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 22.12.2020. 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 | Volume | Turnover | Issuer |
| TSLXJB | Tesla Inc. | 1.18 | 100’000 | 118’000 | Bank Julius Bär |
| LOGGJB | Logitech International SA | 1.41 | 65’000 | 91’650 | Bank Julius Bär |
| BKWOJB | BKW AG | 0.85 | 100’000 | 85’000 | Bank Julius Bär |
| TEMAQZ | Temenos AG | 0.22 | 250’000 | 55’000 | Zürcher Kantonalbank |
| TEMAQZ | Temenos AG | 0.22 | 250’000 | 55’000 | Zürcher Kantonalbank |
| TSXMJB | Tesla Inc. | 0.49 | 100’000 | 49’000 | Bank Julius Bär |
| WLOCDV | Logitech International SA | 0.72 | 60’000 | 43’200 | Bank Vontobel |
| INZBJB | Intel Corp. | 0.21 | 200’000 | 42’000 | Bank Julius Bär |
| WTSBAV | Tesla Inc. | 0.4 | 100’000 | 40’000 | Bank Vontobel |
| ASCJJB | Ascom Hldg. AG | 0.377 | 100’000 | 37’700 | Bank Julius Bär |
| WAMDMV | AMS AG | 0.25 | 150’000 | 37’500 | Bank Vontobel |
| TERMLU | Temenos AG | 0.32 | 100’000 | 32’000 | UBS |
| ROXRJB | Zur Rose Group AG | 0.52 | 60’000 | 31’200 | Bank Julius Bär |
3) Large Cap Warrant Trades CHF >30’000.-
| Symbol | Underlying | Price | Volume | Turnover | Issuer |
| SLZIJB | Swiss Life Hldg. N | 1.56 | 150’000 | 234’000 | Bank Julius Bär |
| SLZIJB | Swiss Life Hldg. N | 1.55 | 150’000 | 232’500 | Bank Julius Bär |
| WTROGU | Roche AG | 0.91 | 200’000 | 182’000 | UBS |
| ZURWJB | Zurich Insurance Group AG | 0.29 | 500’000 | 145’000 | Bank Julius Bär |
| SLHFJB | Swiss Life Hldg. N | 0.84 | 150’000 | 126’000 | Bank Julius Bär |
| SLHFJB | Swiss Life Hldg. N | 0.84 | 150’000 | 126’000 | Bank Julius Bär |
| LOZFJB | Lonza Group N | 0.59 | 200’000 | 118’000 | Bank Julius Bär |
| GIVAHZ | Givaudan | 0.533 | 200’000 | 106’600 | Zürcher Kantonalbank |
| WTROGU | Roche AG | 0.89 | 100’000 | 89’000 | UBS |
| UTNMMU | Zurich Insurance Group AG | 0.87 | 100’000 | 87’000 | UBS |
| ROGBBZ | Roche AG | 0.17 | 500’000 | 85’000 | Zürcher Kantonalbank |
| ROGBBZ | Roche AG | 0.17 | 500’000 | 85’000 | Zürcher Kantonalbank |
| ROGBBZ | Roche AG | 0.17 | 500’000 | 85’000 | Zürcher Kantonalbank |
| USNESU | Nestlé S.A. | 0.51 | 150’000 | 76’500 | UBS |
| WCFAOV | Compagnie Financière Richemont SA | 0.35 | 200’000 | 70’000 | Bank Vontobel |
| SLHUJB | Swiss Life Hldg. N | 0.39 | 150’000 | 58’500 | Bank Julius Bär |
| WTROGU | Roche AG | 0.9 | 65’000 | 58’500 | UBS |
| SLHAMZ | Swiss Life Hldg. N | 0.57 | 100’000 | 57’000 | Zürcher Kantonalbank |
| SLHAMZ | Swiss Life Hldg. N | 0.56 | 100’000 | 56’000 | Zürcher Kantonalbank |
| WSRAQV | Swiss RE AG | 0.34 | 160’000 | 54’400 | Bank Vontobel |
| SLHAMZ | Swiss Life Hldg. N | 0.54 | 100’000 | 54’000 | Zürcher Kantonalbank |
| WROBHV | Roche AG | 0.27 | 200’000 | 54’000 | Bank Vontobel |
| WSRAQV | Swiss RE AG | 0.33 | 160’000 | 52’800 | Bank Vontobel |
| WSRAQV | Swiss RE AG | 0.32 | 160’000 | 51’200 | Bank Vontobel |
| WCSF5V | Credit Suisse Group AG | 0.168 | 300’000 | 50’400 | Bank Vontobel |
| WSRAQV | Swiss RE AG | 0.34 | 132’430 | 45’026 | Bank Vontobel |
| UGNOVU | Nestlé S.A. | 0.27 | 150’000 | 40’500 | UBS |
| WSRAQV | Swiss RE AG | 0.33 | 119’800 | 39’534 | Bank Vontobel |
| PGHADZ | Partners Group Hldg. AG | 0.26 | 150’000 | 39’000 | Zürcher Kantonalbank |
| ZURAIZ | Zurich Insurance Group AG | 0.38 | 100’000 | 38’000 | Zürcher Kantonalbank |
| SLHUJB | Swiss Life Hldg. N | 0.38 | 100’000 | 38’000 | Bank Julius Bär |
| SLHAAZ | Swiss Life Hldg. N | 0.15 | 250’000 | 37’500 | Zürcher Kantonalbank |
| ZUAUAU | Zurich Insurance Group AG | 0.36 | 100’000 | 36’000 | UBS |
| ZUAUAU | Zurich Insurance Group AG | 0.36 | 100’000 | 36’000 | UBS |
| WCFAOV | Compagnie Financière Richemont SA | 0.35 | 100’000 | 35’000 | Bank Vontobel |
| UOROGU | Roche AG | 0.16 | 200’000 | 32’000 | UBS |
| WSRAQV | Swiss RE AG | 0.32 | 100’000 | 32’000 | Bank Vontobel |
| NOVWRU | Novartis AG | 0.31 | 100’000 | 31’000 | UBS |
| ZUAUAU | Zurich Insurance Group AG | 0.34 | 90’000 | 30’600 | UBS |
| SREBFZ | Swiss RE AG | 0.16 | 190’000 | 30’400 | Zürcher Kantonalbank |
| WZUBYV | Zurich Insurance Group AG | 1.01 | 30’000 | 30’300 | Bank Vontobel |
| NOVWRU | Novartis AG | 0.3 | 100’000 | 30’000 | UBS |
4) Market Share and Turnover Total Value
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Financial Markets Blog - by Zuberbühler Associates AG 