Most Active Warrants in Switzerland 18.03.2021 – Zur Rose, Dufry, AMS, Comet

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 18.03.2021 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
CH0432009543 ABBMFU ABB N 1.254 200’000 250’800
CH0443833022 ROGUVU Roche AG 0.72 300’000 216’000
CH0443833022 ROGUVU Roche AG 0.72 300’000 216’000
CH0443833022 ROGUVU Roche AG 0.69 300’000 207’000
CH0594165232 RDOGYU Roche AG 0.64 300’000 192’000
CH0594165232 RDOGYU Roche AG 0.64 300’000 192’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 200’000 160’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 200’000 160’000
CH0510626515 WABAEV ABB N 0.24 480’000 115’200
CH0532208904 WCSBGV Credit Suisse Group AG 1.14 100’000 114’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.14 95’000 108’300
CH0534146334 CSGBJB Credit Suisse Group AG 1.18 81’000 95’580
CH0420769652 WCCSGU Credit Suisse Group AG 0.29 300’000 87’000
CH0420769652 WCCSGU Credit Suisse Group AG 0.29 300’000 87’000
CH0447805356 ROGCFZ Roche AG 0.19 450’000 85’500
CH0457103858 WUBB1V UBS Group AG 0.34 250’000 85’000
CH0579466209 ZUUR9U Zurich Insurance Group AG 0.54 150’000 81’000
CH0288196535 ABBMXC ABB N 1.895 35’000 66’325
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0457098215 WSRAQV Swiss RE AG 0.62 100’000 62’000
CH0457098215 WSRAQV Swiss RE AG 0.61 100’000 61’000
CH0510105858 UWNESU Nestlé S.A. 0.61 100’000 61’000
CH0447805331 ROGCDZ Roche AG 0.3 200’000 60’000
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.59 100’000 59’000
CH0567381428 WSICEV Sika AG 0.69 80’000 55’200
CH0420769652 WCCSGU Credit Suisse Group AG 0.29 190’000 55’100
CH0512539203 WZUR4U Zurich Insurance Group AG 1.1 50’000 55’000
CH0507001011 SCMARZ Swisscom N 0.27 200’000 54’000
CH0512546059 CSGNDU Credit Suisse Group AG 0.36 150’000 54’000
CH0507001011 SCMARZ Swisscom N 0.27 200’000 54’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0510645036 WDAF0V DAX Index 3.17 100’000 317’000
CH0510645036 WDAF0V DAX Index 3.05 60’000 183’000
CH0567387409 WDAJSV DAX Index 1.81 100’000 181’000
CH0536583385 WDABRV DAX Index 3.38 50’000 169’000
CH0520121978 WDAIDV DAX Index 0.68 200’000 136’000
CH0567387425 WDAJUV DAX Index 0.48 200’000 96’000
CH0594853381 WDAFHV DAX Index 0.38 200’000 76’000
CH0553385748 WDADWV DAX Index 0.74 100’000 74’000
CH0520121978 WDAIDV DAX Index 0.66 100’000 66’000
CH0510644450 WSMETV SMI 0.38 173’000 65’740
CH0447798726 SMIJCZ SMI 0.4 150’000 60’000
CH0447798726 SMIJCZ SMI 0.37 150’000 55’500
CH0581526776 WDALRV DAX Index 1.82 30’000 54’600
CH0589941563 SMUJSU SMI 0.1 500’000 50’000
CH0506985024 SMIDDZ SMI 1.5 30’000 45’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0510643007 WSICGV Silver 1.93 60’000 115’800
CH0499772975 WSIBDV Silver 2.8 9’000 25’200
CH0510642991 WSICFV Silver 1.47 10’000 14’700
CH0510643007 WSICGV Silver 2 7’000 14’000
CH0499772975 WSIBDV Silver 2.95 4’200 12’390
CH0499772975 WSIBDV Silver 2.81 3’625 10’186
CH0499772975 WSIBDV Silver 2.95 2’500 7’375
CH0510655712 WGOETV Barrick Gold Corp. 0.39 18’000 7’020

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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