Most Active Warrants in Switzerland 21.01.2021 – Zur Rose, Logitech, AMS, Temenos

As part of my algo collection I scan derivatives trades, in order to find unusual patterns and early indicators. Below are three lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland + Foreign Shares 3) Large Cap Switzerland 4) Index Warrants – all single trades by size 5) Market Share amd Total Turnover Value, from 21.01.2021. 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 + Foreign Shares Warrant Trades CHF >30’000.-

3) Large Cap Warrant Trades CHF >50’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0534139156 SLZIJB Swiss Life Hldg. N 1.95 150’000 292’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.95 150’000 292’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.95 150’000 292’500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.94 150’000 291’000
CH0591042616 ABBIJB ABB N 0.58 400’000 232’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.19 150’000 178’500
CH0556415823 SLHFJB Swiss Life Hldg. N 1.19 150’000 178’500
CH0457099098 WNEEVV Nestlé S.A. 0.26 500’000 130’000
CH0507004031 SIKAOZ Sika AG 0.39 300’000 117’000
CH0506997573 ROGBBZ Roche AG 0.35 300’000 105’000
CH0510107599 UTNMMU Zurich Insurance Group AG 0.99 100’000 99’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.31 40’000 92’400
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.91 75’000 68’250
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.91 75’000 68’250
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.9 75’000 67’500
CH0506987194 SLHAMZ Swiss Life Hldg. N 0.9 75’000 67’500
CH0419026890 UUCFRU Compagnie Financière Richemont SA 0.67 100’000 67’000
CH0556412929 UHRGJB Swatch Group I 1.2 50’000 60’000
CH0591042616 ABBIJB ABB N 0.58 100’000 58’000
CH0567410672 WZUBIV Zurich Insurance Group AG 0.145 400’000 58’000
CH0447805364 ROGCGZ Roche AG 0.28 200’000 56’000
CH0447805364 ROGCGZ Roche AG 0.29 180’000 52’200
CH0510106013 NOVWRU Novartis AG 0.51 100’000 51’000
CH0589946166 WINOVU Novartis AG 0.14 360’000 50’400
CH0589946166 WINOVU Novartis AG 0.14 360’000 50’400
CH0589946166 WINOVU Novartis AG 0.14 360’000 50’400

4) Index Warrants CHF >50’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0567387722 WDALEV DAX Index 1.8 200’000 360’000
CH0581528285 WSPDFV S&P 500 Index 5.03 25’000 125’750
CH0536632927 WDAVUV DAX Index 1.11 100’000 111’000
CH0461009109 WDACTV DAX Index 1.02 100’000 102’000
CH0510644989 WDAFUV DAX Index 1.09 50’000 54’500
CH0581477228 WSPCWV S&P 500 Index 2.6 20’000 52’000
CH0567387417 WDAJTV DAX Index 0.51 100’000 51’000
CH0567387417 WDAJTV DAX Index 0.5 100’000 50’000
CH0481065586 WINEFV Dow Jones Industrial Average Index 3.33 15’000 49’950
CH0553422426 WINAVV Dow Jones Industrial Average Index 0.56 75’000 42’000
CH0460984336 WSMI5V SMI 0.79 50’000 39’500
CH0553467942 WNAINV Nasdaq 100 Index 0.72 40’000 28’800
CH0536632919 WDAVTV DAX Index 1.84 15’000 27’600
CH0457090485 WSMMRV SMI 1.74 15’000 26’100
CH0559910291 SMIZ0U SMI 1.32 19’000 25’080
CH0506985008 SMICNZ SMI 2.27 10’000 22’700
CH0581476261 WSMCPV SMI 0.45 50’000 22’500
CH0581466288 WDAK7V DAX Index 0.71 31’000 22’010
CH0581466288 WDAK7V DAX Index 0.7 30’600 21’420
CH0471376928 WDAQ6V DAX Index 1.42 15’000 21’300
CH0559910432 SMIP2U SMI 0.71 30’000 21’300
CH0581466288 WDAK7V DAX Index 0.68 31’000 21’080
CH0471376928 WDAQ6V DAX Index 1.38 15’000 20’700
CH0520107985 WNAFOV Nasdaq 100 Index 3.83 5’000 19’150

5) Market Share and Turnover Total Value

Questions or feedback?

Feel free to write me at [email protected] or add a comment.

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