Most Active Warrants in Switzerland 04.05.2021 – AMS, Dufry, 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 04.05.2021 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
CH1106762268 OEZGJB OC Oerlikon N 0.43 250’000 107’500
CH0534142218 AMSZJB AMS AG 1.69 35’000 59’150
CH0506989901 AMSDMZ AMS AG 0.33 175’000 57’750
CH0507006242 DUFBHZ Dufry AG 0.56 100’000 56’000
CH0507006242 DUFBHZ Dufry AG 0.55 100’000 55’000
CH0507006242 DUFBHZ Dufry AG 0.55 100’000 55’000
CH1106764868 SWOQJB SoftwareONE Hldg. 0.27 200’000 54’000
CH0506995759 LOGARZ Logitech International SA 0.53 100’000 53’000
CH0506995759 LOGARZ Logitech International SA 0.53 100’000 53’000
CH0506989901 AMSDMZ AMS AG 0.35 150’000 52’500
CH0547552445 ROXLJB Zur Rose Group AG 0.21 250’000 52’500
CH0506995759 LOGARZ Logitech International SA 0.5 100’000 50’000
CH0547552445 ROXLJB Zur Rose Group AG 0.2 250’000 50’000
CH0507005046 AMSADZ AMS AG 0.15 300’000 45’000
CH0507005046 AMSADZ AMS AG 0.15 300’000 45’000
CH0556412051 SRAVJB Stadler Rail AG 0.67 65’000 43’550

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0534125536 SAZGJB Sanofi S.A. 0.63 100’000 63’000
CH0556418835 VOWJJB Volkswagen AG (Vz) 1.211 50’000 60’550
CH0596004223 FPUUMU Total S.A. 0.24 100’000 24’000
CH0581568901 WNOATV Nokia OYJ 0.2 90’000 18’000
CH0581445662 WBADXV Boeing Co. 0.23 75’000 17’250
CH0581528616 WTSFWV Tesla Inc. 0.27 60’000 16’200
CH0566994890 TESWCU Tesla Inc. 0.463 30’000 13’890
CH0597672069 MUVNJB Münchener Rückversicherung AG 0.18 75’000 13’500

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0547545381 LONTJB Lonza Group N 0.83 150’000 124’500
CH0547545381 LONTJB Lonza Group N 0.83 150’000 124’500
CH0587056695 SIKAJB Sika AG 0.48 250’000 120’000
CH0587056810 GEBDJB Geberit AG 0.42 250’000 105’000
CH0589946414 ULROGU Roche AG 0.858 100’000 85’800
CH0587057099 SLHDJB Swiss Life Hldg. N 0.82 100’000 82’000
CH0579463834 CSWGIU Credit Suisse Group AG 0.23 300’000 69’000
CH0506991600 LONBGZ Lonza Group N 0.33 200’000 66’000
CH0506991600 LONBGZ Lonza Group N 0.33 200’000 66’000
CH0506991600 LONBGZ Lonza Group N 0.32 200’000 64’000
CH0447805331 ROGCDZ Roche AG 0.14 450’000 63’000
CH0589941787 ABBWLU ABB N 0.286 200’000 57’200
CH0581534457 WABARV ABB N 0.35 160’000 56’000
CH0457098215 WSRAQV Swiss RE AG 0.46 120’000 55’200
CH0596289840 CSGBUZ Credit Suisse Group AG 0.2 275’000 55’000
CH0589943064 WSUHRU Swatch Group I 0.78 70’000 54’600
CH0589943064 WSUHRU Swatch Group I 0.78 70’000 54’600
CH0506997516 ROGAAZ Roche AG 1.08 50’000 54’000
CH0457098215 WSRAQV Swiss RE AG 0.42 120’000 50’400

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0594927151 WSPAYV S&P 500 Index 3.05 42’000 128’100
CH0510645036 WDAF0V DAX Index 3.57 30’000 107’100
CH0581478861 WNAEZV Nasdaq 100 Index 0.78 100’000 78’000
CH0581526776 WDALRV DAX Index 1.5 50’000 75’000
CH0567350993 WDADDV DAX Index 0.68 100’000 68’000
CH0567350993 WDADDV DAX Index 0.65 100’000 65’000
CH0567351538 WNAD2V Nasdaq 100 Index 0.64 100’000 64’000
CH0567350993 WDADDV DAX Index 0.6 100’000 60’000
CH0594927151 WSPAYV S&P 500 Index 3 18’000 54’000
CH0594891589 WSMHVV SMI 0.36 150’000 54’000
CH0510644450 WSMETV SMI 0.36 150’000 54’000
CH0547547155 SMIBJB SMI 1.8 30’000 54’000
CH0547547155 SMIBJB SMI 1.79 30’000 53’700
CH0594891589 WSMHVV SMI 0.35 150’000 52’500
CH0594956838 WSPDCV S&P 500 Index 3.42 15’000 51’300
CH0581476329 WSMDEV SMI 1.12 45’000 50’400

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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