Most Active Warrants in Switzerland 10.03.2021 – Dufry, AMS, 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 10.03.2021 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
CH0587057099 SLHDJB Swiss Life Hldg. N 0.92 200’000 184’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.92 200’000 184’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.92 200’000 184’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.92 200’000 184’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.89 200’000 178’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.89 200’000 178’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.88 200’000 176’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.88 200’000 176’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.88 200’000 176’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.88 200’000 176’000
CH0288196535 ABBMXC ABB N 1.736 70’000 121’520
CH0506997755 LONBIZ Lonza Group N 1.06 100’000 106’000
CH0447805331 ROGCDZ Roche AG 0.31 300’000 93’000
CH0461000538 WROBHV Roche AG 0.3 300’000 90’000
CH0447805356 ROGCFZ Roche AG 0.21 425’000 89’250
CH0461000538 WROBHV Roche AG 0.29 300’000 87’000
CH0461000538 WROBHV Roche AG 0.28 300’000 84’000
CH0419026569 WXROGU Roche AG 1.51 54’500 82’295
CH0512538924 WROG3U Roche AG 0.74 100’000 74’000
CH0510105908 NETUAU Nestlé S.A. 0.49 139’000 68’110
CH0447805331 ROGCDZ Roche AG 0.33 200’000 66’000
CH0506991386 NOVBYZ Novartis AG 0.16 400’000 64’000
CH0447805331 ROGCDZ Roche AG 0.32 200’000 64’000
CH0457098215 WSRAQV Swiss RE AG 0.62 100’000 62’000
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.61 100’000 61’000
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.61 100’000 61’000
CH0531810494 WWSLHU Swiss Life Hldg. N 1.2 50’000 60’000
CH0461000538 WROBHV Roche AG 0.27 220’000 59’400
CH0461000538 WROBHV Roche AG 0.29 203’200 58’928
CH0461000538 WROBHV Roche AG 0.29 200’000 58’000
CH0506997532 ROGARZ Roche AG 0.58 100’000 58’000
CH0447805331 ROGCDZ Roche AG 0.28 200’000 56’000
CH0461000538 WROBHV Roche AG 0.28 200’000 56’000
CH0567381428 WSICEV Sika AG 0.68 80’000 54’400
CH0567381428 WSICEV Sika AG 0.68 80’000 54’400
CH0567381428 WSICEV Sika AG 0.68 80’000 54’400

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0567350993 WDADDV DAX Index 1.15 200’000 230’000
CH0581528285 WSPDFV S&P 500 Index 5.07 35’000 177’450
CH0581528285 WSPDFV S&P 500 Index 4.92 16’000 78’720
CH0510644385 WSMEFV SMI 0.39 200’000 78’000
CH0506990602 DAXAJZ DAX Index 0.62 125’000 77’500
CH0510644484 WSMEWV SMI 0.215 350’000 75’250
CH0460984336 WSMI5V SMI 0.68 100’000 68’000
CH0460984336 WSMI5V SMI 0.65 100’000 65’000
CH0594853381 WDAFHV DAX Index 0.6 100’000 60’000
CH0447798726 SMIJCZ SMI 0.37 150’000 55’500
CH0594853381 WDAFHV DAX Index 0.54 100’000 54’000
CH0447798726 SMIJCZ SMI 0.33 150’000 49’500

6) 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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