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 23.12.2020. 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.-
3) Large Cap Warrant Trades CHF >30’000.-
| Symbol | Underlying | Price | Volume | Turnover | Issuer |
| SLZIJB | Swiss Life Hldg. N | 1.59 | 150’000 | 238’500 | Bank Julius Bär |
| SLZIJB | Swiss Life Hldg. N | 1.59 | 150’000 | 238’500 | Bank Julius Bär |
| ROGUVU | Roche AG | 0.64 | 300’000 | 192’000 | UBS |
| SREVJB | Swiss RE AG | 0.44 | 300’000 | 132’000 | Bank Julius Bär |
| ROGCFZ | Roche AG | 0.2 | 500’000 | 100’000 | Zürcher Kantonalbank |
| ROGUVU | Roche AG | 0.64 | 150’000 | 96’000 | UBS |
| WTROGU | Roche AG | 0.9 | 100’000 | 90’000 | UBS |
| WTROGU | Roche AG | 0.88 | 100’000 | 88’000 | UBS |
| LONTJB | Lonza Group N | 0.83 | 100’000 | 83’000 | Bank Julius Bär |
| LONTJB | Lonza Group N | 0.81 | 100’000 | 81’000 | Bank Julius Bär |
| RGOGEU | Roche AG | 0.26 | 300’000 | 78’000 | UBS |
| PRTUVU | UBS Group AG | 0.35 | 200’000 | 70’000 | UBS |
| ZURWJB | Zurich Insurance Group AG | 0.32 | 200’000 | 64’000 | Bank Julius Bär |
| SLHUJB | Swiss Life Hldg. N | 0.41 | 150’000 | 61’500 | Bank Julius Bär |
| SLHUJB | Swiss Life Hldg. N | 0.41 | 150’000 | 61’500 | Bank Julius Bär |
| ROGBBZ | Roche AG | 0.17 | 350’000 | 59’500 | Zürcher Kantonalbank |
| WSRAQV | Swiss RE AG | 0.36 | 160’000 | 57’600 | Bank Vontobel |
| SLHAMZ | Swiss Life Hldg. N | 0.56 | 100’000 | 56’000 | Zürcher Kantonalbank |
| WSRAQV | Swiss RE AG | 0.35 | 160’000 | 56’000 | Bank Vontobel |
| SLHAMZ | Swiss Life Hldg. N | 0.52 | 100’000 | 52’000 | Zürcher Kantonalbank |
| SLHAMZ | Swiss Life Hldg. N | 0.52 | 100’000 | 52’000 | Zürcher Kantonalbank |
| SLHAMZ | Swiss Life Hldg. N | 0.52 | 100’000 | 52’000 | Zürcher Kantonalbank |
| WZUR7U | Zurich Insurance Group AG | 0.26 | 200’000 | 52’000 | UBS |
| RO1GXU | Roche AG | 0.16 | 320’000 | 51’200 | UBS |
| RO1GXU | Roche AG | 0.16 | 320’000 | 51’200 | UBS |
| SLHAMZ | Swiss Life Hldg. N | 0.51 | 100’000 | 51’000 | Zürcher Kantonalbank |
| SLHUJB | Swiss Life Hldg. N | 0.4 | 125’000 | 50’000 | Bank Julius Bär |
| SLHAMZ | Swiss Life Hldg. N | 0.5 | 100’000 | 50’000 | Zürcher Kantonalbank |
| UKUBSU | UBS Group AG | 0.25 | 200’000 | 50’000 | UBS |
| ROGBBZ | Roche AG | 0.17 | 280’000 | 47’600 | Zürcher Kantonalbank |
| ROQGWU | Roche AG | 0.085 | 500’000 | 42’500 | UBS |
| ROQGWU | Roche AG | 0.084 | 500’000 | 42’000 | UBS |
| ROQGWU | Roche AG | 0.084 | 500’000 | 42’000 | UBS |
| RO1GXU | Roche AG | 0.16 | 260’000 | 41’600 | UBS |
| ROQGWU | Roche AG | 0.083 | 500’000 | 41’500 | UBS |
| WTROGU | Roche AG | 0.89 | 45’000 | 40’050 | UBS |
| ZURKJB | Zurich Insurance Group AG | 0.4 | 100’000 | 40’000 | Bank Julius Bär |
| WTROGU | Roche AG | 0.88 | 45’000 | 39’600 | UBS |
| WCCSGU | Credit Suisse Group AG | 0.19 | 200’000 | 38’000 | UBS |
| WNOV7U | Novartis AG | 0.24 | 150’000 | 36’000 | UBS |
| SREBFZ | Swiss RE AG | 0.17 | 190’000 | 32’300 | Zürcher Kantonalbank |
| ROGBBZ | Roche AG | 0.16 | 200’000 | 32’000 | Zürcher Kantonalbank |
| ROGBBZ | Roche AG | 0.16 | 200’000 | 32’000 | Zürcher Kantonalbank |
| NOVWRU | Novartis AG | 0.31 | 100’000 | 31’000 | UBS |
| WSLAJV | Swiss Life Hldg. N | 0.51 | 60’000 | 30’600 | Bank Vontobel |
| CSGWPU | Credit Suisse Group AG | 0.06 | 500’000 | 30’000 | UBS |
| NOVXWU | Novartis AG | 0.12 | 250’000 | 30’000 | UBS |
4) Market Share and Turnover Total Value
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