Most Active Warrants in Switzerland 19.03.2021 – Dufry, Zur Rose – Tesla, Volkswagen

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 19.03.2021 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 1.246 200’000 249’200
CH0532208904 WCSBGV Credit Suisse Group AG 1.12 100’000 112’000
CH0447805331 ROGCDZ Roche AG 0.33 325’000 107’250
CH0510626515 WABAEV ABB N 0.23 460’000 105’800
CH0422995537 NESWNU Nestlé S.A. 0.46 196’000 90’160
CH0443833022 ROGUVU Roche AG 0.74 100’000 74’000
CH0547549060 SLHUJB Swiss Life Hldg. N 0.73 100’000 73’000
CH0447805331 ROGCDZ Roche AG 0.32 200’000 64’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0457098215 WSRAQV Swiss RE AG 0.59 100’000 59’000
CH0587057107 CSGAJB Credit Suisse Group AG 0.72 80’000 57’600
CH0507001011 SCMARZ Swisscom N 0.28 200’000 56’000
CH0507001011 SCMARZ Swisscom N 0.28 200’000 56’000
CH0420773118 UKUBSU UBS Group AG 0.55 100’000 55’000
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.55 100’000 55’000
CH0420769652 WCCSGU Credit Suisse Group AG 0.27 200’000 54’000
CH0553707214 ROVGWU Roche AG 0.217 240’000 52’080
CH0507001011 SCMARZ Swisscom N 0.26 200’000 52’000
CH0510105858 UWNESU Nestlé S.A. 0.65 80’000 52’000
CH0553707214 ROVGWU Roche AG 0.216 240’000 51’840
CH0589942470 ROAUAU Roche AG 0.368 140’000 51’520
CH0553707214 ROVGWU Roche AG 0.219 230’000 50’370
CH0553707214 ROVGWU Roche AG 0.218 230’000 50’140
CH0567381428 WSICEV Sika AG 0.69 70’000 48’300

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0520121978 WDAIDV DAX Index 0.78 200’000 156’000
CH0567388175 WNAE8V Nasdaq 100 Index 1.19 100’000 119’000
CH0567388175 WNAE8V Nasdaq 100 Index 1.14 100’000 114’000
CH0567388175 WNAE8V Nasdaq 100 Index 1.13 100’000 113’000
CH0594853381 WDAFHV DAX Index 0.45 200’000 90’000
CH0594853381 WDAFHV DAX Index 0.42 200’000 84’000
CH0567351538 WNAD2V Nasdaq 100 Index 1.34 50’000 67’000
CH0510644948 WDAFQV DAX Index 0.32 200’000 64’000
CH0510644948 WDAFQV DAX Index 0.31 200’000 62’000
CH0447798692 SMIIZZ SMI 0.27 200’000 54’000
CH0506996617 SMIEWZ SMI 0.54 100’000 54’000
CH0447798726 SMIJCZ SMI 0.43 125’000 53’750
CH0506996617 SMIEWZ SMI 0.53 100’000 53’000
CH0559910440 SMIQ2U SMI 0.52 100’000 52’000
CH0510644393 WSMEJV SMI 0.26 200’000 52’000
CH0559910440 SMIQ2U SMI 0.51 100’000 51’000
CH0506996617 SMIEWZ SMI 0.51 100’000 51’000
CH0589941563 SMUJSU SMI 0.11 460’000 50’600
CH0594853100 WSMGNV SMI 0.31 150’000 46’500

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0506993549 XAGANZ Silver 0.12 150’000 18’000
CH0499772975 WSIBDV Silver 2.86 4’100 11’726
CH0581481048 WSIBGV Silver 1.09 10’000 10’900
CH0545013598 WSIAXV Silver 3.17 1’600 5’072

7) Market Share and Turnover Total Value

Questions or feedback?

Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.

Kommentar verfassen

Trage deine Daten unten ein oder klicke ein Icon um dich einzuloggen:

WordPress.com-Logo

Du kommentierst mit Deinem WordPress.com-Konto. Abmelden /  Ändern )

Twitter-Bild

Du kommentierst mit Deinem Twitter-Konto. Abmelden /  Ändern )

Facebook-Foto

Du kommentierst mit Deinem Facebook-Konto. Abmelden /  Ändern )

Verbinde mit %s