What is interesting in last days: the speculators are more active in Tesla, Apple and Alibaba, even via the Swiss based banks. Also index warrants are more active than previous two weeks.

As part of my algo collection I 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 17.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The four 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
WTSESV	Tesla Inc.	2.02	100’000	202’000	Bank Vontobel
BABDJB	Alibaba Group Hldg.	0.54	250’000	135’000	Bank Julius Bär
BABDJB	Alibaba Group Hldg.	0.54	250’000	135’000	Bank Julius Bär
BABDJB	Alibaba Group Hldg.	0.54	250’000	135’000	Bank Julius Bär
BABDJB	Alibaba Group Hldg.	0.52	250’000	130’000	Bank Julius Bär
BABDJB	Alibaba Group Hldg.	0.54	200’000	108’000	Bank Julius Bär
WAMB8V	AMS AG	0.41	220’000	90’200	Bank Vontobel
WTSFGV	Tesla Inc.	0.87	100’000	87’000	Bank Vontobel
WTSDDV	Tesla Inc.	2.25	34’000	76’500	Bank Vontobel
VIFKJB	Vifor Pharma AG	0.5	150’000	75’000	Bank Julius Bär
WAAA4V	Apple Inc.	0.67	100’000	67’000	Bank Vontobel
ROXNJB	Zur Rose Group AG	0.52	125’000	65’000	Bank Julius Bär
LOGGJB	Logitech International SA	1.29	45’000	58’050	Bank Julius Bär
ROXBJB	Zur Rose Group AG	0.29	200’000	58’000	Bank Julius Bär
LOGGJB	Logitech International SA	1.27	45’000	57’150	Bank Julius Bär
WAMDNV	AMS AG	0.35	150’000	52’500	Bank Vontobel
WAMDNV	AMS AG	0.35	150’000	52’500	Bank Vontobel
ROXNJB	Zur Rose Group AG	0.51	100’000	51’000	Bank Julius Bär
AMSCBZ	AMS AG	1.2	35’000	42’000	Zürcher Kantonalbank
WSOACV	Sonova Hldg. AG	0.35	120’000	42’000	Bank Vontobel
AAPHJB	Apple Inc.	3.283	12’500	41’038	Bank Julius Bär
WAMB8V	AMS AG	0.4	100’000	40’000	Bank Vontobel
AMSCCZ	AMS AG	1	39’500	39’500	Zürcher Kantonalbank
AMSCCZ	AMS AG	1	39’500	39’500	Zürcher Kantonalbank
WAMB8V	AMS AG	0.38	100’000	38’000	Bank Vontobel
ASCJJB	Ascom Hldg. AG	0.376	100’000	37’600	Bank Julius Bär
NVZHJB	Nvidia Corp.	0.09	400’000	36’000	Bank Julius Bär
BOZOJB	Bobst Group S.A.	0.388	90’000	34’920	Bank Julius Bär
SOOWAU	Sonova Hldg. AG	0.33	100’000	33’000	UBS
WLHB5V	Deutsche Lufthansa AG	0.29	110’000	31’900	Bank Vontobel
WLHB5V	Deutsche Lufthansa AG	0.29	110’000	31’900	Bank Vontobel
WLHB5V	Deutsche Lufthansa AG	0.29	110’000	31’900	Bank Vontobel
WATAEV	Activision Blizzard Inc.	0.53	60’000	31’800	Bank Vontobel
BARBJB	Barry Callebaut AG	0.52	60’000	31’200	Bank Julius Bär

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

Symbol	Underlying	Price 3	Volume	Turnover	Issuer
ABBWRU	ABB N	1.228	90’000	110’520	UBS
SLHFJB	Swiss Life Hldg. N	0.98	100’000	98’000	Bank Julius Bär
WSIAFV	Sika AG	0.75	130’000	97’500	Bank Vontobel
SLHFJB	Swiss Life Hldg. N	0.97	100’000	97’000	Bank Julius Bär
WROBHV	Roche AG	0.29	300’000	87’000	Bank Vontobel
ROGCFZ	Roche AG	0.27	300’000	81’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.73	100’000	73’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.73	100’000	73’000	Zürcher Kantonalbank
SIKLJB	Sika AG	0.29	250’000	72’500	Bank Julius Bär
WUBS2U	UBS Group AG	0.33	200’000	66’000	UBS
WSLBFV	Swiss Life Hldg. N	0.36	180’000	64’800	Bank Vontobel
WSLBFV	Swiss Life Hldg. N	0.36	180’000	64’800	Bank Vontobel
NOVGJB	Novartis AG	0.2	300’000	60’000	Bank Julius Bär
NOVCEZ	Novartis AG	0.19	300’000	57’000	Zürcher Kantonalbank
WSRAQV	Swiss RE AG	0.4	140’000	56’000	Bank Vontobel
ROGBBZ	Roche AG	0.22	250’000	55’000	Zürcher Kantonalbank
UHRGJB	Swatch Group I	0.73	75’000	54’750	Bank Julius Bär
WSIAFV	Sika AG	0.75	70’000	52’500	Bank Vontobel
UHRGJB	Swatch Group I	0.68	75’000	51’000	Bank Julius Bär
WSLBFV	Swiss Life Hldg. N	0.36	140’000	50’400	Bank Vontobel
SLHAPZ	Swiss Life Hldg. N	0.22	220’000	48’400	Zürcher Kantonalbank
ROGCGZ	Roche AG	0.18	250’000	45’000	Zürcher Kantonalbank
SLHAPZ	Swiss Life Hldg. N	0.22	200’000	44’000	Zürcher Kantonalbank
ROGBBZ	Roche AG	0.22	200’000	44’000	Zürcher Kantonalbank
LONTJB	Lonza Group N	0.84	50’000	42’000	Bank Julius Bär
ROGBBZ	Roche AG	0.21	200’000	42’000	Zürcher Kantonalbank
WSRAQV	Swiss RE AG	0.41	100’000	41’000	Bank Vontobel
UOROGU	Roche AG	0.16	250’000	40’000	UBS
ZURDJB	Zurich Insurance Group AG	0.2	200’000	40’000	Bank Julius Bär
WNOV6U	Novartis AG	0.4	100’000	40’000	UBS
ZURAJZ	Zurich Insurance Group AG	0.17	230’000	39’100	Zürcher Kantonalbank
LONTJB	Lonza Group N	0.77	50’000	38’500	Bank Julius Bär
ROGAIZ	Roche AG	0.32	120’000	38’400	Zürcher Kantonalbank
ABBWRU	ABB N	1.243	30’000	37’290	UBS
ROGAIZ	Roche AG	0.31	120’000	37’200	Zürcher Kantonalbank
ROGCGZ	Roche AG	0.18	200’000	36’000	Zürcher Kantonalbank
ROGWZU	Roche AG	0.45	77’777	35’000	UBS
SLWHRU	Swiss Life Hldg. N	0.34	100’000	34’000	UBS
UHRVJB	Swatch Group I	0.34	100’000	34’000	Bank Julius Bär
UHRVJB	Swatch Group I	0.34	100’000	34’000	Bank Julius Bär
SLHAOZ	Swiss Life Hldg. N	0.11	300’000	33’000	Zürcher Kantonalbank
SCMGJB	Swisscom N	0.43	75’400	32’422	Bank Julius Bär
ROGARZ	Roche AG	0.54	60’000	32’400	Zürcher Kantonalbank
WNOC3V	Novartis AG	0.115	280’000	32’200	Bank Vontobel
SCMGJB	Swisscom N	0.41	75’400	30’914	Bank Julius Bär
USSREU	Swiss RE AG	0.6	50’000	30’000	UBS

4) Market Share and Turnover Total Value

Questions or feedback?

Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.