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 14.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The five stocks highlighted in the headline are from the Swiss Small & Mid Cap space I focus most attention on.

Market Overview Warrants Switzerland

Underlying	Julius Bär	Vontobel	UBS	ZKB	Total
Total	2’231’645	923’647	1’316’475	1’109’150	5’580’917
Swiss Life Hldg. N	262’500	27’000	88’660	396’500	774’660
Roche AG		31’500	386’350	169’800	587’650
DAX Index	30’800	302’740		114’300	447’840
VAT Group	395’000		22’000		417’000
Zurich Insurance Group AG	35’000	28’950	164’000	49’200	277’150
Vifor Pharma AG	266’500				266’500
AMS AG	11’400	91’250		159’200	261’850
SMI	19’034	14’850		220’150	254’034
Swiss RE AG	102’705	49’600	77’600		229’905
Zur Rose Group AG	190’009				190’009
UBS Group AG		40’100	123’000		163’100
Valora Hldg. AG	134’000				134’000
Lonza Group N	37’520	10’800	66’800		115’120
S&P 500 Index			105’000		105’000
Amazon.com Inc.	104’280				104’280
Credit Suisse Group AG	56’000		47’200		103’200
Gold		92’807			92’807
EFG International AG	89’775				89’775
Novartis AG		12’500	75’700		88’200
Walt Disney Co.	80’000				80’000
Alibaba Group Hldg.	73’500				73’500
Basilea Pharmaceutica AG	53’600				53’600
Tesla Inc.	20’900	30’070			50’970
Ypsomed Hldg. AG	49’600				49’600
Stadler Rail AG	47’250				47’250
Nasdaq 100 Index		47’200			47’200
Facebook Inc.		46’350			46’350
LafargeHolcim Ltd.			35’700		35’700
Nestlé S.A.			33’000		33’000
Dow Jones Industrial Average Index		32’500			32’500
Silver		27’930			27’930
Comet Hldg. AG	25’600				25’600
Givaudan	23’010				23’010
Adecco Group AG			21’000		21’000
Clariant AG	20’000				20’000
Devisen EUR/USD		19’500			19’500
Dufry AG			18’285		18’285
Sonova Hldg. AG			18’000		18’000
Platinum		18’000			18’000
Belimo Hldg. AG	16’400				16’400
Leonteq AG	15’500				15’500
Apple Inc.	13’622				13’622
Adidas AG	12’980				12’980
Compagnie Financière Richemont SA			12’400		12’400
Temenos AG	12’350				12’350
SAP SE	11’400				11’400
Logitech International SA	11’211				11’211
Sika AG			11’200		11’200
ABB N			10’580		10’580
Tecan Group AG	10’200				10’200

Market Overview Warrants Switzerland Alphabetically

Underlying	Julius Bär	Vontobel	UBS	ZKB	Total
ABB N			10’580		10’580
AMS AG	11’400	91’250		159’200	261’850
Adecco Group AG			21’000		21’000
Adidas AG	12’980				12’980
Alibaba Group Hldg.	73’500				73’500
Amazon.com Inc.	104’280				104’280
Apple Inc.	13’622				13’622
Basilea Pharmaceutica AG	53’600				53’600
Belimo Hldg. AG	16’400				16’400
Clariant AG	20’000				20’000
Comet Hldg. AG	25’600				25’600
Compagnie Financière Richemont SA			12’400		12’400
Credit Suisse Group AG	56’000		47’200		103’200
DAX Index	30’800	302’740		114’300	447’840
Devisen EUR/USD		19’500			19’500
Dow Jones Industrial Average Index		32’500			32’500
Dufry AG			18’285		18’285
EFG International AG	89’775				89’775
Facebook Inc.		46’350			46’350
Givaudan	23’010				23’010
Gold		92’807			92’807
LafargeHolcim Ltd.			35’700		35’700
Leonteq AG	15’500				15’500
Logitech International SA	11’211				11’211
Lonza Group N	37’520	10’800	66’800		115’120
Nasdaq 100 Index		47’200			47’200
Nestlé S.A.			33’000		33’000
Novartis AG		12’500	75’700		88’200
Platinum		18’000			18’000
Roche AG		31’500	386’350	169’800	587’650
S&P 500 Index			105’000		105’000
SAP SE	11’400				11’400
SMI	19’034	14’850		220’150	254’034
Sika AG			11’200		11’200
Silver		27’930			27’930
Sonova Hldg. AG			18’000		18’000
Stadler Rail AG	47’250				47’250
Swiss Life Hldg. N	262’500	27’000	88’660	396’500	774’660
Swiss RE AG	102’705	49’600	77’600		229’905
Tecan Group AG	10’200				10’200
Temenos AG	12’350				12’350
Tesla Inc.	20’900	30’070			50’970
UBS Group AG		40’100	123’000		163’100
VAT Group	395’000		22’000		417’000
Valora Hldg. AG	134’000				134’000
Vifor Pharma AG	266’500				266’500
Walt Disney Co.	80’000				80’000
Ypsomed Hldg. AG	49’600				49’600
Zur Rose Group AG	190’009				190’009
Zurich Insurance Group AG	35’000	28’950	164’000	49’200	277’150
Total	2’231’645	923’647	1’316’475	1’109’150	5’580’917

Market Share and Turnover Total Value

Small & Mid Cap + Foreign Shares Warrant Trades CHF >30’000.-

Symbol	Underlying	Price 3	Volume	Turnover	Issuer
VACLJB	VAT Group	1.13	300’000	339’000	Bank Julius Bär
DISNJB	Walt Disney Co.	0.4	200’000	80’000	Bank Julius Bär
VIFKJB	Vifor Pharma AG	0.44	150’000	66’000	Bank Julius Bär
VIFKJB	Vifor Pharma AG	0.45	140’000	63’000	Bank Julius Bär
VACLJB	VAT Group	1.12	50’000	56’000	Bank Julius Bär
VAZPJB	Valora Hldg. AG	0.54	100’000	54’000	Bank Julius Bär
VAZPJB	Valora Hldg. AG	0.52	100’000	52’000	Bank Julius Bär
AMSCCZ	AMS AG	0.86	60’000	51’600	Zürcher Kantonalbank
AMSCCZ	AMS AG	0.83	60’000	49’800	Zürcher Kantonalbank
BABDJB	Alibaba Group Hldg.	0.48	100’000	48’000	Bank Julius Bär
WFBAAV	Facebook Inc.	1.03	45’000	46’350	Bank Vontobel
ROXJJB	Zur Rose Group AG	0.23	200’000	46’000	Bank Julius Bär
EFGRJB	EFG International AG	0.601	75’000	45’075	Bank Julius Bär
EFGRJB	EFG International AG	0.596	75’000	44’700	Bank Julius Bär
VIFKJB	Vifor Pharma AG	0.43	100’000	43’000	Bank Julius Bär
AMZKJB	Amazon.com Inc.	1.19	32’000	38’080	Bank Julius Bär
WAMBLV	AMS AG	0.19	200’000	38’000	Bank Vontobel
ROXKJB	Zur Rose Group AG	0.37	100’000	37’000	Bank Julius Bär
SRAVJB	Stadler Rail AG	0.31	115’000	35’650	Bank Julius Bär
ROXKJB	Zur Rose Group AG	0.35	100’000	35’000	Bank Julius Bär
AMZKJB	Amazon.com Inc.	1.19	28’000	33’320	Bank Julius Bär
AMZHJB	Amazon.com Inc.	0.411	80’000	32’880	Bank Julius Bär

Large Cap Warrant Trades CHF >30’000.-

Symbol	Underlying	Price 3	Volume	Turnover	Issuer
SLHFJB	Swiss Life Hldg. N	0.88	150’000	132’000	Bank Julius Bär
SLHFJB	Swiss Life Hldg. N	0.87	150’000	130’500	Bank Julius Bär
SLHAUZ	Swiss Life Hldg. N	0.61	150’000	91’500	Zürcher Kantonalbank
WTROGU	Roche AG	0.91	100’000	91’000	UBS
SREVJB	Swiss RE AG	0.45	200’000	90’000	Bank Julius Bär
WTROGU	Roche AG	0.9	100’000	90’000	UBS
SLHAUZ	Swiss Life Hldg. N	0.6	150’000	90’000	Zürcher Kantonalbank
SLHAUZ	Swiss Life Hldg. N	0.6	150’000	90’000	Zürcher Kantonalbank
SLHAUZ	Swiss Life Hldg. N	0.6	150’000	90’000	Zürcher Kantonalbank
UBWS1U	UBS Group AG	0.43	200’000	86’000	UBS
UTNMMU	Zurich Insurance Group AG	0.85	100’000	85’000	UBS
CSGAJB	Credit Suisse Group AG	0.14	400’000	56’000	Bank Julius Bär
WSRAQV	Swiss RE AG	0.32	155’000	49’600	Bank Vontobel
WTROGU	Roche AG	0.89	50’000	44’500	UBS
ROGBBZ	Roche AG	0.19	200’000	38’000	Zürcher Kantonalbank
PRTUVU	UBS Group AG	0.37	100’000	37’000	UBS
ZURAVZ	Zurich Insurance Group AG	0.18	200’000	36’000	Zürcher Kantonalbank
ROGBBZ	Roche AG	0.18	200’000	36’000	Zürcher Kantonalbank
ROGBBZ	Roche AG	0.18	200’000	36’000	Zürcher Kantonalbank
ZURKJB	Zurich Insurance Group AG	0.35	100’000	35’000	Bank Julius Bär
NESIWU	Nestlé S.A.	0.33	100’000	33’000	UBS
WROAFV	Roche AG	0.105	300’000	31’500	Bank Vontobel
USSREU	Swiss RE AG	0.51	60’000	30’600	UBS

Questions or feedback?

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