As part of my algo collection I also scan derivatives trades, in order to find unusual patterns and early indicators. This is the list of single trades by size from 09.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The three stocks highlighted in the headline are from the Swiss Small & Mid Cap space I focus most attention on.
Small & Mid Cap + Foreign Shares Warrant Trades CHF >30’000.-
Symbol | Underlying | Price | Volume | Turnover | Issuer |
ARBHJB | AFG Arbonia-Forster-Hldg. AG | 0.25 | 616’000 | 154’000 | Bank Julius Bär |
VIFATZ | Vifor Pharma AG | 1.51 | 75’000 | 113’250 | Zürcher Kantonalbank |
WTSANV | Tesla Inc. | 0.84 | 100’000 | 84’000 | Bank Vontobel |
DUZGJB | Dufry AG | 0.36 | 230’000 | 82’800 | Bank Julius Bär |
CLNRJB | Clariant AG | 0.63 | 125’000 | 78’750 | Bank Julius Bär |
CLNRJB | Clariant AG | 0.63 | 125’000 | 78’750 | Bank Julius Bär |
ARBHJB | AFG Arbonia-Forster-Hldg. AG | 0.25 | 275’000 | 68’750 | Bank Julius Bär |
BOSWJB | Bossard Hldg. AG I | 0.43 | 150’000 | 64’500 | Bank Julius Bär |
VOWJJB | Volkswagen AG (Vz) | 0.4 | 150’000 | 60’000 | Bank Julius Bär |
TEMAUZ | Temenos AG | 0.59 | 100’000 | 59’000 | Zürcher Kantonalbank |
TEMAUZ | Temenos AG | 0.59 | 100’000 | 59’000 | Zürcher Kantonalbank |
BOSWJB | Bossard Hldg. AG I | 0.39 | 150’000 | 58’500 | Bank Julius Bär |
LOGGJB | Logitech International SA | 1.09 | 53’000 | 57’770 | Bank Julius Bär |
CLNBCZ | Clariant AG | 0.32 | 175’000 | 56’000 | Zürcher Kantonalbank |
WAMBLV | AMS AG | 0.27 | 200’000 | 54’000 | Bank Vontobel |
TEMAQZ | Temenos AG | 0.26 | 200’000 | 52’000 | Zürcher Kantonalbank |
RIZCJB | Rieter Hldg. AG | 0.46 | 100’000 | 46’000 | Bank Julius Bär |
BEAKJB | Belimo Hldg. AG | 0.88 | 50’000 | 44’000 | Bank Julius Bär |
BEAKJB | Belimo Hldg. AG | 0.86 | 50’000 | 43’000 | Bank Julius Bär |
BEAKJB | Belimo Hldg. AG | 0.86 | 50’000 | 43’000 | Bank Julius Bär |
BEAKJB | Belimo Hldg. AG | 0.85 | 50’000 | 42’500 | Bank Julius Bär |
BEAKJB | Belimo Hldg. AG | 0.84 | 50’000 | 42’000 | Bank Julius Bär |
BEAKJB | Belimo Hldg. AG | 0.84 | 50’000 | 42’000 | Bank Julius Bär |
LEOBJB | Leonteq AG | 0.208 | 200’000 | 41’600 | Bank Julius Bär |
WTSANV | Tesla Inc. | 0.82 | 50’000 | 41’000 | Bank Vontobel |
WTSE8V | Tesla Inc. | 0.135 | 300’000 | 40’500 | Bank Vontobel |
ROXKJB | Zur Rose Group AG | 0.4 | 100’000 | 40’000 | Bank Julius Bär |
WIDADV | Idorsia AG | 0.165 | 240’000 | 39’600 | Bank Vontobel |
WAMCNV | AMS AG | 0.31 | 127’000 | 39’370 | Bank Vontobel |
AAPNJB | Apple Inc. | 0.36 | 100’000 | 36’000 | Bank Julius Bär |
WLOCDV | Logitech International SA | 0.56 | 60’000 | 33’600 | Bank Vontobel |
BSLOJB | Basilea Pharmaceutica AG | 0.33 | 100’000 | 33’000 | Bank Julius Bär |
BIDJJB | Baidu Inc. | 0.31 | 100’000 | 31’000 | Bank Julius Bär |
BABQJB | Alibaba Group Hldg. | 0.2 | 150’000 | 30’000 | Bank Julius Bär |
Large Cap Warrant Trades CHF >30’000.-
Symbol | Underlying | Price | Volume | Turnover | Issuer |
WTROGU | Roche AG | 0.93 | 300’000 | 279’000 | UBS |
SLZIJB | Swiss Life Hldg. N | 1.67 | 150’000 | 250’500 | Bank Julius Bär |
SLZIJB | Swiss Life Hldg. N | 1.66 | 150’000 | 249’000 | Bank Julius Bär |
NOVCCZ | Novartis AG | 0.33 | 425’000 | 140’250 | Zürcher Kantonalbank |
NOVCCZ | Novartis AG | 0.31 | 425’000 | 131’750 | Zürcher Kantonalbank |
LONDWU | Lonza Group N | 1.1 | 100’000 | 110’000 | UBS |
ROGWZU | Roche AG | 0.42 | 250’000 | 105’000 | UBS |
UBWS1U | UBS Group AG | 0.48 | 200’000 | 96’000 | UBS |
UBWS1U | UBS Group AG | 0.47 | 200’000 | 94’000 | UBS |
WYROGU | Roche AG | 0.94 | 100’000 | 94’000 | UBS |
WROBHV | Roche AG | 0.27 | 300’000 | 81’000 | Bank Vontobel |
WSLBFV | Swiss Life Hldg. N | 0.34 | 200’000 | 68’000 | Bank Vontobel |
WSLBFV | Swiss Life Hldg. N | 0.34 | 200’000 | 68’000 | Bank Vontobel |
SLHAMZ | Swiss Life Hldg. N | 0.66 | 100’000 | 66’000 | Zürcher Kantonalbank |
ROGUXU | Roche AG | 0.33 | 200’000 | 66’000 | UBS |
ROGBHZ | Roche AG | 0.15 | 375’000 | 56’250 | Zürcher Kantonalbank |
WSRAQV | Swiss RE AG | 0.37 | 150’000 | 55’500 | Bank Vontobel |
NEGUAU | Nestlé S.A. | 0.16 | 320’000 | 51’200 | UBS |
URROGU | Roche AG | 0.48 | 100’000 | 48’000 | UBS |
WTROGU | Roche AG | 0.91 | 50’000 | 45’500 | UBS |
WTROGU | Roche AG | 0.9 | 50’000 | 45’000 | UBS |
ROGAWU | Roche AG | 0.14 | 300’000 | 42’000 | UBS |
SLHAFZ | Swiss Life Hldg. N | 0.28 | 150’000 | 42’000 | Zürcher Kantonalbank |
SLHAFZ | Swiss Life Hldg. N | 0.28 | 150’000 | 42’000 | Zürcher Kantonalbank |
SLHUJB | Swiss Life Hldg. N | 0.42 | 100’000 | 42’000 | Bank Julius Bär |
SLHAFZ | Swiss Life Hldg. N | 0.27 | 150’000 | 40’500 | Zürcher Kantonalbank |
SLHAFZ | Swiss Life Hldg. N | 0.27 | 150’000 | 40’500 | Zürcher Kantonalbank |
SLHAFZ | Swiss Life Hldg. N | 0.27 | 150’000 | 40’500 | Zürcher Kantonalbank |
ROGBBZ | Roche AG | 0.2 | 200’000 | 40’000 | Zürcher Kantonalbank |
ROGBHZ | Roche AG | 0.2 | 200’000 | 40’000 | Zürcher Kantonalbank |
SLHAFZ | Swiss Life Hldg. N | 0.26 | 150’000 | 39’000 | Zürcher Kantonalbank |
SLHAFZ | Swiss Life Hldg. N | 0.25 | 155’000 | 38’750 | Zürcher Kantonalbank |
ROGBBZ | Roche AG | 0.19 | 200’000 | 38’000 | Zürcher Kantonalbank |
WSRAQV | Swiss RE AG | 0.37 | 100’000 | 37’000 | Bank Vontobel |
ROGBBZ | Roche AG | 0.18 | 200’000 | 36’000 | Zürcher Kantonalbank |
ROVGWU | Roche AG | 0.12 | 300’000 | 36’000 | UBS |
ROVGWU | Roche AG | 0.12 | 300’000 | 36’000 | UBS |
ROVGWU | Roche AG | 0.12 | 300’000 | 36’000 | UBS |
SREBFZ | Swiss RE AG | 0.2 | 177’600 | 35’520 | Zürcher Kantonalbank |
WROAFV | Roche AG | 0.115 | 300’000 | 34’500 | Bank Vontobel |
ROGUXU | Roche AG | 0.33 | 100’000 | 33’000 | UBS |
WROAFV | Roche AG | 0.11 | 300’000 | 33’000 | Bank Vontobel |
ROGUXU | Roche AG | 0.33 | 100’000 | 33’000 | UBS |
WCSBTV | Credit Suisse Group AG | 0.11 | 300’000 | 33’000 | Bank Vontobel |
SLHAFZ | Swiss Life Hldg. N | 0.28 | 110’000 | 30’800 | Zürcher Kantonalbank |
SLHUJB | Swiss Life Hldg. N | 0.44 | 70’000 | 30’800 | Bank Julius Bär |
WJROGU | Roche AG | 1.02 | 30’000 | 30’600 | UBS |
ROGBBZ | Roche AG | 0.2 | 150’000 | 30’000 | Zürcher Kantonalbank |
Market Share and Turnover Total Value


Market Overview Warrants Switzerland
Underlying | Julius Bär | Vontobel | UBS | ZKB | Total |
Total | 2’563’830 | 1’849’288 | 1’860’090 | 1’643’230 | 7’916’438 |
Roche AG | 172’950 | 1’232’950 | 311’750 | 1’717’650 | |
Swiss Life Hldg. N | 572’300 | 136’000 | 380’050 | 1’088’350 | |
Tesla Inc. | 78’786 | 336’880 | 415’666 | ||
SMI | 36’900 | 218’310 | 26’250 | 76’800 | 358’260 |
AMS AG | 20’780 | 245’110 | 37’100 | 29’400 | 332’390 |
Novartis AG | 11’250 | 306’300 | 317’550 | ||
S&P 500 Index | 186’796 | 71’500 | 258’296 | ||
Belimo Hldg. AG | 256’500 | 256’500 | |||
AFG Arbonia-Forster-Hldg. AG | 243’000 | 243’000 | |||
Zur Rose Group AG | 242’574 | 242’574 | |||
Clariant AG | 157’500 | 80’000 | 237’500 | ||
UBS Group AG | 201’250 | 201’250 | |||
Temenos AG | 189’500 | 189’500 | |||
Silver | 188’350 | 188’350 | |||
Bossard Hldg. AG I | 171’000 | 171’000 | |||
Lonza Group N | 11’400 | 153’900 | 165’300 | ||
Vifor Pharma AG | 28’800 | 113’250 | 142’050 | ||
Swiss RE AG | 12’000 | 92’500 | 35’520 | 140’020 | |
Dufry AG | 110’820 | 110’820 | |||
Logitech International SA | 57’770 | 33’600 | 14’100 | 105’470 | |
Leonteq AG | 85’600 | 85’600 | |||
Barrick Gold Corp. | 82’000 | 82’000 | |||
DAX Index | 45’832 | 35’060 | 80’892 | ||
Rieter Hldg. AG | 69’000 | 69’000 | |||
Nestlé S.A. | 61’950 | 61’950 | |||
Adecco Group AG | 60’000 | 60’000 | |||
Volkswagen AG (Vz) | 60’000 | 60’000 | |||
Nasdaq 100 Index | 44’100 | 44’100 | |||
Alibaba Group Hldg. | 30’000 | 10’540 | 40’540 | ||
Idorsia AG | 39’600 | 39’600 | |||
Tecan Group AG | 36’100 | 36’100 | |||
Apple Inc. | 36’000 | 36’000 | |||
Swatch Group I | 12’600 | 10’750 | 12’500 | 35’850 | |
Dow Jones Industrial Average Index | 34’500 | 34’500 | |||
Basilea Pharmaceutica AG | 33’000 | 33’000 | |||
Credit Suisse Group AG | 33’000 | 33’000 | |||
Baidu Inc. | 31’000 | 31’000 | |||
VAT Group | 27’000 | 27’000 | |||
Anheuser-Busch InBev N.V. | 23’700 | 23’700 | |||
Comet Hldg. AG | 23’500 | 23’500 | |||
U-BLOX AG | 20’000 | 20’000 | |||
Platinum | 19’610 | 19’610 | |||
Stadler Rail AG | 17’600 | 17’600 | |||
EFG International AG | 15’000 | 15’000 | |||
Geberit AG | 14’000 | 14’000 | |||
Ems-Chemie Hldg. AG | 11’400 | 11’400 |
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
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