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?
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