Most Active Warrants in Switzerland 23.02.2021 – Dufry, AMS, Zur Rose, Kühne & Nagel

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 23.02.2021 6) Commodities 7) 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

3) Foreign Shares

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0288196535 ABBMXC ABB N 1.309 200’000 261’800
CH0534146292 SLHGJB Swiss Life Hldg. N 1.53 150’000 229’500
CH0534146292 SLHGJB Swiss Life Hldg. N 1.52 150’000 228’000
CH0587055416 SLHTJB Swiss Life Hldg. N 1.04 150’000 156’000
CH0587055416 SLHTJB Swiss Life Hldg. N 1.04 150’000 156’000
CH0587055416 SLHTJB Swiss Life Hldg. N 1.03 150’000 154’500
CH0587055416 SLHTJB Swiss Life Hldg. N 1.03 150’000 154’500
CH0547549060 SLHUJB Swiss Life Hldg. N 0.77 200’000 154’000
CH0547549060 SLHUJB Swiss Life Hldg. N 0.76 200’000 152’000
CH0506991600 LONBGZ Lonza Group N 0.75 200’000 150’000
CH0506991600 LONBGZ Lonza Group N 0.8 175’000 140’000
CH0547548427 LHNNJB LafargeHolcim Ltd. 0.67 200’000 134’000
CH0507004031 SIKAOZ Sika AG 0.35 325’000 113’750
CH0531809637 ZURWVU Zurich Insurance Group AG 2.29 40’000 91’600
CH0531809637 ZURWVU Zurich Insurance Group AG 2.27 40’000 90’800
CH0531809637 ZURWVU Zurich Insurance Group AG 2.25 40’000 90’000
CH0457098991 WCSF5V Credit Suisse Group AG 0.35 250’000 87’500
CH0547548419 LHNMJB LafargeHolcim Ltd. 0.7 100’000 70’000
CH0506992244 SIKAEZ Sika AG 0.64 100’000 64’000
CH0507004031 SIKAOZ Sika AG 0.35 175’000 61’250
CH0419030322 WTNESU Nestlé S.A. 0.74 75’000 55’500
CH0506991600 LONBGZ Lonza Group N 0.8 65’000 52’000
CH0531805700 ROGM1U Roche AG 0.12 420’000 50’400
CH0553707214 ROVGWU Roche AG 0.186 270’000 50’220
CH0461000538 WROBHV Roche AG 0.25 200’000 50’000
CH0587054682 NESOJB Nestlé S.A. 0.1 500’000 50’000
CH0587054682 NESOJB Nestlé S.A. 0.1 500’000 50’000
CH0581500839 WABAGV ABB N 0.12 400’000 48’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0510645051 WDAF2V DAX Index 1.12 100’000 112’000
CH0481036801 WSMGHV SMI 1.15 95’000 109’250
CH0461009109 WDACTV DAX Index 1.08 100’000 108’000
CH0567351538 WNAD2V Nasdaq 100 Index 1.3 80’000 104’000
CH0447798692 SMIIZZ SMI 0.6 120’000 72’000
CH0447798692 SMIIZZ SMI 0.58 120’000 69’600
CH0581476733 WDAFOV DAX Index 0.46 150’000 69’000
CH0581476733 WDAFOV DAX Index 0.46 150’000 69’000
CH0536632927 WDAVUV DAX Index 0.59 100’000 59’000
CH0447798692 SMIIZZ SMI 0.58 100’000 58’000
CH0545047042 WDAL3V DAX Index 0.19 300’000 57’000
CH0510645044 WDAF1V DAX Index 1.02 55’000 56’100
CH0447798692 SMIIZZ SMI 0.53 100’000 53’000
CH0510644989 WDAFUV DAX Index 1.06 50’000 53’000
CH0510645044 WDAF1V DAX Index 0.95 55’000 52’250
CH0536632927 WDAVUV DAX Index 0.58 90’000 52’200
CH0510644369 WSMEBV SMI 0.91 50’000 45’500
CH0520106805 WSMBEV SMI 1.42 32’000 45’440
CH0447798692 SMIIZZ SMI 0.53 75’000 39’750

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0545013689 WPLABV Platinum 1.27 30’000 38’100
CH0510643346 WGOD2V Gold 0.17 150’000 25’500
CH0567358335 WSIBSV Silver 2.23 6’500 14’495
CH0581500870 WGOB7V Barrick Gold Corp. 0.26 40’000 10’400
CH0506994273 XAGBTZ Silver 0.065 150’000 9’750
CH0506993507 XAGAIZ Silver 0.37 25’000 9’250
CH0506994273 XAGBTZ Silver 0.06 150’000 9’000
CH0510643015 WSICHV Silver 3.71 2’000 7’420
CH0510643015 WSICHV Silver 3.7 2’000 7’400
CH0506993580 XAGATZ Silver 0.28 25’000 7’000

7) Market Share and Turnover Total Value

Questions or feedback?

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

Be the first to comment on "Most Active Warrants in Switzerland 23.02.2021 – Dufry, AMS, Zur Rose, Kühne & Nagel"

Leave a comment

Your email address will not be published.


*