Most Active Warrants in Switzerland 26.04.2021 – AMS, 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 26.04.2021 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
CH1107972585 AMSKJB AMS AG 0.5 150’000 75’000
CH0556412200 ROZCJB Zur Rose Group AG 0.29 250’000 72’500
CH0591043580 ROSJJB Zur Rose Group AG 0.58 100’000 58’000
CH0506998159 CLNBAZ Clariant AG 0.29 200’000 58’000
CH0547552445 ROXLJB Zur Rose Group AG 0.67 80’000 53’600
CH0547546306 SRADJB Stadler Rail AG 0.33 100’000 33’000
CH0556412200 ROZCJB Zur Rose Group AG 0.28 100’000 28’000
CH0591503039 VUACJU VAT Group 0.52 50’000 26’000
CH0591506537 AQUTOU Autoneum Hldg. AG 0.51 50’000 25’500
CH0587056026 MRNMJB Moderna Inc. 0.24 100’000 24’000
CH0575018376 DUFDJB Dufry AG 0.59 40’000 23’600
CH0534144677 UBXNJB U-BLOX AG 0.11 200’000 22’000
CH0559909541 SIG8VU SIG Combibloc 1.01 20’000 20’200

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH1106763316 ASZWJB ASML Hldg. N.V. 0.38 45’000 17’100
CH0581499180 WTSACV Tesla Inc. 0.42 30’000 12’600
CH0547546199 FBJKJB Facebook Inc. 0.22 50’000 11’000
CH0581448435 WTSDKV Tesla Inc. 0.2 45’000 9’000
CH0556414719 TEVJJB Teva Pharmaceutical Industries Ltd. 0.18 50’000 9’000
CH0581528616 WTSFWV Tesla Inc. 0.195 45’000 8’775
CH0556417381 TSXQJB Tesla Inc. 0.73 10’000 7’300
CH1106761336 MSFOJB Microsoft Corp. 0.37 13’500 4’995

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0506997516 ROGAAZ Roche AG 1.23 99’000 121’770
CH0587057107 CSGAJB Credit Suisse Group AG 0.23 500’000 115’000
CH0419021222 WTROGU Roche AG 1.04 100’000 104’000
CH0419021222 WTROGU Roche AG 1.03 100’000 103’000
CH0587057107 CSGAJB Credit Suisse Group AG 0.2 500’000 100’000
CH0447805331 ROGCDZ Roche AG 0.25 325’000 81’250
CH0447805331 ROGCDZ Roche AG 0.24 325’000 78’000
CH0581557326 WGIACV Givaudan 0.77 100’000 77’000
CH0556411590 LHNLJB LafargeHolcim Ltd. 0.73 100’000 73’000
CH0506997516 ROGAAZ Roche AG 1.25 50’000 62’500
CH0447805331 ROGCDZ Roche AG 0.28 220’000 61’600
CH0591042400 SLHRJB Swiss Life Hldg. N 0.39 150’000 58’500
CH0581534457 WABARV ABB N 0.36 160’000 57’600
CH0532208904 WCSBGV Credit Suisse Group AG 0.55 100’000 55’000
CH0572102280 RHOGEU Roche AG 0.22 250’000 55’000
CH0532208904 WCSBGV Credit Suisse Group AG 0.54 100’000 54’000
CH0447805331 ROGCDZ Roche AG 0.27 200’000 54’000
CH0579461523 ROKGXU Roche AG 0.51 100’000 51’000
CH0447804193 ZURAJZ Zurich Insurance Group AG 0.06 850’000 51’000
CH0447805331 ROGCDZ Roche AG 0.25 200’000 50’000
CH0579461523 ROKGXU Roche AG 0.5 100’000 50’000
CH0447805331 ROGCDZ Roche AG 0.24 200’000 48’000
CH0447805331 ROGCDZ Roche AG 0.24 200’000 48’000
CH0510106294 UOROGU Roche AG 0.16 300’000 48’000
CH0591045619 SIKJJB Sika AG 0.46 100’000 46’000
CH0510106294 UOROGU Roche AG 0.15 300’000 45’000
CH0510106294 UOROGU Roche AG 0.15 300’000 45’000
CH0572102280 RHOGEU Roche AG 0.22 200’000 44’000
CH0512538965 WSLH7U Swiss Life Hldg. N 0.8 50’000 40’000
CH0457109095 WZUBYV Zurich Insurance Group AG 1.31 30’000 39’300

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0506990719 DAXBQZ DAX Index 0.68 72’000 48’960
CH0594858711 WSMGYV SMI 0.26 185’000 48’100
CH0594853126 WSMGPV SMI 0.31 150’000 46’500
CH0594853126 WSMGPV SMI 0.3 150’000 45’000
CH0594853126 WSMGPV SMI 0.3 150’000 45’000
CH0594853126 WSMGPV SMI 0.29 150’000 43’500
CH0581465165 WDAILV DAX Index 1.12 35’000 39’200

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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