Most Active Warrants in Switzerland 24.03.2021 – Dufry, AMS, Zur Rose, Comet

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 24.03.2021 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 3 Volume Turnover
CH0547552445 ROXLJB Zur Rose Group AG 0.97 200’000 194’000
CH0534143547 AMYHJB AMS AG 0.666 200’000 133’200
CH0507003801 STMAMZ Straumann Hldg. AG 1 75’000 75’000
CH0587054369 COTUJB Comet Hldg. AG 0.928 75’000 69’600
CH0591046864 ROXPJB Zur Rose Group AG 0.64 100’000 64’000
CH0587057578 FHZEJB Flughafen Zürich AG 0.51 120’000 61’200
CH0507005087 AMSAHZ AMS AG 0.31 175’000 54’250
CH0507006242 DUFBHZ Dufry AG 0.68 75’000 51’000
CH0506987699 DUFAPZ Dufry AG 1.01 50’000 50’500
CH0506998472 TEMAQZ Temenos AG 0.46 100’000 46’000
CH0547548823 COTIJB Comet Hldg. AG 2.27 20’000 45’400
CH0547546470 FHZLJB Flughafen Zürich AG 0.22 200’000 44’000
CH0587057354 DUFFJB Dufry AG 0.83 50’000 41’500
CH0591045171 VACMJB VAT Group 0.77 50’000 38’500

3) Foreign Shares

ISIN Symbol Underlying Price 3 Volume Turnover
CH0510655639 WBAB8V Alibaba Group Hldg. 0.25 200’000 50’000
CH0594895820 WVOASV Volkswagen AG (Vz) 0.34 100’000 34’000
CH0556417381 TSXQJB Tesla Inc. 0.63 50’000 31’500
CH0553382612 WTSASV Tesla Inc. 3.52 5’000 17’600
CH0556413307 VOWMJB Volkswagen AG (Vz) 1.17 15’000 17’550
CH0591043093 ASMOJB ASML Hldg. N.V. 0.31 50’000 15’500
CH0581445720 WBAD4V Boeing Co. 0.29 50’000 14’500
CH0556417381 TSXQJB Tesla Inc. 0.61 20’000 12’200

4) Large Cap Switzerland

ISIN Symbol Underlying Price 3 Volume Turnover
CH0316188637 ABBMGU ABB N 1.54 5’052’590 7’780’989
CH0316188637 ABBMGU ABB N 1.54 5’052’590 7’780’989
CH0524980353 UHRTJB Swatch Group I 0.92 200’000 184’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.05 150’000 157’500
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.03 150’000 154’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.77 200’000 154’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.76 200’000 152’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.75 200’000 150’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.75 200’000 150’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.13 100’000 113’000
CH0532208904 WCSBGV Credit Suisse Group AG 1.12 100’000 112’000
CH0589941845 WQABBU ABB N 0.552 200’000 110’400
CH0589941845 WQABBU ABB N 0.55 200’000 110’000
CH0589941845 WQABBU ABB N 0.549 200’000 109’800
CH0589941845 WQABBU ABB N 0.547 200’000 109’400
CH0589941852 ABRUAU ABB N 0.444 200’000 88’800
CH0589946414 ULROGU Roche AG 0.887 100’000 88’700
CH0404018225 UFNESU Nestlé S.A. 0.87 100’000 87’000
CH0591500878 APBBCU ABB N 0.43 200’000 86’000
CH0591500878 APBBCU ABB N 0.43 200’000 86’000
CH0591500878 APBBCU ABB N 0.422 200’000 84’400
CH0591500878 APBBCU ABB N 0.41 200’000 82’000
CH0591500878 APBBCU ABB N 0.41 200’000 82’000
CH0547549060 SLHUJB Swiss Life Hldg. N 0.76 100’000 76’000
CH0510105858 UWNESU Nestlé S.A. 0.73 100’000 73’000
CH0547549060 SLHUJB Swiss Life Hldg. N 0.72 100’000 72’000
CH0447805331 ROGCDZ Roche AG 0.33 200’000 66’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0447805331 ROGCDZ Roche AG 0.31 200’000 62’000
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.59 100’000 59’000
CH0457098215 WSRAQV Swiss RE AG 0.64 90’000 57’600
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.57 100’000 57’000
CH0404018589 ZUAUAU Zurich Insurance Group AG 0.57 100’000 57’000
CH0419030223 WJNESU Nestlé S.A. 1.02 50’000 51’000
CH0579464931 LH0N8U LafargeHolcim Ltd. 0.22 230’000 50’600

5) Index Warrants

ISIN Symbol Underlying Price 3 Volume Turnover
CH0581528285 WSPDFV S&P 500 Index 4.68 35’000 163’800
CH0594902154 WESCJV EURO STOXX 50 Index 1.22 75’000 91’500
CH0581476329 WSMDEV SMI 1.28 65’000 83’200
CH0547547155 SMIBJB SMI 1.71 25’000 42’750

6) Commodities

ISIN Symbol Underlying Price 3 Volume Turnover
CH0510643320 WGODYV Gold 0.38 100’000 38’000
CH0553452860 WSIBOV Silver 0.1 100’000 10’000
CH0506993572 XAGASZ Silver 0.33 20’000 6’600

7) Market Share and Turnover Total Value

Questions or feedback?

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