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 07.01.2021. 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 >100’000.-
| ISIN | Symbol | Underlying | Price | Volume | Turnover | Issuer | Type |
| CH0575019424 | ZURTJB | Zurich Insurance Group AG | 0.8 | 500’000 | 400’000 | Bank Julius Bär | Large Cap |
| CH0547545381 | LONTJB | Lonza Group N | 0.96 | 200’000 | 192’000 | Bank Julius Bär | Large Cap |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.26 | 150’000 | 189’000 | Bank Julius Bär | Large Cap |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.25 | 150’000 | 187’500 | Bank Julius Bär | Large Cap |
| CH0506991600 | LONBGZ | Lonza Group N | 0.83 | 200’000 | 166’000 | Zürcher Kantonalbank | Large Cap |
| CH0432009543 | ABBMFU | ABB N | 0.81 | 200’000 | 162’000 | UBS | Large Cap |
| CH0432009543 | ABBMFU | ABB N | 0.81 | 200’000 | 162’000 | UBS | Large Cap |
| CH0506997383 | ZURBDZ | Zurich Insurance Group AG | 0.71 | 200’000 | 142’000 | Zürcher Kantonalbank | Large Cap |
| CH0547549060 | SLHUJB | Swiss Life Hldg. N | 0.64 | 200’000 | 128’000 | Bank Julius Bär | Large Cap |
| CH0556419916 | SIKEJB | Sika AG | 0.51 | 250’000 | 127’500 | Bank Julius Bär | Large Cap |
| CH0556419916 | SIKEJB | Sika AG | 0.51 | 250’000 | 127’500 | Bank Julius Bär | Large Cap |
| CH0547549060 | SLHUJB | Swiss Life Hldg. N | 0.63 | 200’000 | 126’000 | Bank Julius Bär | Large Cap |
| CH0532884290 | LHNQJB | LafargeHolcim Ltd. | 1.23 | 100’000 | 123’000 | Bank Julius Bär | Large Cap |
| CH0507004031 | SIKAOZ | Sika AG | 0.44 | 275’000 | 121’000 | Zürcher Kantonalbank | Large Cap |
| CH0532884290 | LHNQJB | LafargeHolcim Ltd. | 1.2 | 100’000 | 120’000 | Bank Julius Bär | Large Cap |
4) Market Share and Turnover Total Value
Questions or feedback?
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