Most Active Warrants in Switzerland 08.04.2021 – Dufry, Helvetia, Temenos, u-blox

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 08.04.2021 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 3 Volume Turnover
CH0597674032 HELQJB Helvetia Hldg. AG 0.52 250’000 130’000
CH0587055515 DUFTJB Dufry AG 0.91 100’000 91’000
CH0591044067 HELBJB Helvetia Hldg. AG 0.68 100’000 68’000
CH0507006242 DUFBHZ Dufry AG 0.9 75’000 67’500
CH0506995759 LOGARZ Logitech International SA 0.67 100’000 67’000
CH0507003744 TEMAIZ Temenos AG 0.38 150’000 57’000
CH0556414289 UBXUJB U-BLOX AG 0.545 100’000 54’500
CH0556414289 UBXUJB U-BLOX AG 0.554 98’000 54’292
CH0556419643 LOZLJB Logitech International SA 0.48 110’000 52’800
CH0507003801 STMAMZ Straumann Hldg. AG 1.29 40’000 51’600
CH0579466324 MB4TUU Meyer Burger Technology AG 0.19 270’000 51’300
CH0555095279 MBTWSU Meyer Burger Technology AG 0.39 130’000 50’700
CH0524980270 DUFCJB Dufry AG 0.2 250’000 50’000
CH0556412051 SRAVJB Stadler Rail AG 0.67 70’000 46’900

3) Foreign Shares

ISIN Symbol Underlying Price 3 Volume Turnover
CH0556421177 SAZCJB SAP SE 0.57 150’000 85’500
CH0556420468 SAPYJB SAP SE 0.38 204’500 77’710
CH0520176642 WFBAGV Facebook Inc. 1.12 15’000 16’800
CH0553393049 WFBAEV Facebook Inc. 0.83 20’000 16’600
CH0556417381 TSXQJB Tesla Inc. 0.65 25’000 16’250
CH0556417381 TSXQJB Tesla Inc. 0.64 25’000 16’000
CH0585828855 AATP4U Apple Inc. 0.09 150’000 13’500
CH0534144214 AMYIJB Amazon.com Inc. 0.21 60’000 12’600
CH0547553294 AAPCJB Apple Inc. 0.41 30’000 12’300
CH0553382505 WAAAGV Apple Inc. 1.22 10’000 12’200
CH0547546009 MSFHJB Microsoft Corp. 0.6 20’000 12’000
CH0581440887 WTSCQV Tesla Inc. 0.52 23’000 11’960
CH0553382471 WAAAAV Apple Inc. 0.45 25’000 11’250
CH0553481471 WTSFOV Tesla Inc. 0.07 150’000 10’500
CH0581440887 WTSCQV Tesla Inc. 0.51 20’000 10’200

4) Large Cap Switzerland

ISIN Symbol Underlying Price 3 Volume Turnover
CH0587057099 SLHDJB Swiss Life Hldg. N 0.97 150’000 145’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.97 150’000 145’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.94 150’000 141’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.94 150’000 141’000
CH0534146243 ZURHJB Zurich Insurance Group AG 1.311 100’000 131’100
CH0581557326 WGIACV Givaudan 0.6 200’000 120’000
CH0419021222 WTROGU Roche AG 1 100’000 100’000
CH0589941852 ABRUAU ABB N 0.479 200’000 95’800
CH0419021222 WTROGU Roche AG 0.988 80’000 79’040
CH0556418298 NESFJB Nestlé S.A. 0.13 600’000 78’000
CH0591042400 SLHRJB Swiss Life Hldg. N 0.51 150’000 76’500
CH0512546182 ZURNAU Zurich Insurance Group AG 0.36 200’000 72’000
CH0461000538 WROBHV Roche AG 0.24 300’000 72’000
CH0532208904 WCSBGV Credit Suisse Group AG 0.71 100’000 71’000
CH0447805356 ROGCFZ Roche AG 0.14 500’000 70’000
CH0447805356 ROGCFZ Roche AG 0.14 475’000 66’500
CH0553401206 WUBA3V UBS Group AG 0.21 270’000 56’700
CH0594874122 WZUA0V Zurich Insurance Group AG 0.108 500’000 54’000
CH0553707214 ROVGWU Roche AG 0.205 250’000 51’250
CH0553707214 ROVGWU Roche AG 0.209 240’000 50’160
CH0419021222 WTROGU Roche AG 1.002 50’000 50’100
CH0591042400 SLHRJB Swiss Life Hldg. N 0.5 100’000 50’000
CH0596289881 CSGCAZ Credit Suisse Group AG 0.48 100’000 48’000

5) Index Warrants

ISIN Symbol Underlying Price 3 Volume Turnover
CH0510645036 WDAF0V DAX Index 3.87 130’000 503’100
CH0594852748 WSPDPV S&P 500 Index 1.515 250’000 378’750
CH0594852748 WSPDPV S&P 500 Index 1.51 201’704 304’573
CH0581526594 WSMFOV SMI 0.73 290’000 211’700
CH0581526636 WSMFSV SMI 0.9 200’000 180’000
CH0581526594 WSMFOV SMI 0.72 210’000 151’200
CH0581478465 WINCGV Dow Jones Industrial Average Index 1.48 100’000 148’000
CH0581478861 WNAEZV Nasdaq 100 Index 1.04 100’000 104’000
CH0594853126 WSMGPV SMI 0.27 300’000 81’000
CH0581528285 WSPDFV S&P 500 Index 3.8 20’000 76’000
CH0594852748 WSPDPV S&P 500 Index 1.51 50’000 75’500
CH0594852748 WSPDPV S&P 500 Index 1.5 50’000 75’000
CH0594852748 WSPDPV S&P 500 Index 1.49 50’000 74’500
CH0594852748 WSPDPV S&P 500 Index 1.49 50’000 74’500
CH0594852748 WSPDPV S&P 500 Index 1.49 50’000 74’500
CH0594852748 WSPDPV S&P 500 Index 1.49 50’000 74’500
CH0594852748 WSPDPV S&P 500 Index 1.49 50’000 74’500
CH0547547155 SMIBJB SMI 1.78 30’000 53’400
CH0547547155 SMIBJB SMI 1.76 30’000 52’800
CH1104134452 DAXUNU DAX Index 0.51 100’000 51’000
CH1104134452 DAXUNU DAX Index 0.51 100’000 51’000
CH0594852748 WSPDPV S&P 500 Index 1.49 33’709 50’226
CH1104134452 DAXUNU DAX Index 0.48 100’000 48’000

6) Commodities

ISIN Symbol Underlying Price 3 Volume Turnover
CH0506993663 XAUAUZ Gold 0.15 150’000 22’500
CH0506993663 XAUAUZ Gold 0.14 150’000 21’000
CH0510643320 WGODYV Gold 0.4 20’000 8’000
CH0556413570 GOLQJB Barrick Gold Corp. 0.015 500’000 7’500
CH0581500870 WGOB7V Barrick Gold Corp. 0.21 30’000 6’300

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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