Most Active Warrants in Switzerland 09.04.2021 – VAT Group, AMS

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 09.04.2021 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
CH1106762532 AMXOJB AMS AG 0.61 200’000 122’000
CH1106762268 OEZGJB OC Oerlikon N 0.48 200’000 96’000
CH0595204980 VAZBJB VAT Group 0.67 100’000 67’000
CH0595204980 VAZBJB VAT Group 0.66 100’000 66’000
CH0507003744 TEMAIZ Temenos AG 0.39 150’000 58’500
CH0587057479 BSLGJB Basilea Pharmaceutica AG 0.225 200’000 45’000
CH0556416003 VIFBJB Vifor Pharma AG 0.4 100’000 40’000
CH0556413125 BSLCJB Basilea Pharmaceutica AG 0.17 200’000 34’000
CH0579463958 DUWF6U Dufry AG 1.29 25’000 32’250
CH0534144826 BOBLJB Bobst Group S.A. 0.315 100’000 31’500

3) Foreign Shares

ISIN Symbol Underlying Price Volume Turnover
CH0553393023 WBAANV Alibaba Group Hldg. 0.195 500’000 97’500
CH0510655639 WBAB8V Alibaba Group Hldg. 0.155 300’000 46’500
CH0581499073 WAAAOV Apple Inc. 0.185 200’000 37’000
CH0567308413 WAMBSV Amazon.com Inc. 0.16 200’000 32’000
CH0581499099 WAAA2V Apple Inc. 0.135 200’000 27’000
CH0581499099 WAAA2V Apple Inc. 0.13 190’000 24’700
CH0540668966 AZNB3U Amazon.com Inc. 1.8 10’000 18’000
CH0599752083 TXSLJU Tesla Inc. 0.51 30’000 15’300
CH1101830466 GOZMJB Alphabet Inc. (A) 0.64 20’000 12’800
CH0553382471 WAAAAV Apple Inc. 0.5 25’000 12’500
CH0541557614 MFTG2U Microsoft Corp. 0.77 15’000 11’550

4) Large Cap Switzerland

ISIN Symbol Underlying Price Volume Turnover
CH0419030173 WENESU Nestlé S.A. 1.25 200’000 250’000
CH0419030322 WTNESU Nestlé S.A. 1.17 200’000 234’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.26 150’000 189’000
CH0506998845 SLHAXZ Swiss Life Hldg. N 1.24 150’000 186’000
CH0579466464 NEISVU Nestlé S.A. 0.78 200’000 156’000
CH0587057099 SLHDJB Swiss Life Hldg. N 0.95 150’000 142’500
CH0587057099 SLHDJB Swiss Life Hldg. N 0.94 150’000 141’000
CH0419026569 WXROGU Roche AG 1.52 85’000 129’200
CH0415019220 LONWXU Lonza Group N 2.18 50’000 109’000
CH0521941291 LONDWU Lonza Group N 1.02 100’000 102’000
CH0589941852 ABRUAU ABB N 0.491 200’000 98’200
CH0512546182 ZURNAU Zurich Insurance Group AG 0.32 300’000 96’000
CH0512546182 ZURNAU Zurich Insurance Group AG 0.32 300’000 96’000
CH0404018399 ROGWZU Roche AG 0.46 200’000 92’000
CH0461000538 WROBHV Roche AG 0.27 300’000 81’000
CH0461000538 WROBHV Roche AG 0.27 300’000 81’000
CH0461000538 WROBHV Roche AG 0.26 300’000 78’000
CH0425584577 UBSUZU UBS Group AG 0.39 175’000 68’250
CH0532208904 WCSBGV Credit Suisse Group AG 0.65 100’000 65’000
CH0506997672 LONACZ Lonza Group N 0.63 100’000 63’000
CH0589941787 ABBWLU ABB N 0.312 200’000 62’400
CH0510105908 NETUAU Nestlé S.A. 0.72 84’000 60’480
CH0589946109 WBNOVU Novartis AG 0.3 200’000 60’000
CH0419030322 WTNESU Nestlé S.A. 1.18 50’000 59’000
CH0589942850 NESUKU Nestlé S.A. 0.56 100’000 56’000
CH0512539211 WZUR5U Zurich Insurance Group AG 0.93 60’000 55’800
CH0534146334 CSGBJB Credit Suisse Group AG 0.55 100’000 55’000
CH0506995536 CSGADZ Credit Suisse Group AG 0.11 500’000 55’000
CH0591042400 SLHRJB Swiss Life Hldg. N 0.54 100’000 54’000
CH0447804193 ZURAJZ Zurich Insurance Group AG 0.125 425’000 53’125
CH0461000538 WROBHV Roche AG 0.26 200’000 52’000
CH0589946166 WINOVU Novartis AG 0.13 390’000 50’700
CH0521941291 LONDWU Lonza Group N 1.01 50’000 50’500
CH0465053517 NEGUAU Nestlé S.A. 0.28 170’000 47’600

5) Index Warrants

ISIN Symbol Underlying Price Volume Turnover
CH0567350993 WDADDV DAX Index 0.54 350’000 189’000
CH0594852748 WSPDPV S&P 500 Index 1.5 62’823 94’235
CH0581478465 WINCGV Dow Jones Industrial Average Index 1.55 50’000 77’500
CH0581528285 WSPDFV S&P 500 Index 3.76 20’000 75’200
CH0447798726 SMIJCZ SMI 0.64 100’000 64’000
CH0506985024 SMIDDZ SMI 1.81 35’000 63’350
CH0457090485 WSMMRV SMI 1.97 25’000 49’250
CH0547547155 SMIBJB SMI 1.89 25’000 47’250

6) Market Share and Turnover Total Value

Questions or feedback?

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