Most Active Warrants in Switzerland 12.03.2021 – AMS, Dufry, Basilea

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 12.03.2021 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 0.84 200’000 168’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.84 200’000 168’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.83 200’000 166’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.83 200’000 166’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.82 200’000 164’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.81 200’000 162’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.26 100’000 126’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.22 95’000 115’900
CH0556411590 LHNLJB LafargeHolcim Ltd. 0.56 200’000 112’000
CH0447805356 ROGCFZ Roche AG 0.18 500’000 90’000
CH0419026569 WXROGU Roche AG 1.445 56’700 81’932
CH0419026569 WXROGU Roche AG 1.443 50’000 72’150
CH0507000302 GIVAHZ Givaudan 0.24 300’000 72’000
CH0419026569 WXROGU Roche AG 1.418 50’000 70’900
CH0419026569 WXROGU Roche AG 1.418 50’000 70’900
CH0567381428 WSICEV Sika AG 0.74 80’000 59’200
CH0567381428 WSICEV Sika AG 0.73 80’000 58’400
CH0567381428 WSICEV Sika AG 0.73 80’000 58’400
CH0567381428 WSICEV Sika AG 0.73 80’000 58’400
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.58 100’000 58’000
CH0419030322 WTNESU Nestlé S.A. 0.84 64’500 54’180
CH0579469104 LH1NPU LafargeHolcim Ltd. 0.84 60’000 50’400
CH0438531706 UOCSGU Credit Suisse Group AG 0.16 300’000 48’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0536583385 WDABRV DAX Index 3.06 70’000 214’200
CH0536632927 WDAVUV DAX Index 1.74 100’000 174’000
CH0536583385 WDABRV DAX Index 3.02 50’000 151’000
CH0567388175 WNAE8V Nasdaq 100 Index 1.14 100’000 114’000
CH0581457113 WSPCKV S&P 500 Index 1.925 50’000 96’250
CH0567402315 WINBBV Dow Jones Industrial Average Index 0.86 100’000 86’000
CH0567402315 WINBBV Dow Jones Industrial Average Index 0.8 100’000 80’000
CH0581528285 WSPDFV S&P 500 Index 4.79 16’000 76’640
CH0510644385 WSMEFV SMI 0.38 200’000 76’000
CH0536583385 WDABRV DAX Index 2.99 20’000 59’800
CH0506990784 DAXCMZ DAX Index 0.63 90’000 56’700
CH0499830997 WSMCJV SMI 1.06 50’000 53’000
CH0447798726 SMIJCZ SMI 0.34 150’000 51’000
CH0594853381 WDAFHV DAX Index 0.5 100’000 50’000
CH0581476329 WSMDEV SMI 1.6 30’000 48’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0510643502 WPLB6V Platinum 0.38 50’000 19’000
CH0506993572 XAGASZ Silver 0.41 40’000 16’400
CH0567358335 WSIBSV Silver 1.65 8’000 13’200
CH0499772975 WSIBDV Silver 2.94 4’000 11’760
CH0499772975 WSIBDV Silver 2.93 4’000 11’720
CH0499772975 WSIBDV Silver 2.93 4’000 11’720
CH0506994273 XAGBTZ Silver 0.04 200’000 8’000
CH0506993481 XAGAGZ Silver 0.035 200’000 7’000

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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