Most Active Warrants in Switzerland 21.04.2021 – Comet, AMS, VAT Group, Zur Rose

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 21.04.2021 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
CH0547548823 COTIJB Comet Hldg. AG 2.94 80’000 235’200
CH0547548823 COTIJB Comet Hldg. AG 2.95 40’000 118’000
CH0547548823 COTIJB Comet Hldg. AG 2.95 30’000 88’500
CH0591043531 VACUJB VAT Group 0.47 150’000 70’500
CH0556412200 ROZCJB Zur Rose Group AG 0.28 250’000 70’000
CH0506989901 AMSDMZ AMS AG 0.34 175’000 59’500
CH0547548823 COTIJB Comet Hldg. AG 2.93 20’000 58’600
CH0506989901 AMSDMZ AMS AG 0.36 150’000 54’000
CH0591043986 VOTPJB Vontobel N 0.35 130’000 45’500
CH0591043986 VOTPJB Vontobel N 0.32 130’000 41’600
CH0591043531 VACUJB VAT Group 0.52 75’000 39’000
CH0507003801 STMAMZ Straumann Hldg. AG 1.28 30’000 38’400
CH0567393944 WGLALV Glencore Plc. 0.75 50’000 37’500
CH0587057685 EMSAJB Ems-Chemie Hldg. AG 0.31 120’000 37’200

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0594873462 WTSGKV Tesla Inc. 0.28 200’000 56’000
CH0510655639 WBAB8V Alibaba Group Hldg. 0.15 300’000 45’000
CH0581576912 WDBABV Deutsche Bank AG 0.58 50’000 29’000
CH0594914464 WDALFV Daimler AG 0.24 100’000 24’000
CH0594948355 WNFALV Netflix Inc. 0.23 100’000 23’000
CH0556413323 SANNJB Sanofi S.A. 0.19 100’000 19’000
CH0597671095 BAYSJB Bayer AG 0.18 100’000 18’000
CH0563136669 NF9LQU Netflix Inc. 0.3 50’000 15’000
CH0536649236 WAMCGV Amazon.com Inc. 0.71 13’000 9’230

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0591042616 ABBIJB ABB N 1.29 200’000 258’000
CH0591042616 ABBIJB ABB N 1.29 200’000 258’000
CH0594165224 RCOGYU Roche AG 0.47 300’000 141’000
CH0594165224 RCOGYU Roche AG 0.47 300’000 141’000
CH0506997649 ROGBMZ Roche AG 0.34 400’000 136’000
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
CH0587057099 SLHDJB Swiss Life Hldg. N 0.87 150’000 130’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.87 150’000 130’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.87 150’000 130’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.87 150’000 130’500
CH0591042616 ABBIJB ABB N 1.29 100’000 129’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.84 150’000 126’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.84 150’000 126’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.84 150’000 126’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.84 150’000 126’000
CH0447805356 ROGCFZ Roche AG 0.25 500’000 125’000
CH0419026577 WYROGU Roche AG 1.156 100’000 115’600
CH0419026577 WYROGU Roche AG 1.156 100’000 115’600
CH0572102272 RGOGEU Roche AG 0.29 300’000 87’000
CH0590004328 UBPS4U UBS Group AG 0.86 100’000 86’000
CH0590004328 UBPS4U UBS Group AG 0.85 100’000 85’000
CH0590004328 UBPS4U UBS Group AG 0.83 100’000 83’000
CH0512538924 WROG3U Roche AG 0.81 100’000 81’000
CH0512538924 WROG3U Roche AG 0.81 100’000 81’000
CH0594955384 WZUAFV Zurich Insurance Group AG 0.17 470’000 79’900
CH0591042400 SLHRJB Swiss Life Hldg. N 0.46 150’000 69’000
CH0591042400 SLHRJB Swiss Life Hldg. N 0.45 150’000 67’500
CH0447805331 ROGCDZ Roche AG 0.33 200’000 66’000
CH0591042400 SLHRJB Swiss Life Hldg. N 0.44 150’000 66’000
CH0447805331 ROGCDZ Roche AG 0.33 200’000 66’000
CH0447805331 ROGCDZ Roche AG 0.32 200’000 64’000
CH0556419924 SIKLJB Sika AG 0.62 100’000 62’000
CH0556419924 SIKLJB Sika AG 0.61 100’000 61’000
CH0510105874 WWNESU Nestlé S.A. 0.32 186’843 59’790
CH0567381428 WSICEV Sika AG 0.85 70’000 59’500
CH0567381428 WSICEV Sika AG 0.85 70’000 59’500
CH0567381428 WSICEV Sika AG 0.84 70’000 58’800
CH0532208904 WCSBGV Credit Suisse Group AG 0.54 105’000 56’700
CH0457098215 WSRAQV Swiss RE AG 0.41 130’000 53’300
CH0590006067 UBSWNU UBS Group AG 0.26 200’000 52’000
CH0510106294 UOROGU Roche AG 0.166 310’000 51’460
CH0510106369 UKRESU Roche AG 0.514 100’000 51’400
CH0510106294 UOROGU Roche AG 0.17 300’000 51’000
CH0510106294 UOROGU Roche AG 0.162 310’000 50’220
CH0447805356 ROGCFZ Roche AG 0.25 200’000 50’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0567340945 WINAIV Dow Jones Industrial Average Index 1.27 150’000 190’500
CH0510645036 WDAF0V DAX Index 3.63 35’000 127’050
CH0581478861 WNAEZV Nasdaq 100 Index 1.08 100’000 108’000
CH0507000674 SMIJJZ SMI 0.87 100’000 87’000
CH0567350993 WDADDV DAX Index 0.57 150’000 85’500
CH0510645036 WDAF0V DAX Index 3.73 20’000 74’600
CH0594853480 WDAGSV DAX Index 1.38 50’000 69’000
CH0594927151 WSPAYV S&P 500 Index 3.15 20’000 63’000
CH0594858711 WSMGYV SMI 0.28 215’000 60’200
CH0594853126 WSMGPV SMI 0.35 150’000 52’500
CH0594853126 WSMGPV SMI 0.34 150’000 51’000

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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