52’000
CH0547547155 SMIBJB SMI 1.26 40’000 50’400
CH0594853100 WSMGNV SMI 0.195 250’000 48’750
CH0594853100 WSMGNV SMI 0.195 250’000 48’750
CH0447798692 SMIIZZ SMI 0.48 100’000 48’000
CH0507000674 SMIJJZ SMI 0.47 100’000 47’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0567409591 WCOAEV ICE Brent Crude Oil Future JUN 11 1.26 44’400 55’944
CH0581556856 WCOA1V ICE Brent Crude Oil Future SEP 11 0.57 52’000 29’640
CH0506993580 XAGATZ Silver 0.2 88’188 17’638
CH0581576276 WGOCVV Gold 0.77 20’000 15’400
CH0553452845 WSIBMV Silver 0.38 40’000 15’200
CH0581576573 WSIC2V Silver 0.66 20’000 13’200
CH0506993515 XAGAJZ Silver 0.085 125’000 10’625
CH0510643320 WGODYV Gold 0.41 20’000 8’200

7) Market Share and Turnover Total Value

Questions or feedback?

Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.

Kommentar verfassen

Trage deine Daten unten ein oder klicke ein Icon um dich einzuloggen:

WordPress.com-Logo

Du kommentierst mit Deinem WordPress.com-Konto. Abmelden /  Ändern )

Google Foto

Du kommentierst mit Deinem Google-Konto. Abmelden /  Ändern )

Twitter-Bild

Du kommentierst mit Deinem Twitter-Konto. Abmelden /  Ändern )

Facebook-Foto

Du kommentierst mit Deinem Facebook-Konto. Abmelden /  Ändern )

Verbinde mit %s