Most Active Warrants in Switzerland 29.01.2021 – Zur Rose, AMS, Komax

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 30.01.2021 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
CH0553414175 WLOCMV Logitech International SA 0.57 200000 114000
CH0534142036 AMSRJB AMS AG 2.73 40000 109200
CH0547549599 OEREJB OC Oerlikon N 0.5 200000 100000
CH0547549599 OEREJB OC Oerlikon N 0.5 200000 100000
CH0547551223 ROXAJB Zur Rose Group AG 1.895 50000 94750
CH0547551199 ROZRJB Zur Rose Group AG 2.15 33000 70950
CH0534146359 CMBEJB Cembra Money Bank 0.46 150000 69000
CH0547551025 SFSOJB SFS Group AG 0.68 100000 68000
CH0553391787 WSOAHV Sonova Hldg. AG 0.67 100000 67000
CH0547547700 SFSFJB SFS Group AG 0.44 150000 66000
CH0506989273 BAEAEZ Julius Baer Group 0.83 75000 62250
CH0547551025 SFSOJB SFS Group AG 0.62 100000 62000
CH0534142267 HUBQJB Huber+Suhner AG 0.578 100000 57800
CH0534142267 HUBQJB Huber+Suhner AG 0.559 100000 55900
CH0567412058 WLOB0V Logitech International SA 0.53 100000 53000
CH0572102090 KVOMCU Komax AG 0.67 75000 50250

3) Foreign Shares

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0587053965 CFRRJB Compagnie Financière Richemont SA 0.94 300000 282000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.72 150000 258000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.7 150000 255000
CH0534139156 SLZIJB Swiss Life Hldg. N 1.69 150000 253500
CH0534139156 SLZIJB Swiss Life Hldg. N 1.68 150000 252000
CH0591042616 ABBIJB ABB N 0.62 300000 186000
CH0507210695 ROGTJB Roche AG 0.439 400000 175600
CH0550749508 UBWSYU UBS Group AG 0.82 200000 164000
CH0550749508 UBWSYU UBS Group AG 0.81 200000 162000
CH0556415823 SLHFJB Swiss Life Hldg. N 0.92 150000 138000
CH0556415823 SLHFJB Swiss Life Hldg. N 0.92 150000 138000
CH0506991600 LONBGZ Lonza Group N 0.72 190000 136800
CH0419030314 WSNESU Nestlé S.A. 1.27 100000 127000
CH0419030314 WSNESU Nestlé S.A. 1.26 100000 126000
CH0507004031 SIKAOZ Sika AG 0.36 300000 108000
CH0512546174 UBSGAU UBS Group AG 0.5 200000 100000
CH0512538866 WNOV6U Novartis AG 0.45 200000 90000
CH0419030322 WTNESU Nestlé S.A. 0.88 100000 88000
CH0420769652 WCCSGU Credit Suisse Group AG 0.28 300000 84000
CH0531809637 ZURWVU Zurich Insurance Group AG 2.07 40000 82800
CH0512539096 WUBS2U UBS Group AG 0.41 200000 82000
CH0512539096 WUBS2U UBS Group AG 0.4 200000 80000
CH0587055226 LONDJB Lonza Group N 0.43 170000 73100
CH0507004031 SIKAOZ Sika AG 0.36 200000 72000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0510644989 WDAFUV DAX Index 1.52 300000 456000
CH0556413885 SPWAJB S&P 500 Index 3.46 100000 346000
CH0536583385 WDABRV DAX Index 1.54 200000 308000
CH0556413877 SPYWJB S&P 500 Index 2.66 100000 266000
CH0567387722 WDALEV DAX Index 1.25 170000 212500
CH0481065537 WINA1V Dow Jones Industrial Average Index 0.69 300000 207000
CH0556415005 SPWDJB S&P 500 Index 1.29 150000 193500
CH0587053478 SPWLJB S&P 500 Index 0.905 200000 181000
CH0553391969 WSPAZV S&P 500 Index 1.61 110000 177100
CH0510644906 WDADMV DAX Index 0.75 200000 150000
CH0510644906 WDADMV DAX Index 0.74 200000 148000
CH0506993028 SMIDAZ SMI 0.19 650000 123500
CH0481036801 WSMGHV SMI 1.2 100000 120000
CH0556413810 SPXTJB S&P 500 Index 0.55 200000 110000
CH0510644369 WSMEBV SMI 1 100000 100000
CH0567387417 WDAJTV DAX Index 0.31 300000 93000
CH0510644385 WSMEFV SMI 0.85 100000 85000
CH0567387722 WDALEV DAX Index 1.21 70000 84700
CH0510644385 WSMEFV SMI 0.83 100000 83000
CH0510644385 WSMEFV SMI 0.81 100000 81000
CH0510644385 WSMEFV SMI 0.8 100000 80000
CH0481065602 WINEIV Dow Jones Industrial Average Index 0.77 100000 77000

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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