Most Active Warrants in Switzerland 15.04.2021 – Comet, VAT Group, Zur Rose, AMS

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 15.04.2021 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 Volume Turnover
CH0547552445 ROXLJB Zur Rose Group AG 0.964 200’000 192’800
CH0587054369 COTUJB Comet Hldg. AG 1.485 100’000 148’500
CH0587054369 COTUJB Comet Hldg. AG 1.462 100’000 146’200
CH0595204873 BAESJB Julius Baer Group 0.54 150’000 81’000
CH0597673547 BSLIJB Basilea Pharmaceutica AG 0.36 200’000 72’000
CH0538469120 SUNA9U Sulzer AG 0.6 100’000 60’000
CH0506998159 CLNBAZ Clariant AG 0.29 200’000 58’000
CH0506998159 CLNBAZ Clariant AG 0.29 200’000 58’000
CH0506996328 AMSBIZ AMS AG 0.12 475’000 57’000
CH0506998233 VIFAMZ Vifor Pharma AG 0.55 100’000 55’000
CH0595204980 VAZBJB VAT Group 0.55 100’000 55’000
CH0506996328 AMSBIZ AMS AG 0.12 425’000 51’000
CH0587057404 COTJJB Comet Hldg. AG 1.01 50’000 50’500
CH0506998183 CLNBDZ Clariant AG 0.23 200’000 46’000
CH0591043580 ROSJJB Zur Rose Group AG 0.69 60’300 41’607
CH0591043549 VACWJB VAT Group 0.83 50’000 41’500

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0553481430 WTSFMV Tesla Inc. 0.38 150’000 57’000
CH0553393023 WBAANV Alibaba Group Hldg. 0.28 200’000 56’000
CH0507007281 AAPBFZ Apple Inc. 0.07 350’000 24’500
CH0567407033 WRIAOV Rio Tinto Plc. 0.98 25’000 24’500
CH0553393023 WBAANV Alibaba Group Hldg. 0.28 75’000 21’000
CH0553466746 WTSEOV Tesla Inc. 1.28 13’900 17’792
CH0596365434 LHVAEU Deutsche Lufthansa AG 0.34 50’000 17’000

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0556412267 LOZFJB Lonza Group N 0.42 485’000 203’700
CH0587057099 SLHDJB Swiss Life Hldg. N 0.89 150’000 133’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.89 150’000 133’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.88 150’000 132’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.88 150’000 132’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.88 150’000 132’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.88 150’000 132’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.87 150’000 130’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.87 150’000 130’500
CH0547545357 LONMJB Lonza Group N 0.83 150’000 124’500
CH0547545357 LONMJB Lonza Group N 0.81 150’000 121’500
CH0556411590 LHNLJB LafargeHolcim Ltd. 0.77 150’000 115’500
CH0447805356 ROGCFZ Roche AG 0.2 395’000 79’000
CH0556418298 NESFJB Nestlé S.A. 0.1 750’000 75’000
CH0447805331 ROGCDZ Roche AG 0.33 225’000 74’250
CH0591042400 SLHRJB Swiss Life Hldg. N 0.47 150’000 70’500
CH0589941787 ABBWLU ABB N 0.349 200’000 69’800
CH0428871187 ABBULU ABB N 1.328 50’000 66’400
CH0532208904 WCSBGV Credit Suisse Group AG 0.66 100’000 66’000
CH0532208904 WCSBGV Credit Suisse Group AG 0.65 100’000 65’000
CH0532208904 WCSBGV Credit Suisse Group AG 0.64 100’000 64’000
CH0447805331 ROGCDZ Roche AG 0.32 200’000 64’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0507001979 NESBQZ Nestlé S.A. 0.17 325’000 55’250
CH0512546182 ZURNAU Zurich Insurance Group AG 0.26 200’000 52’000
CH0556419924 SIKLJB Sika AG 0.49 100’000 49’000
CH0536616086 WCSB3V Credit Suisse Group AG 0.35 138’000 48’300
CH0556412267 LOZFJB Lonza Group N 0.42 115’000 48’300
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.44 100’000 44’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0581527089 WDAMVV DAX Index 1.25 100’000 125’000
CH0594927151 WSPAYV S&P 500 Index 3.1 32’000 99’200
CH0594927151 WSPAYV S&P 500 Index 2.98 32’000 95’360
CH0594853126 WSMGPV SMI 0.3 300’000 90’000
CH0510644435 WSMERV SMI 0.175 300’000 52’500
CH0567350993 WDADDV DAX Index 0.47 100’000 47’000
CH0547547155 SMIBJB SMI 1.83 25’000 45’750
CH0594853126 WSMGPV SMI 0.3 150’000 45’000
CH0567351538 WNAD2V Nasdaq 100 Index 0.55 80’000 44’000
CH0594853126 WSMGPV SMI 0.28 150’000 42’000
CH1104940957 DAX41U DAX Index 0.4 100’000 40’000

6) 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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