Most Active Warrants in Switzerland 26.03.2021 – SoftwareONE, Dufry, AMS, Temenos

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 26.03.2021 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
CH0587057354 DUFFJB Dufry AG 0.91 150’000 136’500
CH0556416326 BALFJB Baloise N 0.48 200’000 96’000
CH0556417407 AMSGJB AMS AG 0.754 100’000 75’400
CH0556416003 VIFBJB Vifor Pharma AG 0.37 200’000 74’000
CH0587054369 COTUJB Comet Hldg. AG 0.909 75’000 68’175
CH0507005087 AMSAHZ AMS AG 0.29 200’000 58’000
CH0507005087 AMSAHZ AMS AG 0.29 200’000 58’000
CH0507005087 AMSAHZ AMS AG 0.28 200’000 56’000
CH0507003744 TEMAIZ Temenos AG 0.3 175’000 52’500
CH0507003744 TEMAIZ Temenos AG 0.3 175’000 52’500
CH0507003744 TEMAIZ Temenos AG 0.3 175’000 52’500
CH0507003744 TEMAIZ Temenos AG 0.3 175’000 52’500
CH0507003744 TEMAIZ Temenos AG 0.3 175’000 52’500
CH0534144727 SWOEJB SoftwareONE Hldg. 0.479 100’000 47’900
CH0506995759 LOGARZ Logitech International SA 0.59 75’000 44’250

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0520072312 WVOAEV Volkswagen AG (Vz) 0.84 100’000 84’000
CH0567407025 WRDANV Royal Dutch Shell Plc. (AMS) 0.45 100’000 45’000
CH0553481471 WTSFOV Tesla Inc. 0.13 300’000 39’000
CH0532886055 BABDJB Alibaba Group Hldg. 0.17 200’000 34’000
CH0581499180 WTSACV Tesla Inc. 0.33 100’000 33’000
CH0567407033 WRIAOV Rio Tinto Plc. 0.71 25’000 17’750
CH0510655639 WBAB8V Alibaba Group Hldg. 0.22 60’000 13’200
CH0521599032 BIDLJB Baidu Inc. 0.75 15’803 11’852
CH0521599032 BIDLJB Baidu Inc. 0.73 15’803 11’536
CH0581499131 WAAA9V Apple Inc. 0.22 50’000 11’000
CH0594895820 WVOASV Volkswagen AG (Vz) 0.43 25’000 10’750
CH0567407264 WIBAGV IBM Corp. 0.105 100’000 10’500
CH0566994890 TESWCU Tesla Inc. 0.46 20’000 9’200
CH0597672234 ABIHJB Anheuser-Busch InBev N.V. 0.3 30’000 9’000
CH0587055911 ASMGJB ASML Hldg. N.V. 0.43 20’000 8’600

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.19 150’000 178’500
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.18 150’000 177’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.91 150’000 136’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.91 150’000 136’500
CH0579463784 CSWGDU Credit Suisse Group AG 0.68 200’000 136’000
CH0556411590 LHNLJB LafargeHolcim Ltd. 0.59 200’000 118’000
CH0419026577 WYROGU Roche AG 1.022 100’000 102’200
CH0419021222 WTROGU Roche AG 1.01 100’000 101’000
CH0419021222 WTROGU Roche AG 1.01 100’000 101’000
CH0404018399 ROGWZU Roche AG 0.44 200’000 88’000
CH0404018399 ROGWZU Roche AG 0.44 200’000 88’000
CH0447805356 ROGCFZ Roche AG 0.15 525’000 78’750
CH0447805331 ROGCDZ Roche AG 0.25 300’000 75’000
CH0520077733 WCSA9V Credit Suisse Group AG 0.225 300’000 67’500
CH0420773118 UKUBSU UBS Group AG 0.59 100’000 59’000
CH0553706364 LHWNYU LafargeHolcim Ltd. 1.17 50’000 58’500
CH0553401206 WUBA3V UBS Group AG 0.27 200’000 54’000
CH0587056372 SCMAJB Swisscom N 0.54 100’000 54’000
CH0579469104 LH1NPU LafargeHolcim Ltd. 0.88 60’000 52’800
CH0461000538 WROBHV Roche AG 0.25 200’000 50’000
CH0425584593 UBSWDU UBS Group AG 0.5 100’000 50’000
CH0419030223 WJNESU Nestlé S.A. 1 50’000 50’000
CH0553707214 ROVGWU Roche AG 0.2 250’000 50’000
CH0461000538 WROBHV Roche AG 0.24 200’000 48’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0510645036 WDAF0V DAX Index 2.99 200’000 598’000
CH0567350993 WDADDV DAX Index 0.85 300’000 255’000
CH0581528285 WSPDFV S&P 500 Index 4.61 30’000 138’300
CH0581528285 WSPDFV S&P 500 Index 4.6 30’000 138’000
CH0594853126 WSMGPV SMI 0.28 250’000 70’000
CH0567350993 WDADDV DAX Index 0.84 60’000 50’400
CH0594853126 WSMGPV SMI 0.29 150’000 43’500

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0510643320 WGODYV Gold 0.33 20’000 6’600
CH0510643320 WGODYV Gold 0.32 20’000 6’400
CH0506994281 XAGBUZ Silver 0.12 50’000 6’000
CH0553452845 WSIBMV Silver 0.185 30’000 5’550
CH0545013689 WPLABV Platinum 0.88 6’000 5’280

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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