As part of my algo collection I also scan derivatives trades, in order to find unusual patterns and early indicators. Below are three lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland + Foreign Shares 3) Large Cap Switzerland single trades by size from 16.12.2020. 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.

1) Market Overview Warrants Switzerland

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

Symbol	Underlying	Price 3	Volume	Turnover	Issuer
WTSDSV	Tesla Inc.	1.415	330’000	466’950	Bank Vontobel
AMSRJB	AMS AG	2.26	80’000	180’800	Bank Julius Bär
WTSDSV	Tesla Inc.	1.42	120’000	170’400	Bank Vontobel
LOGYJB	Logitech International SA	0.73	150’000	109’500	Bank Julius Bär
STMAJB	Straumann Hldg. AG	0.89	100’000	89’000	Bank Julius Bär
VOWJJB	Volkswagen AG (Vz)	0.48	140’000	67’200	Bank Julius Bär
VIFKJB	Vifor Pharma AG	0.47	140’000	65’800	Bank Julius Bär
BIDRJB	Baidu Inc.	0.32	200’000	64’000	Bank Julius Bär
BOZOJB	Bobst Group S.A.	0.34	149’985	50’995	Bank Julius Bär
WLOA5V	Logitech International SA	3.36	15’000	50’400	Bank Vontobel
VOWJJB	Volkswagen AG (Vz)	0.48	100’000	48’000	Bank Julius Bär
ROXAJB	Zur Rose Group AG	0.47	100’000	47’000	Bank Julius Bär
TEMGJB	Temenos AG	0.24	165’000	39’600	Bank Julius Bär
ROXKJB	Zur Rose Group AG	0.28	140’000	39’200	Bank Julius Bär
CBKJJB	Commerzbank AG	0.26	150’000	39’000	Bank Julius Bär
DUFCJB	Dufry AG	0.146	250’000	36’500	Bank Julius Bär
WSOAQV	Sonova Hldg. AG	0.85	40’000	34’000	Bank Vontobel
BOZOJB	Bobst Group S.A.	0.331	99’990	33’097	Bank Julius Bär
AMZQJB	AMS AG	0.16	190’000	30’400	Bank Julius Bär
ROXRJB	Zur Rose Group AG	0.5	60’000	30’000	Bank Julius Bär

3) Large Cap Warrant Trades CHF >30’000.-

Symbol	Underlying	Price 3	Volume	Turnover	Issuer
WWROGU	Roche AG	1.7	300’000	510’000	UBS
WWROGU	Roche AG	1.68	300’000	504’000	UBS
ZURUVU	Zurich Insurance Group AG	1.2	100’000	120’000	UBS
SLHUJB	Swiss Life Hldg. N	0.46	200’000	92’000	Bank Julius Bär
WTROGU	Roche AG	0.91	100’000	91’000	UBS
UTNMMU	Zurich Insurance Group AG	0.91	100’000	91’000	UBS
RGOGEU	Roche AG	0.28	300’000	84’000	UBS
WROBHV	Roche AG	0.25	300’000	75’000	Bank Vontobel
SLHAMZ	Swiss Life Hldg. N	0.68	100’000	68’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.66	100’000	66’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.66	100’000	66’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.66	100’000	66’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.65	100’000	65’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.63	100’000	63’000	Zürcher Kantonalbank
WSRAQV	Swiss RE AG	0.39	150’000	58’500	Bank Vontobel
SLHUBU	Swiss Life Hldg. N	0.83	70’000	58’100	UBS
RO0GWU	Roche AG	0.19	300’000	57’000	UBS
UKUBSU	UBS Group AG	0.3	185’000	55’500	UBS
ZURBUZ	Zurich Insurance Group AG	0.26	200’000	52’000	Zürcher Kantonalbank
ROGBBZ	Roche AG	0.2	247’500	49’500	Zürcher Kantonalbank
WSRAQV	Swiss RE AG	0.36	129’900	46’764	Bank Vontobel
SLHFJB	Swiss Life Hldg. N	0.88	50’000	44’000	Bank Julius Bär
SLHFJB	Swiss Life Hldg. N	0.86	50’000	43’000	Bank Julius Bär
ROGBBZ	Roche AG	0.17	250’000	42’500	Zürcher Kantonalbank
WSRAQV	Swiss RE AG	0.41	100’500	41’205	Bank Vontobel
CSGWPU	Credit Suisse Group AG	0.08	500’000	40’000	UBS
WSRAQV	Swiss RE AG	0.4	100’000	40’000	Bank Vontobel
UNSREU	Swiss RE AG	0.2	200’000	40’000	UBS
ZURKJB	Zurich Insurance Group AG	0.4	100’000	40’000	Bank Julius Bär
NOVDUZ	Novartis AG	0.065	600’000	39’000	Zürcher Kantonalbank
NOVDUZ	Novartis AG	0.055	700’000	38’500	Zürcher Kantonalbank
WSRAQV	Swiss RE AG	0.38	100’000	38’000	Bank Vontobel
WSRAQV	Swiss RE AG	0.38	100’000	38’000	Bank Vontobel
UOROGU	Roche AG	0.15	250’000	37’500	UBS
WSLA3V	Swiss Life Hldg. N	0.46	80’000	36’800	Bank Vontobel
WSRAQV	Swiss RE AG	0.36	100’000	36’000	Bank Vontobel
NESIWU	Nestlé S.A.	0.35	100’000	35’000	UBS
USSREU	Swiss RE AG	0.57	60’000	34’200	UBS
ROGBBZ	Roche AG	0.17	200’000	34’000	Zürcher Kantonalbank
NOVXWU	Novartis AG	0.13	250’000	32’500	UBS
WKSREU	Swiss RE AG	0.64	50’000	32’000	UBS
WCFAOV	Compagnie Financière Richemont SA	0.31	100’000	31’000	Bank Vontobel
ROGAWZ	Roche AG	0.93	32’299	30’038	Zürcher Kantonalbank
UKUBSU	UBS Group AG	0.3	100’000	30’000	UBS
NOVXWU	Novartis AG	0.12	250’000	30’000	UBS
ZURWYU	Zurich Insurance Group AG	0.6	50’000	30’000	UBS
SLWHRU	Swiss Life Hldg. N	0.3	100’000	30’000	UBS

4) Market Share and Turnover Total Value

Questions or feedback?

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