Most Active Warrants in Switzerland 30.03.2021 – Credit Suisse, Dufry, AMS, Inficon, Vifor

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 30.03.2021 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 0.97 110’000 106’700
CH0524978787 IFCOJB INFICON Hldg. AG 1.171 50’000 58’550
CH0524978787 IFCOJB INFICON Hldg. AG 1.161 50’000 58’050
CH0507005087 AMSAHZ AMS AG 0.29 200’000 58’000
CH0507005087 AMSAHZ AMS AG 0.29 198’300 57’507
CH0507005087 AMSAHZ AMS AG 0.28 200’000 56’000
CH0507005087 AMSAHZ AMS AG 0.28 200’000 56’000
CH0507003744 TEMAIZ Temenos AG 0.3 175’000 52’500
CH0506998233 VIFAMZ Vifor Pharma AG 0.5 100’000 50’000
CH0524980270 DUFCJB Dufry AG 0.19 250’000 47’500
CH0524980270 DUFCJB Dufry AG 0.19 234’000 44’460
CH0524980270 DUFCJB Dufry AG 0.17 250’000 42’500
CH0524980270 DUFCJB Dufry AG 0.17 250’000 42’500
CH0587055374 BKWKJB BKW AG 0.41 100’000 41’000
CH0507003801 STMAMZ Straumann Hldg. AG 1 40’000 40’000

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0596004074 VOWUNU Volkswagen AG (Vz) 1.25 45’000 56’250
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.42 110’000 46’200
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.42 70’000 29’400
CH0587053312 BIDRJB Baidu Inc. 0.52 50’000 26’000
CH0567308389 WAMBDV Amazon.com Inc. 0.185 100’000 18’500
CH0507007372 TSLBAZ Tesla Inc. 0.34 50’000 17’000
CH1106761096 TEVZJB Teva Pharmaceutical Industries Ltd. 0.36 40’000 14’400
CH0553382471 WAAAAV Apple Inc. 0.28 50’000 14’000
CH0556417381 TSXQJB Tesla Inc. 0.49 27’000 13’230
CH0581499081 WAAATV Apple Inc. 0.13 100’000 13’000
CH0594895218 WVOAOV Volkswagen AG (Vz) 0.89 10’000 8’900

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.22 150’000 183’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.2 150’000 180’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.95 150’000 142’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.95 150’000 142’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.95 150’000 142’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.95 150’000 142’500
CH0556418314 ALCGJB Alcon 0.92 150’000 138’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.92 150’000 138’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.91 150’000 136’500
CH0556418314 ALCGJB Alcon 0.89 150’000 133’500
CH0579469104 LH1NPU LafargeHolcim Ltd. 0.93 100’000 93’000
CH0461000538 WROBHV Roche AG 0.25 300’000 75’000
CH0506991600 LONBGZ Lonza Group N 0.15 400’000 60’000
CH0521941358 NESJWU Nestlé S.A. 0.56 100’000 56’000
CH0510105874 WWNESU Nestlé S.A. 0.26 200’000 52’000
CH0547549235 CSGNJB Credit Suisse Group AG 0.34 151’515 51’515
CH0512527844 WNES9U Nestlé S.A. 0.73 70’000 51’100
CH0594874122 WZUA0V Zurich Insurance Group AG 0.1 500’000 50’000
CH0506997383 ZURBDZ Zurich Insurance Group AG 0.99 50’000 49’500

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0510645036 WDAF0V DAX Index 3.48 150’000 522’000
CH0510645036 WDAF0V DAX Index 3.49 50’000 174’500
CH0581528285 WSPDFV S&P 500 Index 4.49 33’000 148’170
CH0581528285 WSPDFV S&P 500 Index 4.41 33’000 145’530
CH0567350993 WDADDV DAX Index 0.71 140’000 99’400
CH0594853126 WSMGPV SMI 0.28 300’000 84’000
CH0581526776 WDALRV DAX Index 1.52 40’000 60’800
CH0594853126 WSMGPV SMI 0.28 150’000 42’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0594895234 WGOB6V Barrick Gold Corp. 0.42 90’000 37’800
CH0567358335 WSIBSV Silver 1.06 30’000 31’800
CH0506993564 XAGARZ Silver 0.38 60’000 22’800
CH0510655712 WGOETV Barrick Gold Corp. 0.22 100’000 22’000
CH0510642991 WSICFV Silver 0.66 30’000 19’800
CH0506993663 XAUAUZ Gold 0.09 200’000 18’000
CH0581480917 WGOBLV Gold 0.3 50’000 15’000
CH0594895234 WGOB6V Barrick Gold Corp. 0.42 30’000 12’600
CH0510655712 WGOETV Barrick Gold Corp. 0.22 50’000 11’000
CH0581500870 WGOB7V Barrick Gold Corp. 0.185 50’000 9’250
CH0521598869 GOLRJB Barrick Gold Corp. 0.23 35’000 8’050
CH0506993655 XAUATZ Gold 0.2 35’000 7’000

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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