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 06.01.2021. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The 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 >105’000.-
| Symbol | Underlying | Price | Volume | Turnover | Issuer |
| WWROGU | Roche AG | 1.67 | 300’000 | 501’000 | UBS |
| WWROGU | Roche AG | 1.66 | 300’000 | 498’000 | UBS |
| WWROGU | Roche AG | 1.66 | 300’000 | 498’000 | UBS |
| ZURTJB | Zurich Insurance Group AG | 0.72 | 500’000 | 360’000 | Bank Julius Bär |
| WWROGU | Roche AG | 1.66 | 211’000 | 350’260 | UBS |
| LONTJB | Lonza Group N | 0.95 | 250’000 | 237’500 | Bank Julius Bär |
| SREVJB | Swiss RE AG | 0.55 | 400’000 | 220’000 | Bank Julius Bär |
| ABBEJB | ABB N | 0.605 | 300’000 | 181’500 | Bank Julius Bär |
| SREVJB | Swiss RE AG | 0.55 | 300’000 | 165’000 | Bank Julius Bär |
| WWROGU | Roche AG | 1.65 | 100’000 | 165’000 | UBS |
| WWROGU | Roche AG | 1.65 | 100’000 | 165’000 | UBS |
| WWROGU | Roche AG | 1.65 | 100’000 | 165’000 | UBS |
| ABBEJB | ABB N | 0.55 | 300’000 | 165’000 | Bank Julius Bär |
| ABBEJB | ABB N | 0.55 | 300’000 | 165’000 | Bank Julius Bär |
| SLHFJB | Swiss Life Hldg. N | 1.06 | 150’000 | 159’000 | Bank Julius Bär |
| LONBGZ | Lonza Group N | 0.79 | 200’000 | 158’000 | Zürcher Kantonalbank |
| SLHFJB | Swiss Life Hldg. N | 1.05 | 150’000 | 157’500 | Bank Julius Bär |
| SLHFJB | Swiss Life Hldg. N | 1.04 | 150’000 | 156’000 | Bank Julius Bär |
| SLHFJB | Swiss Life Hldg. N | 1.04 | 150’000 | 156’000 | Bank Julius Bär |
| SLHFJB | Swiss Life Hldg. N | 1.04 | 150’000 | 156’000 | Bank Julius Bär |
| SLHFJB | Swiss Life Hldg. N | 1.04 | 150’000 | 156’000 | Bank Julius Bär |
| SLHFJB | Swiss Life Hldg. N | 1.04 | 150’000 | 156’000 | Bank Julius Bär |
| SLHFJB | Swiss Life Hldg. N | 1.04 | 150’000 | 156’000 | Bank Julius Bär |
| LONBGZ | Lonza Group N | 0.77 | 200’000 | 154’000 | Zürcher Kantonalbank |
| ZURTJB | Zurich Insurance Group AG | 0.65 | 200’000 | 130’000 | Bank Julius Bär |
| SLHUJB | Swiss Life Hldg. N | 0.61 | 200’000 | 122’000 | Bank Julius Bär |
| ABBEJB | ABB N | 0.61 | 200’000 | 122’000 | Bank Julius Bär |
| LHNCJB | LafargeHolcim Ltd. | 0.45 | 250’000 | 112’500 | Bank Julius Bär |
| LHNCJB | LafargeHolcim Ltd. | 0.445 | 250’000 | 111’250 | Bank Julius Bär |
4) Market Share and Turnover Total Value
Questions or feedback?
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Financial Markets Blog - by Zuberbühler Associates AG 