Most Active Warrants in Switzerland 22.04.2021 – Credit Suisse, Swiss Life, Nestlé, Roche

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 22.04.2021 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
CH0506995759 LOGARZ Logitech International SA 0.87 75’000 65’250
CH0506998159 CLNBAZ Clariant AG 0.26 200’000 52’000
CH0555096616 LOGUUU Logitech International SA 0.85 60’000 51’000
CH0547545035 EMSLJB Ems-Chemie Hldg. AG 1.44 26’000 37’440
CH0575018806 SFSHJB SFS Group AG 0.37 100’000 37’000
CH0575018806 SFSHJB SFS Group AG 0.37 100’000 37’000
CH0575018806 SFSHJB SFS Group AG 0.37 100’000 37’000
CH0555096616 LOGUUU Logitech International SA 0.85 40’000 34’000
CH1106763720 FHZIJB Flughafen Zürich AG 0.53 60’000 31’800
CH0547548823 COTIJB Comet Hldg. AG 3.07 10’000 30’700
CH0547546306 SRADJB Stadler Rail AG 0.3 100’000 30’000
CH0547548823 COTIJB Comet Hldg. AG 2.96 10’000 29’600
CH0591046310 IFCSJB INFICON Hldg. AG 0.37 75’000 27’750
CH0589942785 LOGUWU Logitech International SA 0.54 44’000 23’760
CH0591506537 AQUTOU Autoneum Hldg. AG 0.47 50’000 23’500
CH0579461648 STQMIU Straumann Hldg. AG 1.11 20’000 22’200
CH0507001854 LOGBMZ Logitech International SA 1.96 11’000 21’560
CH0591043358 BOSAJB Bossard Hldg. AG I 2.15 10’000 21’500
CH0595204899 BAEVJB Julius Baer Group 0.21 100’000 21’000

3) Foreign Shares

ISIN Symbol Underlying Price 3 Volume Turnover
CH0597671814 SAPCJB SAP SE 0.48 150’000 72’000
CH0594948355 WNFALV Netflix Inc. 0.215 300’000 64’500
CH0547554052 TSLNJB Tesla Inc. 1.08 26’000 28’080
CH0556415641 TSXBJB Tesla Inc. 0.45 62’000 27’900
CH0567308421 WAMBXV Amazon.com Inc. 0.225 120’000 27’000
CH0567308421 WAMBXV Amazon.com Inc. 0.225 100’000 22’500
CH0567381444 WSAABV SAP SE 1.27 17’000 21’590
CH0594948355 WNFALV Netflix Inc. 0.23 90’000 20’700
CH0556420468 SAPYJB SAP SE 0.52 35’000 18’200
CH0556420450 SAPWJB SAP SE 0.36 50’000 18’000
CH0567308421 WAMBXV Amazon.com Inc. 0.225 80’000 18’000
CH1107970241 ASMCJB ASML Hldg. N.V. 0.26 50’000 13’000
CH0556420468 SAPYJB SAP SE 0.55 20’000 11’000

4) Large Cap Switzerland

ISIN Symbol Underlying Price 3 Volume Turnover
CH0594165224 RCOGYU Roche AG 0.45 300’000 135’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.82 150’000 123’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.82 150’000 123’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 150’000 120’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 150’000 120’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 150’000 120’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 150’000 120’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 150’000 120’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 150’000 120’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 150’000 120’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 150’000 120’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.8 150’000 120’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.79 150’000 118’500
CH0591045619 SIKJJB Sika AG 0.46 250’000 115’000
CH0556411590 LHNLJB LafargeHolcim Ltd. 0.74 150’000 111’000
CH0521941291 LONDWU Lonza Group N 1.1 100’000 110’000
CH0443832883 USNESU Nestlé S.A. 0.99 110’000 108’900
CH0447805331 ROGCDZ Roche AG 0.38 275’000 104’500
CH0415019220 LONWXU Lonza Group N 2.29 40’000 91’600
CH0512527851 WNES1U Nestlé S.A. 0.63 140’000 88’200
CH0556411590 LHNLJB LafargeHolcim Ltd. 0.69 125’000 86’250
CH0556418298 NESFJB Nestlé S.A. 0.28 300’000 84’000
CH0538468437 SREA2U Swiss RE AG 0.83 100’000 83’000
CH0556412267 LOZFJB Lonza Group N 0.41 200’000 82’000
CH0590004328 UBPS4U UBS Group AG 0.82 100’000 82’000
CH0572102272 RGOGEU Roche AG 0.27 300’000 81’000
CH0510105874 WWNESU Nestlé S.A. 0.4 200’000 80’000
CH0587057107 CSGAJB Credit Suisse Group AG 0.16 500’000 80’000
CH0447805331 ROGCDZ Roche AG 0.37 200’000 74’000
CH0447805356 ROGCFZ Roche AG 0.21 350’000 73’500
CH0447805356 ROGCFZ Roche AG 0.21 350’000 73’500
CH0447805356 ROGCFZ Roche AG 0.21 350’000 73’500
CH0532208904 WCSBGV Credit Suisse Group AG 0.48 150’000 72’000

5) Index Warrants

ISIN Symbol Underlying Price 3 Volume Turnover
CH0510645036 WDAF0V DAX Index 3.95 40’000 158’000
CH0594902121 WESCGV EURO STOXX 50 Index 0.45 100’000 45’000
CH0594927151 WSPAYV S&P 500 Index 2.93 15’000 43’950
CH0594858802 WDAH1V DAX Index 0.85 50’000 42’500
CH0510645036 WDAF0V DAX Index 3.95 10’000 39’500
CH0581465165 WDAILV DAX Index 1.11 34’000 37’740
CH0594858711 WSMGYV SMI 0.215 150’000 32’250
CH0594858711 WSMGYV SMI 0.2 150’000 30’000
CH0547547155 SMIBJB SMI 1.96 15’000 29’400
CH0594891605 WSMHXV SMI 0.27 100’000 27’000
CH0447798700 SMIJAZ SMI 1.53 15’000 22’950
CH0457090485 WSMMRV SMI 2.05 11’000 22’550
CH0507005525 DAXCCZ DAX Index 0.71 30’000 21’300
CH0510644435 WSMERV SMI 0.14 150’000 21’000
CH0507005285 SMIBCZ SMI 0.21 100’000 21’000
CH0507005434 DAXBCZ DAX Index 0.19 100’000 19’000
CH0447798734 SMIJDZ SMI 0.31 60’000 18’600

6) 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