Most Active Warrants in Switzerland 26.01.2021 – AMS, Temenos, Dufry, Logitech, Zur Rose, Comet

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 from 26.01.2021. 5) Market Share and Turnover Total Value . Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The three 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.-

ISIN Symbol Underlying Price Volume Turnover
CH0541557457 MFTM1U Microsoft Corp. 0.96 60’000 57’600
CH0553456408 WNOAYV Nokia OYJ 0.27 200’000 54’000
CH0563128963 AA3PJU Apple Inc. 0.86 45’000 38’700
CH0510508010 JNJJJB Johnson & Johnson 0.75 50’000 37’500
CH0585827386 MSYFAU Microsoft Corp. 0.29 100’000 29’000
CH0547549326 SAPAJB SAP SE 0.06 400’000 24’000
CH0567411530 WIBAHV IBM Corp. 0.27 80’000 21’600
CH0521599180 SAPIJB SAP SE 0.07 300’000 21’000
CH0510683276 WAAAEV Apple Inc. 1.9 10’000 19’000
CH0567407306 WSAAMV SAP SE 0.14 100’000 14’000
CH0528880112 SAPRJB SAP SE 0.27 50’000 13’500
CH0547552551 SAPKJB SAP SE 0.13 100’000 13’000
CH0547553591 BAYLJB Bayer AG 0.12 100’000 12’000
CH0521598828 JNJMJB Johnson & Johnson 0.62 18’000 11’160
CH0581499081 WAAATV Apple Inc. 0.37 30’000 11’100

3) Large Cap Warrant Trades CHF >60’000.-

ISIN Symbol Underlying Price Volume Turnover
CH0507210695 ROGTJB Roche AG 0.66 400’000 264’000
CH0521598091 ABBEJB ABB N 0.84 250’000 210’000
CH0591042616 ABBIJB ABB N 0.64 300’000 192’000
CH0591042616 ABBIJB ABB N 0.63 300’000 189’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.1 150’000 165’000
CH0556415823 SLHFJB Swiss Life Hldg. N 1.09 150’000 163’500
CH0556415823 SLHFJB Swiss Life Hldg. N 1.08 150’000 162’000
CH0447805356 ROGCFZ Roche AG 0.45 325’000 146’250
CH0589946448 UUROGU Roche AG 0.47 300’000 141’000
CH0447805356 ROGCFZ Roche AG 0.43 325’000 139’750
CH0447805356 ROGCFZ Roche AG 0.42 325’000 136’500
CH0447805356 ROGCFZ Roche AG 0.42 325’000 136’500
CH0447805356 ROGCFZ Roche AG 0.42 325’000 136’500
CH0591042616 ABBIJB ABB N 0.64 200’000 128’000
CH0591042616 ABBIJB ABB N 0.63 200’000 126’000
CH0507210695 ROGTJB Roche AG 0.61 200’000 122’000
CH0459014897 ROGUYU Roche AG 0.47 245’000 115’150
CH0589946455 UVROGU Roche AG 0.36 300’000 108’000
CH0589946455 UVROGU Roche AG 0.35 300’000 105’000
CH0589946455 UVROGU Roche AG 0.35 300’000 105’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.2 40’000 88’000
CH0521941614 ROGAWU Roche AG 0.285 300’000 85’500
CH0512538866 WNOV6U Novartis AG 0.53 150’000 79’500
CH0512538866 WNOV6U Novartis AG 0.5 150’000 75’000
CH0512538866 WNOV6U Novartis AG 0.5 150’000 75’000
CH0510689059 WSCACV Swisscom N 0.205 360’000 73’800
CH0422739935 WCZURU Zurich Insurance Group AG 0.67 100’000 67’000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.16 30’000 64’800

4) Index Warrants CHF >20’000.-

Symbol Underlying Price Volume Turnover
WDABRV DAX Index 1.9 170’000 323’000
WDALEV DAX Index 1.62 150’000 243’000
WSPDFV S&P 500 Index 5.1 25’000 127’500
WDACTV DAX Index 1.09 100’000 109’000
DAZOJB DAX Index 1.11 50’000 55’500
DAZFJB DAX Index 2.34 20’000 46’800
WDAF1V DAX Index 1.22 38’000 46’360
WDAFUV DAX Index 1.14 40’000 45’600
WDAF1V DAX Index 1.12 38’000 42’560
WDAGVV DAX Index 1.71 20’000 34’200
WSPA1V S&P 500 Index 0.85 40’000 34’000
WSMD4V SMI 0.7 40’000 28’000
WSMBHV SMI 1.08 25’000 27’000
WNIBXV Nikkei 225 Index 1.79 15’000 26’850
DAXADZ DAX Index 0.26 100’000 26’000
WDAFOV DAX Index 0.59 40’000 23’600
DABXGU DAX Index 0.47 50’000 23’500
DAXADZ DAX Index 0.23 100’000 23’000
WDAFWV DAX Index 1.08 20’000 21’600
WINCJV Dow Jones Industrial Average Index 0.105 200’000 21’000
WDANHV DAX Index 0.3 70’000 21’000
WNAFOV Nasdaq 100 Index 4.1 5’000 20’500
WDACHV DAX Index 3.38 6’000 20’280

5) Market Share and Turnover Total Value

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