Most Active Warrants in Switzerland 09.03.2021 – AMS, Dufry, Rieter

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 10.03.2021 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
CH0587057099 SLHDJB Swiss Life Hldg. N 0.92 200’000 184’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.91 200’000 182’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.91 200’000 182’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.9 200’000 180’000
CH0288196535 ABBMXC ABB N 1.74 100’000 174’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.28 100’000 128’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.27 100’000 127’000
CH0547549060 SLHUJB Swiss Life Hldg. N 0.87 100’000 87’000
CH0510105908 NETUAU Nestlé S.A. 0.46 150’000 69’000
CH0547548963 ZURKJB Zurich Insurance Group AG 0.67 100’000 67’000
CH0561115392 UBSUIU UBS Group AG 0.31 200’000 62’000
CH0457098215 WSRAQV Swiss RE AG 0.61 100’000 61’000
CH0587054682 NESOJB Nestlé S.A. 0.12 500’000 60’000
CH0579466472 NEJSVU Nestlé S.A. 0.3 200’000 60’000
CH0579466472 NEJSVU Nestlé S.A. 0.3 200’000 60’000
CH0506991386 NOVBYZ Novartis AG 0.15 400’000 60’000
CH0589946141 WGNOVU Novartis AG 0.29 200’000 58’000
CH0510106633 PGTUTU Sika AG 1.71 30’000 51’300
CH0573410104 UBLSBU UBS Group AG 0.19 270’000 51’300
CH0510106633 PGTUTU Sika AG 1.69 30’000 50’700
CH0506997755 LONBIZ Lonza Group N 1 50’000 50’000
CH0581500839 WABAGV ABB N 0.25 195’000 48’750

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0536583385 WDABRV DAX Index 2.81 100’000 281’000
CH0536583385 WDABRV DAX Index 2.63 100’000 263’000
CH0581528285 WSPDFV S&P 500 Index 5.03 30’000 150’900
CH0567350993 WDADDV DAX Index 1.16 100’000 116’000
CH0510644385 WSMEFV SMI 0.42 200’000 84’000
CH0461009109 WDACTV DAX Index 0.77 100’000 77’000
CH0567341331 WNAC0V Nasdaq 100 Index 0.74 100’000 74’000
CH0567341331 WNAC0V Nasdaq 100 Index 0.73 100’000 73’000
CH0510644906 WDADMV DAX Index 0.24 300’000 72’000
CH0567341331 WNAC0V Nasdaq 100 Index 0.71 100’000 71’000
CH0581476329 WSMDEV SMI 1.75 40’000 70’000
CH0506990669 DAXBLZ DAX Index 0.27 250’000 67’500
CH0594853381 WDAFHV DAX Index 0.64 100’000 64’000
CH0567341331 WNAC0V Nasdaq 100 Index 0.59 100’000 59’000
CH0594853100 WSMGNV SMI 0.23 250’000 57’500
CH0594853100 WSMGNV SMI 0.22 250’000 55’000
CH0447798726 SMIJCZ SMI 0.31 175’000 54’250
CH0594853100 WSMGNV SMI 0.21 250’000 52’500
CH0510644484 WSMEWV SMI 0.17 300’000 51’000
CH0594853100 WSMGNV SMI 0.2 250’000 50’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0510643312 WGODXV Gold 1.23 24’000 29’520
CH0581480891 WGOBJV Gold 0.67 20’000 13’400
CH0510643007 WSICGV Silver 1.71 5’000 8’550
CH0532214175 WGODUV Gold 0.16 50’000 8’000

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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