Most Active Warrants in Switzerland 08.03.2021 – Vifor, AMS, Baloise, Vontobel

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 09.03.2021 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

3) Foreign Shares

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0521598091 ABBEJB ABB N 1 250’000 250’000
CH0591042616 ABBIJB ABB N 0.83 250’000 207’500
CH0591042616 ABBIJB ABB N 0.8 250’000 200’000
CH0591042616 ABBIJB ABB N 0.8 250’000 200’000
CH0591042616 ABBIJB ABB N 0.8 250’000 200’000
CH0591042616 ABBIJB ABB N 0.8 250’000 200’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.91 200’000 182’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.9 200’000 180’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.9 200’000 180’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.9 200’000 180’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.9 200’000 180’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.9 200’000 180’000
CH0591042616 ABBIJB ABB N 0.71 250’000 177’500
CH0591042616 ABBIJB ABB N 0.71 250’000 177’500
CH0528879734 SRETJB Swiss RE AG 0.51 300’000 153’000
CH0579462042 UBSSAU UBS Group AG 0.62 200’000 124’000
CH0490032908 UTUBSU UBS Group AG 1.11 100’000 111’000
CH0550744699 UBWSOU UBS Group AG 1.07 100’000 107’000
CH0579467108 UB0SBU UBS Group AG 0.5 200’000 100’000
CH0547549060 SLHUJB Swiss Life Hldg. N 0.9 100’000 90’000
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.59 150’000 88’500
CH0547549060 SLHUJB Swiss Life Hldg. N 0.87 100’000 87’000
CH0506984340 ZURBUZ Zurich Insurance Group AG 0.43 200’000 86’000
CH0506991600 LONBGZ Lonza Group N 0.28 300’000 84’000
CH0581534481 WABAUV ABB N 0.15 500’000 75’000
CH0506991386 NOVBYZ Novartis AG 0.17 400’000 68’000
CH0510626515 WABAEV ABB N 0.19 350’000 66’500
CH0404018498 WAUBSU UBS Group AG 0.31 200’000 62’000
CH0419026643 ABBUZU ABB N 0.599 100’000 59’900
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.59 100’000 59’000
CH0581557326 WGIACV Givaudan 0.37 150’000 55’500
CH0531809504 WEUHRU Swatch Group I 1.1 50’000 55’000
CH0589946760 WSSREU Swiss RE AG 0.9 60’000 54’000
CH0579469633 G6ZB6U Geberit AG 0.48 110’000 52’800
CH0555095998 HOLUYU LafargeHolcim Ltd. 0.33 160’000 52’800
CH0555095998 HOLUYU LafargeHolcim Ltd. 0.33 160’000 52’800
CH0573410104 UBLSBU UBS Group AG 0.26 200’000 52’000
CH0512539047 WSRE6U Swiss RE AG 0.36 140’000 50’400

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0536583385 WDABRV DAX Index 2.64 160’000 422’400
CH0510645036 WDAF0V DAX Index 2.53 50’000 126’500
CH0481065602 WINEIV Dow Jones Industrial Average Index 1.17 100’000 117’000
CH0481065602 WINEIV Dow Jones Industrial Average Index 1.09 100’000 109’000
CH0510644385 WSMEFV SMI 0.5 200’000 100’000
CH0510644385 WSMEFV SMI 0.49 200’000 98’000
CH0510644385 WSMEFV SMI 0.48 200’000 96’000
CH0461009109 WDACTV DAX Index 0.88 100’000 88’000
CH0594853100 WSMGNV SMI 0.17 500’000 85’000
CH0594853100 WSMGNV SMI 0.17 500’000 85’000
CH0461009109 WDACTV DAX Index 0.78 100’000 78’000
CH0567350993 WDADDV DAX Index 1.19 65’000 77’350
CH0581526958 WDAMHV DAX Index 0.77 100’000 77’000
CH0567341331 WNAC0V Nasdaq 100 Index 0.72 100’000 72’000
CH0581526958 WDAMHV DAX Index 0.66 100’000 66’000
CH0581442255 WSPBVV S&P 500 Index 1.45 45’000 65’250
CH0547547205 SMINJB SMI 0.63 98’000 61’740
CH0567341331 WNAC0V Nasdaq 100 Index 0.61 100’000 61’000
CH0506996674 SMIFCZ SMI 0.55 100’000 55’000
CH0567350985 WDADCV DAX Index 1.24 44’000 54’560
CH0547547155 SMIBJB SMI 1.34 40’000 53’600
CH0547547155 SMIBJB SMI 1.31 40’000 52’400
CH0460984286 WSMIHV SMI 0.52 100’000 52’000
CH0567342271 WDABWV DAX Index 1.28 40’000 51’200
CH0506996674 SMIFCZ SMI 0.51 100’000 51’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0499773106 WPLA4V Platinum 0.67 50’000 33’500
CH0545013598 WSIAXV Silver 2.89 10’000 28’900
CH0499772975 WSIBDV Silver 2.45 2’500 6’125

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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