Most Active Warrants in Switzerland 16.03.2021 – Comet, AMS, BKW, Tecan, Vifor

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 16.03.2021 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 0.87 200’000 174’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.85 200’000 170’000
CH0419026569 WXROGU Roche AG 1.48 70’000 103’600
CH0447805356 ROGCFZ Roche AG 0.2 475’000 95’000
CH0447805356 ROGCFZ Roche AG 0.21 450’000 94’500
CH0447805331 ROGCDZ Roche AG 0.31 300’000 93’000
CH0447805331 ROGCDZ Roche AG 0.31 300’000 93’000
CH0420769652 WCCSGU Credit Suisse Group AG 0.3 300’000 90’000
CH0447805356 ROGCFZ Roche AG 0.2 450’000 90’000
CH0419026569 WXROGU Roche AG 1.497 56’700 84’880
CH0579469104 LH1NPU LafargeHolcim Ltd. 0.79 100’000 79’000
CH0419026569 WXROGU Roche AG 1.476 50’000 73’800
CH0447805356 ROGCFZ Roche AG 0.19 375’000 71’250
CH0520077733 WCSA9V Credit Suisse Group AG 0.23 300’000 69’000
CH0507000302 GIVAHZ Givaudan 0.2 325’000 65’000
CH0507000302 GIVAHZ Givaudan 0.2 325’000 65’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0510626515 WABAEV ABB N 0.24 250’000 60’000
CH0512527844 WNES9U Nestlé S.A. 0.59 100’000 59’000
CH0457098215 WSRAQV Swiss RE AG 0.59 100’000 59’000
CH0507001011 SCMARZ Swisscom N 0.26 200’000 52’000
CH0507001011 SCMARZ Swisscom N 0.26 200’000 52’000
CH0506997755 LONBIZ Lonza Group N 1.02 50’000 51’000
CH0447805331 ROGCDZ Roche AG 0.31 150’000 46’500

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0510645036 WDAF0V DAX Index 2.73 60’000 163’800
CH0581528285 WSPDFV S&P 500 Index 4.66 25’000 116’500
CH0581528285 WSPDFV S&P 500 Index 4.62 25’000 115’500
CH0567388175 WNAE8V Nasdaq 100 Index 0.95 100’000 95’000
CH0594853381 WDAFHV DAX Index 0.46 200’000 92’000
CH0567388175 WNAE8V Nasdaq 100 Index 0.9 100’000 90’000
CH0594853381 WDAFHV DAX Index 0.43 200’000 86’000
CH0594853100 WSMGNV SMI 0.27 300’000 81’000
CH0594902154 WESCJV EURO STOXX 50 Index 1.19 50’000 59’500
CH0567351538 WNAD2V Nasdaq 100 Index 1.12 50’000 56’000
CH0510644435 WSMERV SMI 0.55 100’000 55’000
CH0567386914 WSMHQV SMI 0.11 500’000 55’000
CH0510644435 WSMERV SMI 0.53 100’000 53’000
CH0594902154 WESCJV EURO STOXX 50 Index 1.2 37’600 45’120

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0499772975 WSIBDV Silver 2.82 16’000 45’120
CH0545013598 WSIAXV Silver 3.14 10’000 31’400
CH0545013598 WSIAXV Silver 3.14 9’000 28’260
CH0506993549 XAGANZ Silver 0.13 150’000 19’500
CH0581480784 WPLAJV Platinum 0.49 37’000 18’130
CH0545013598 WSIAXV Silver 3.05 3’500 10’675
CH0510643320 WGODYV Gold 0.48 20’000 9’600
CH0510643312 WGODXV Gold 1.36 6’000 8’160

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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