Most Active Warrants in Switzerland 17.03.2021 – Comet, AMS, Dufry, VAT Group

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 17.03.2021 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
CH0443833022 ROGUVU Roche AG 0.69 300’000 207’000
CH0443833022 ROGUVU Roche AG 0.68 300’000 204’000
CH0594165232 RDOGYU Roche AG 0.6 300’000 180’000
CH0594165232 RDOGYU Roche AG 0.59 300’000 177’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 200’000 160’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 200’000 160’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.79 200’000 158’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.79 200’000 158’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.77 200’000 154’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.77 200’000 154’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.77 200’000 154’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.77 200’000 154’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.77 200’000 154’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.76 200’000 152’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.09 100’000 109’000
CH0420769652 WCCSGU Credit Suisse Group AG 0.27 300’000 81’000
CH0420769652 WCCSGU Credit Suisse Group AG 0.26 300’000 78’000
CH0512546059 CSGNDU Credit Suisse Group AG 0.32 200’000 64’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0457098215 WSRAQV Swiss RE AG 0.58 100’000 58’000
CH0457098215 WSRAQV Swiss RE AG 0.57 100’000 57’000
CH0510626515 WABAEV ABB N 0.22 250’000 55’000
CH0567381428 WSICEV Sika AG 0.68 80’000 54’400
CH0567381428 WSICEV Sika AG 0.67 80’000 53’600
CH0420769652 WCCSGU Credit Suisse Group AG 0.26 200’000 52’000
CH0420773118 UKUBSU UBS Group AG 0.5 100’000 50’000
CH0512546059 CSGNDU Credit Suisse Group AG 0.33 150’000 49’500

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0567388084 WSPBDV S&P 500 Index 0.83 250’000 207’500
CH0567388084 WSPBDV S&P 500 Index 0.85 114’975 97’729
CH0506996674 SMIFCZ SMI 0.39 200’000 78’000
CH0589941563 SMUJSU SMI 0.14 360’000 50’400
CH0547547155 SMIBJB SMI 1.5 30’000 45’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0506993648 XAUASZ Gold 0.28 50’000 14’000
CH0499772975 WSIBDV Silver 2.76 5’000 13’800
CH0506993655 XAUATZ Gold 0.33 35’600 11’748
CH0545013598 WSIAXV Silver 3.08 3’000 9’240
CH0499772975 WSIBDV Silver 2.77 3’300 9’141
CH0510643320 WGODYV Gold 0.44 18’000 7’920

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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