Most Active Warrants in Switzerland 07.04.2021 – Helvetia, 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 07.04.2021 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

ISIN Symbol Underlying Price 3 Volume Turnover
CH0597674032 HELQJB Helvetia Hldg. AG 0.55 200’000 110’000
CH0547549136 HEZBJB Helvetia Hldg. AG 0.36 200’000 72’000
CH0506998472 TEMAQZ Temenos AG 0.48 125’000 60’000
CH0506998472 TEMAQZ Temenos AG 0.48 125’000 60’000
CH0507003801 STMAMZ Straumann Hldg. AG 1.21 40’000 48’400
CH0556412051 SRAVJB Stadler Rail AG 0.64 75’000 48’000
CH0547549102 LEOLJB Leonteq AG 0.48 100’000 48’000
CH0556419643 LOZLJB Logitech International SA 0.45 100’000 45’000
CH0581500888 WLOABV Logitech International SA 0.81 50’000 40’500
CH0597673869 BSLVJB Basilea Pharmaceutica AG 0.39 100’000 39’000
CH0575018640 SWTFJB Schweiter Technologies AG 0.49 75’000 36’750
CH0532210033 WTEA5V Temenos AG 0.49 70’000 34’300
CH0507002720 ROSAJZ Zur Rose Group AG 0.34 100’000 34’000

3) Foreign Shares

ISIN Symbol Underlying Price 3 Volume Turnover
CH0567407025 WRDANV Royal Dutch Shell Plc. (AMS) 0.38 100’000 38’000
CH0536562892 WBADIV Alibaba Group Hldg. 0.66 40’000 26’400
CH0534144214 AMYIJB Amazon.com Inc. 0.19 100’000 19’000
CH0553382612 WTSASV Tesla Inc. 3.72 5’000 18’600
CH0553428712 WGOALV Alphabet Inc. (C) 1.53 10’000 15’300
CH0510683276 WAAAEV Apple Inc. 1.4 10’000 14’000
CH0536562892 WBADIV Alibaba Group Hldg. 0.66 20’000 13’200
CH0547552288 ABYKJB Anheuser-Busch InBev N.V. 0.19 50’000 9’500
CH0581440887 WTSCQV Tesla Inc. 0.55 17’000 9’350
CH0567407033 WRIAOV Rio Tinto Plc. 0.85 10’000 8’500

4) Large Cap Switzerland

ISIN Symbol Underlying Price 3 Volume Turnover
CH0419030322 WTNESU Nestlé S.A. 1.1 200’000 220’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.3 150’000 195’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.3 150’000 195’000
CH0587057099 SLHDJB Swiss Life Hldg. N 1.01 150’000 151’500
CH0587057099 SLHDJB Swiss Life Hldg. N 1.01 150’000 151’500
CH0587057099 SLHDJB Swiss Life Hldg. N 1.01 150’000 151’500
CH0587057099 SLHDJB Swiss Life Hldg. N 1.01 150’000 151’500
CH0587057099 SLHDJB Swiss Life Hldg. N 1 150’000 150’000
CH0587057099 SLHDJB Swiss Life Hldg. N 1 150’000 150’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.99 150’000 148’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.98 150’000 147’000
CH0419026577 WYROGU Roche AG 1.018 100’000 101’800
CH0419026577 WYROGU Roche AG 0.997 100’000 99’700
CH0419021222 WTROGU Roche AG 0.968 80’000 77’440
CH0512546182 ZURNAU Zurich Insurance Group AG 0.38 200’000 76’000
CH0556418298 NESFJB Nestlé S.A. 0.1 750’000 75’000
CH0532208904 WCSBGV Credit Suisse Group AG 0.74 100’000 74’000
CH0532208904 WCSBGV Credit Suisse Group AG 0.72 100’000 72’000
CH0461000538 WROBHV Roche AG 0.235 300’000 70’500
CH0447805356 ROGCFZ Roche AG 0.13 480’000 62’400
CH0443833022 ROGUVU Roche AG 0.62 100’000 62’000
CH0521941358 NESJWU Nestlé S.A. 0.59 100’000 59’000
CH0581518518 WZUARV Zurich Insurance Group AG 0.29 200’000 58’000
CH0579464980 LHDNPU LafargeHolcim Ltd. 0.57 100’000 57’000
CH0521941887 UHR2WU Swatch Group I 0.71 80’000 56’800
CH0521941887 UHR2WU Swatch Group I 0.71 80’000 56’800
CH0506996120 PGHAWZ Partners Group Hldg. AG 0.55 100’000 55’000
CH0461000538 WROBHV Roche AG 0.23 200’000 46’000

5) Index Warrants

ISIN Symbol Underlying Price 3 Volume Turnover
CH0510645036 WDAF0V DAX Index 3.82 120’000 458’400
CH0581528285 WSPDFV S&P 500 Index 3.87 40’000 154’800
CH0581528285 WSPDFV S&P 500 Index 3.9 35’000 136’500
CH0567350993 WDADDV DAX Index 0.57 100’000 57’000
CH0547547155 SMIBJB SMI 1.78 30’000 53’400
CH0457090485 WSMMRV SMI 1.83 25’000 45’750
CH0594853126 WSMGPV SMI 0.27 150’000 40’500
CH1104940999 DAX91U DAX Index 2.02 20’000 40’400
CH0594853126 WSMGPV SMI 0.25 150’000 37’500

6) Commodities

ISIN Symbol Underlying Price 3 Volume Turnover
CH0506993663 XAUAUZ Gold 0.14 150’000 21’000
CH0567358335 WSIBSV Silver 1.16 6’000 6’960
CH0594895226 WGOA7V Barrick Gold Corp. 0.34 20’000 6’800

7) Market Share and Turnover Total Value

Questions or feedback?

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

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 )

Google Foto

Du kommentierst mit Deinem Google-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