Most Active Warrants in Switzerland 23.03.2021 – Dufry, Volkswagen, Tecan Group, Zur Rose

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 22.03.2021 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 3 Volume Turnover
CH0524980353 UHRTJB Swatch Group I 1.07 200’000 214’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.03 150’000 154’500
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.02 150’000 153’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.76 200’000 152’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.75 200’000 150’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.75 200’000 150’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.75 200’000 150’000
CH0510107599 UTNMMU Zurich Insurance Group AG 1.22 100’000 122’000
CH0447805331 ROGCDZ Roche AG 0.38 300’000 114’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.1 100’000 110’000
CH0567394355 WCFAEV Compagnie Financière Richemont SA 0.6 180’000 108’000
CH0447805331 ROGCDZ Roche AG 0.355 300’000 106’500
CH0447805331 ROGCDZ Roche AG 0.35 300’000 105’000
CH0595203677 SGNPJB SGS S.A. Ltd. 0.5 200’000 100’000
CH0581557326 WGIACV Givaudan 0.39 250’000 97’500
CH0581557326 WGIACV Givaudan 0.39 250’000 97’500
CH0595203677 SGNPJB SGS S.A. Ltd. 0.47 200’000 94’000
CH0447805356 ROGCFZ Roche AG 0.25 375’000 93’750
CH0555090684 ABQUAU ABB N 0.453 200’000 90’600
CH0447805356 ROGCFZ Roche AG 0.24 375’000 90’000
CH0447805356 ROGCFZ Roche AG 0.26 300’000 78’000
CH0447805331 ROGCDZ Roche AG 0.39 200’000 78’000
CH0447805331 ROGCDZ Roche AG 0.38 200’000 76’000
CH0547549060 SLHUJB Swiss Life Hldg. N 0.7 100’000 70’000
CH0447805356 ROGCFZ Roche AG 0.24 289’000 69’360
CH0415019220 LONWXU Lonza Group N 2.09 30’000 62’700
CH0579466654 PGDHWU Partners Group Hldg. AG 0.71 80’000 56’800
CH0579466654 PGDHWU Partners Group Hldg. AG 0.71 80’000 56’800
CH0579466654 PGDHWU Partners Group Hldg. AG 0.71 80’000 56’800
CH0419021222 WTROGU Roche AG 1.103 50’000 55’150
CH0507001011 SCMARZ Swisscom N 0.27 200’000 54’000
CH0507001011 SCMARZ Swisscom N 0.27 200’000 54’000
CH0507001011 SCMARZ Swisscom N 0.27 200’000 54’000
CH0447805331 ROGCDZ Roche AG 0.35 150’000 52’500
CH0510105858 UWNESU Nestlé S.A. 0.61 80’000 48’800

5) Index Warrants

ISIN Symbol Underlying Price 3 Volume Turnover
CH0579467827 SMQIKU SMI 1.53 87’000 133’110
CH0447798726 SMIJCZ SMI 0.48 100’000 48’000
CH0506985024 SMIDDZ SMI 1.6 30’000 48’000
CH0594853100 WSMGNV SMI 0.32 150’000 48’000
CH0594853100 WSMGNV SMI 0.3 150’000 45’000
CH0447798726 SMIJCZ SMI 0.44 100’000 44’000
CH0510644435 WSMERV SMI 0.42 100’000 42’000
CH0594853381 WDAFHV DAX Index 0.36 100’000 36’000

6) Commodities

ISIN Symbol Underlying Price 3 Volume Turnover
CH0506993648 XAUASZ Gold 0.26 50’000 13’000
CH0553452845 WSIBMV Silver 0.32 30’000 9’600
CH0506993663 XAUAUZ Gold 0.17 50’000 8’500
CH0581556849 WCOA0V ICE Brent Crude Oil Future SEP 11 0.27 25’000 6’750

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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