Again, as part of my algo collection, I also scan derivatives transactions from companies with unsual volumes in derivatives, in order to understand important activity and investor positioning. The two graphs below show the market activity on the company Idorsia AG warrants for the trade date 2020-12-01.

Also note that Idorsia saw large off-exchange activity 2020-12-01, actually third largest on that trade date.

Time	Symbol	ISIN	Issuer	Price	Volume	Last Trading Day
09:50:07	IDIANZ	CH0447803971	Zürcher Kantonalbank	0,001	10’000	18.12.2020
10:55:58	IDIAPZ	CH0447803989	Zürcher Kantonalbank	0,015	75’000	18.12.2020
11:03:29	IDIAPZ	CH0447803989	Zürcher Kantonalbank	0,015	125’000	18.12.2020
11:08:18	IDIAPZ	CH0447803989	Zürcher Kantonalbank	0,015	360’000	18.12.2020
11:55:44	IDIAPZ	CH0447803989	Zürcher Kantonalbank	0,015	600’000	18.12.2020
12:13:17	WIDAAV	CH0490481717	Bank Vontobel	0,01	5’000	18.12.2020
13:40:02	WIDBSV	CH0452160200	Bank Vontobel	0,31	1’000	18.12.2020
14:19:25	IDIUVU	CH0555096483	UBS	0,17	2’500	18.12.2020
14:48:17	IDPIWU	CH0550751256	UBS	0,02	10’000	19.03.2021
16:22:59	WIDA7V	CH0567335424	Bank Vontobel	0,41	3’000	18.06.2021

Questions or feedback?

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