Most Active Warrants in Switzerland 01.04.2021 – Credit Suisse, VAT Group, AMS, Dufry, Tecan, EFG

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
CH0575019184 VACGJB VAT Group 1.92 150’000 288’000
CH0575019184 VACGJB VAT Group 2.08 75’000 156’000
CH0575019184 VACGJB VAT Group 2.05 75’000 153’750
CH0597673463 TECDJB Tecan Group AG 0.53 200’000 106’000
CH0591044067 HELBJB Helvetia Hldg. AG 0.67 100’000 67’000
CH0587055531 AMXDJB AMS AG 0.62 100’000 62’000
CH0547549193 EFGUJB EFG International AG 0.27 200’000 54’000
CH0506998472 TEMAQZ Temenos AG 0.43 125’000 53’750
CH0506998472 TEMAQZ Temenos AG 0.43 125’000 53’750
CH0591509523 LCOGTU Logitech International SA 0.47 110’000 51’700
CH0591509523 LCOGTU Logitech International SA 0.47 110’000 51’700
CH0556418496 AMSEJB AMS AG 0.65 75’000 48’750
CH0524980270 DUFCJB Dufry AG 0.19 250’000 47’500
CH0547549193 EFGUJB EFG International AG 0.27 150’000 40’500
CH0506996328 AMSBIZ AMS AG 0.2 200’000 40’000
CH0556412051 SRAVJB Stadler Rail AG 0.61 65’000 39’650

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0556421177 SAZCJB SAP SE 0.46 150’000 69’000
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.46 80’000 36’800
CH0581528319 WTSECV Tesla Inc. 0.48 60’000 28’800
CH0553481471 WTSFOV Tesla Inc. 0.09 300’000 27’000
CH0566994890 TESWCU Tesla Inc. 0.5 50’000 25’000
CH0547545944 NVDZJB Nvidia Corp. 0.42 40’000 16’800
CH0594895820 WVOASV Volkswagen AG (Vz) 0.46 35’500 16’330
CH0521599032 BIDLJB Baidu Inc. 1.03 13’180 13’575
CH0567407298 WSAAJV SAP SE 0.26 50’000 13’000
CH0507007372 TSLBAZ Tesla Inc. 0.26 50’000 13’000
CH0521599032 BIDLJB Baidu Inc. 0.98 13’180 12’916
CH1106764082 SAZKJB Sanofi S.A. 0.29 40’000 11’600
CH0545071489 WLHB5V Deutsche Lufthansa AG 0.38 27’000 10’260
CH0566994890 TESWCU Tesla Inc. 0.51 20’000 10’200

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0591042616 ABBIJB ABB N 1.06 150’000 159’000
CH0591042616 ABBIJB ABB N 1.03 150’000 154’500
CH0591042616 ABBIJB ABB N 1.04 140’000 145’600
CH0587057099 SLHDJB Swiss Life Hldg. N 0.92 150’000 138’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.9 150’000 135’000
CH0532208904 WCSBGV Credit Suisse Group AG 0.79 156’500 123’635
CH0404018399 ROGWZU Roche AG 0.46 200’000 92’000
CH0579469104 LH1NPU LafargeHolcim Ltd. 0.89 100’000 89’000
CH0404018399 ROGWZU Roche AG 0.44 200’000 88’000
CH0587055200 SCMQJB Swisscom N 0.39 200’000 78’000
CH0461000538 WROBHV Roche AG 0.26 300’000 78’000
CH0461000538 WROBHV Roche AG 0.25 300’000 75’000
CH0512546182 ZURNAU Zurich Insurance Group AG 0.37 200’000 74’000
CH0461000538 WROBHV Roche AG 0.25 250’000 62’500
CH0567381428 WSICEV Sika AG 0.83 70’000 58’100
CH0567381428 WSICEV Sika AG 0.82 70’000 57’400
CH0567381428 WSICEV Sika AG 0.82 70’000 57’400
CH0506996120 PGHAWZ Partners Group Hldg. AG 0.45 100’000 45’000

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0581528285 WSPDFV S&P 500 Index 4.27 35’000 149’450
CH0581528285 WSPDFV S&P 500 Index 4.22 35’000 147’700
CH0594919091 WDAMAV DAX Index 0.73 100’000 73’000
CH0547547155 SMIBJB SMI 1.75 40’000 70’000
CH0589990750 RUSMIU SMI 0.19 300’000 57’000
CH0581526776 WDALRV DAX Index 1.42 40’000 56’800
CH0567351538 WNAD2V Nasdaq 100 Index 0.8 60’000 48’000
CH0594853126 WSMGPV SMI 0.26 150’000 39’000

6) Commodities

ISIN Symbol Underlying Price Volume Turnover
CH0581480917 WGOBLV Gold 0.29 50’000 14’500
CH0545013598 WSIAXV Silver 2.39 2’000 4’780
CH0506993507 XAGAIZ Silver 0.11 41’000 4’510
CH0506993663 XAUAUZ Gold 0.14 30’000 4’200
CH0581556849 WCOA0V ICE Brent Crude Oil Future SEP 11 0.175 20’000 3’500

7) Market Share and Turnover Total Value

Questions or feedback?

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