Most Active Warrants in Switzerland 31.03.2021 – Credit Suisse, Dufry, Tecan, Helvetia

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 01.04.2021 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
CH0547549136 HEZBJB Helvetia Hldg. AG 0.37 300’000 111’000
CH0597673463 TECDJB Tecan Group AG 0.51 200’000 102’000
CH0556411319 TECMJB Tecan Group AG 0.29 250’000 72’500
CH0597674032 HELQJB Helvetia Hldg. AG 0.55 100’000 55’000
CH0520079457 WLOA5V Logitech International SA 5.12 10’000 51’200
CH0524980270 DUFCJB Dufry AG 0.2 250’000 50’000
CH0506995759 LOGARZ Logitech International SA 0.64 75’000 48’000
CH0597675120 BEAKJB Belimo Hldg. AG 0.94 50’000 47’000
CH0507005038 AMSACZ AMS AG 0.075 600’000 45’000
CH0579467538 SIAG0U SIG Combibloc 0.45 100’000 45’000
CH0547546470 FHZLJB Flughafen Zürich AG 0.22 200’000 44’000
CH0591046922 GAPPJB Galenica AG 0.22 200’000 44’000
CH0591046922 GAPPJB Galenica AG 0.22 200’000 44’000
CH0506995759 LOGARZ Logitech International SA 0.58 75’000 43’500
CH0524980270 DUFCJB Dufry AG 0.19 222’800 42’332
CH0597675120 BEAKJB Belimo Hldg. AG 0.82 50’000 41’000
CH0547549193 EFGUJB EFG International AG 0.2 200’000 40’000

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0581499180 WTSACV Tesla Inc. 0.34 100’000 34’000
CH0556418793 TSLDJB Tesla Inc. 0.65 50’000 32’500
CH0556414388 TSYWJB Tesla Inc. 0.14 100’000 14’000
CH0597673208 VOWLJB Volkswagen AG (Vz) 0.62 20’000 12’400
CH0581500342 WTSBJV Tesla Inc. 0.08 150’000 12’000
CH1106764215 ROWIJB Royal Dutch Shell Plc. (AMS) 0.21 50’000 10’500
CH0567406993 WBMARV Bayerische Motoren Werke AG 0.74 9’888 7’317
CH0587053304 BIDNJB Baidu Inc. 0.72 10’000 7’200

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0587057099 SLHDJB Swiss Life Hldg. N 0.95 150’000 142’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.95 150’000 142’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.95 150’000 142’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.95 150’000 142’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.92 150’000 138’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.92 150’000 138’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.91 150’000 136’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.91 150’000 136’500
CH0510626515 WABAEV ABB N 0.26 450’000 117’000
CH0532208904 WCSBGV Credit Suisse Group AG 0.76 150’000 114’000
CH0589941845 WQABBU ABB N 0.557 199’100 110’899
CH0419021222 WTROGU Roche AG 1.02 100’000 102’000
CH0419021222 WTROGU Roche AG 1.02 100’000 102’000
CH0589946414 ULROGU Roche AG 0.922 100’000 92’200
CH0404018399 ROGWZU Roche AG 0.46 200’000 92’000
CH0404018399 ROGWZU Roche AG 0.46 200’000 92’000
CH0404018399 ROGWZU Roche AG 0.44 200’000 88’000
CH0587054229 CSGTJB Credit Suisse Group AG 0.28 300’000 84’000
CH0461000538 WROBHV Roche AG 0.27 300’000 81’000
CH0461000538 WROBHV Roche AG 0.26 300’000 78’000
CH0432013628 UNSLHU Swiss Life Hldg. N 1.28 50’000 64’000
CH0432013628 UNSLHU Swiss Life Hldg. N 1.28 50’000 64’000
CH0432013628 UNSLHU Swiss Life Hldg. N 1.28 50’000 64’000
CH0432013628 UNSLHU Swiss Life Hldg. N 1.28 50’000 64’000
CH0432013628 UNSLHU Swiss Life Hldg. N 1.28 50’000 64’000
CH0457098215 WSRAQV Swiss RE AG 0.66 90’000 59’400
CH0457098215 WSRAQV Swiss RE AG 0.65 90’000 58’500
CH0553401206 WUBA3V UBS Group AG 0.22 260’000 57’200
CH0420773118 UKUBSU UBS Group AG 0.55 100’000 55’000
CH0567381428 WSICEV Sika AG 0.78 70’000 54’600
CH0553707214 ROVGWU Roche AG 0.215 240’000 51’600
CH0506995536 CSGADZ Credit Suisse Group AG 0.205 250’000 51’250
CH0547545340 SCMKJB Swisscom N 0.28 180’000 50’400
CH0520089829 WCSAMV Credit Suisse Group AG 0.235 200’000 47’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0510645036 WDAF0V DAX Index 3.49 70’000 244’300
CH0581528285 WSPDFV S&P 500 Index 4.42 25’000 110’500
CH0581528285 WSPDFV S&P 500 Index 4.39 25’000 109’750
CH0567351538 WNAD2V Nasdaq 100 Index 0.91 50’000 45’500
CH0596287695 DAXDNZ DAX Index 0.8 50’000 40’000
CH0594853126 WSMGPV SMI 0.26 150’000 39’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0506993663 XAUAUZ Gold 0.12 200’000 24’000
CH0553452860 WSIBOV Silver 0.055 100’000 5’500
CH0567358335 WSIBSV Silver 1.03 5’000 5’150

7) Market Share and Turnover Total Value

Questions or feedback?

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