Most Active Warrants in Switzerland 24.03.2021 – Zur Rose, AMS, Dufry, Comet – Volkswagen, Deutsche Lufthansa, Netflix, Shell, Microsoft

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 24.03.2021 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

ISIN Symbol Underlying Price Volume Turnover
CH0547552445 ROXLJB Zur Rose Group AG 0.851 250’000 212’750
CH0547552445 ROXLJB Zur Rose Group AG 0.74 250’000 185’000
CH0534143547 AMYHJB AMS AG 0.787 200’000 157’400
CH0553391787 WSOAHV Sonova Hldg. AG 1.16 100’000 116’000
CH0587054369 COTUJB Comet Hldg. AG 1.033 75’000 77’475
CH0587054369 COTUJB Comet Hldg. AG 0.909 75’000 68’175
CH0506995759 LOGARZ Logitech International SA 0.73 75’000 54’750
CH0524980270 DUFCJB Dufry AG 0.21 250’000 52’500
CH0506995759 LOGARZ Logitech International SA 0.67 75’000 50’250
CH0507002670 ROSAEZ Zur Rose Group AG 0.99 50’000 49’500
CH0587057354 DUFFJB Dufry AG 0.96 50’000 48’000
CH0547548823 COTIJB Comet Hldg. AG 2.33 20’000 46’600
CH0507212162 BAEFJB Julius Baer Group 0.9 50’000 45’000
CH0547546470 FHZLJB Flughafen Zürich AG 0.2 200’000 40’000
CH0524980270 DUFCJB Dufry AG 0.21 180’000 37’800
CH0587057248 TECBJB Tecan Group AG 0.31 120’000 37’200
CH0532208771 WSOAKV Sonova Hldg. AG 1.48 25’000 37’000
CH0579463958 DUWF6U Dufry AG 1.43 25’000 35’750
CH0591043622 ROSRJB Zur Rose Group AG 0.35 100’000 35’000

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0520072312 WVOAEV Volkswagen AG (Vz) 0.79 100’000 79’000
CH0567407272 WMSAKV Microsoft Corp. 0.34 200’000 68’000
CH0567340739 WNFABV Netflix Inc. 0.29 200’000 58’000
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.39 110’000 42’900
CH0585827485 NFYLOU Netflix Inc. 0.26 150’000 39’000
CH0556418926 ROYNJB Royal Dutch Shell Plc. (AMS) 1.55 25’000 38’750
CH0553481471 WTSFOV Tesla Inc. 0.105 320’000 33’600
CH0532886055 BABDJB Alibaba Group Hldg. 0.27 100’000 27’000
CH0591043002 BIZEJB Baidu Inc. 0.11 150’000 16’500
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.38 40’000 15’200
CH0596387636 UAAPLU Apple Inc. 0.3 50’000 15’000
CH0581468755 WVOANV Volkswagen AG (Vz) 1.05 10’000 10’500
CH0581468755 WVOANV Volkswagen AG (Vz) 1.04 10’000 10’400
CH0566994908 TESWDU Tesla Inc. 0.493 20’000 9’860
CH0556420450 SAPWJB SAP SE 0.16 60’000 9’600

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0419030314 WSNESU Nestlé S.A. 1.39 200’000 278’000
CH0419030314 WSNESU Nestlé S.A. 1.39 200’000 278’000
CH0419030314 WSNESU Nestlé S.A. 1.38 200’000 276’000
CH0419030314 WSNESU Nestlé S.A. 1.35 200’000 270’000
CH0419026718 WTABBU ABB N 2.081 100’000 208’100
CH0457099098 WNEEVV Nestlé S.A. 0.29 547’500 158’775
CH0587057099 SLHDJB Swiss Life Hldg. N 0.76 200’000 152’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.76 200’000 152’000
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
CH0587057099 SLHDJB Swiss Life Hldg. N 0.75 200’000 150’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.75 200’000 150’000
CH0457099098 WNEEVV Nestlé S.A. 0.28 527’500 147’700
CH0579466464 NEISVU Nestlé S.A. 0.61 200’000 122’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.12 100’000 112’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.11 100’000 111’000
CH0447805331 ROGCDZ Roche AG 0.34 300’000 102’000
CH0555090684 ABQUAU ABB N 0.453 200’000 90’600
CH0447805356 ROGCFZ Roche AG 0.22 400’000 88’000
CH0447805356 ROGCFZ Roche AG 0.22 400’000 88’000
CH0447805356 ROGCFZ Roche AG 0.22 400’000 88’000
CH0447805356 ROGCFZ Roche AG 0.22 400’000 88’000
CH0447805356 ROGCFZ Roche AG 0.22 397’000 87’340
CH0443832883 USNESU Nestlé S.A. 0.58 150’000 87’000
CH0591500878 APBBCU ABB N 0.43 200’000 86’000
CH0447805331 ROGCDZ Roche AG 0.34 225’000 76’500
CH0447805356 ROGCFZ Roche AG 0.22 343’000 75’460
CH0447805331 ROGCDZ Roche AG 0.35 200’000 70’000
CH0512527844 WNES9U Nestlé S.A. 0.67 100’000 67’000
CH0447805356 ROGCFZ Roche AG 0.22 300’000 66’000
CH0506991386 NOVBYZ Novartis AG 0.21 300’000 63’000
CH0579466464 NEISVU Nestlé S.A. 0.61 100’000 61’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.78 20’000 55’600
CH0510105858 UWNESU Nestlé S.A. 0.68 80’000 54’400
CH0510106294 UOROGU Roche AG 0.18 300’000 54’000
CH0507001011 SCMARZ Swisscom N 0.3 175’000 52’500
CH0579466654 PGDHWU Partners Group Hldg. AG 0.73 70’000 51’100
CH0579466654 PGDHWU Partners Group Hldg. AG 0.73 70’000 51’100
CH0579466654 PGDHWU Partners Group Hldg. AG 0.73 70’000 51’100

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0567350993 WDADDV DAX Index 0.94 200’000 188’000
CH0581528285 WSPDFV S&P 500 Index 4.66 35’000 163’100
CH0510645036 WDAF0V DAX Index 2.76 50’000 138’000
CH0581526628 WSMFRV SMI 0.26 400’000 104’000
CH0581526628 WSMFRV SMI 0.24 400’000 96’000
CH0567402315 WINBBV Dow Jones Industrial Average Index 0.63 100’000 63’000
CH0567351538 WNAD2V Nasdaq 100 Index 1.03 50’000 51’500
CH0447798726 SMIJCZ SMI 0.48 105’000 50’400
CH0594853126 WSMGPV SMI 0.29 150’000 43’500
CH0506996617 SMIEWZ SMI 0.41 100’000 41’000
CH0594853126 WSMGPV SMI 0.27 150’000 40’500

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0581576268 WGOCUV Gold 0.65 30’000 19’500
CH0506993580 XAGATZ Silver 0.18 40’000 7’200
CH0567358335 WSIBSV Silver 1.43 5’000 7’150
CH0545013598 WSIAXV Silver 2.8 2’000 5’600
CH0545013598 WSIAXV Silver 2.8 2’000 5’600
CH0581576276 WGOCVV Gold 0.75 5’200 3’900
CH0581556849 WCOA0V ICE Brent Crude Oil Future SEP 11 0.19 20’000 3’800

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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