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 11.01.2021. 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.-
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0510106351 | MBRUNU | Roche AG | 0.59 | 300’000 | 177’000 |
| CH0556419916 | SIKEJB | Sika AG | 0.54 | 250’000 | 135’000 |
| CH0507004031 | SIKAOZ | Sika AG | 0.46 | 275’000 | 126’500 |
| CH0404018399 | ROGWZU | Roche AG | 0.4 | 300’000 | 120’000 |
| CH0507004031 | SIKAOZ | Sika AG | 0.45 | 225’000 | 101’250 |
| CH0419030322 | WTNESU | Nestlé S.A. | 0.87 | 110’000 | 95’700 |
| CH0506997151 | LHNAMZ | LafargeHolcim Ltd. | 0.53 | 175’000 | 92’750 |
| CH0447805356 | ROGCFZ | Roche AG | 0.18 | 500’000 | 90’000 |
| CH0447805356 | ROGCFZ | Roche AG | 0.18 | 500’000 | 90’000 |
| CH0461000538 | WROBHV | Roche AG | 0.29 | 300’000 | 87’000 |
| CH0461000538 | WROBHV | Roche AG | 0.28 | 300’000 | 84’000 |
| CH0461000538 | WROBHV | Roche AG | 0.28 | 300’000 | 84’000 |
| CH0556419916 | SIKEJB | Sika AG | 0.54 | 150’000 | 81’000 |
| CH0447805323 | ROGCCZ | Roche AG | 0.23 | 350’000 | 80’500 |
| CH0572102272 | RGOGEU | Roche AG | 0.23 | 300’000 | 69’000 |
| CH0506997573 | ROGBBZ | Roche AG | 0.13 | 525’000 | 68’250 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.92 | 70’000 | 64’400 |
| CH0510106310 | URROGU | Roche AG | 0.46 | 140’000 | 64’400 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.87 | 70’000 | 60’900 |
| CH0553402337 | WLOANV | Lonza Group N | 0.235 | 250’000 | 58’750 |
| CH0461000538 | WROBHV | Roche AG | 0.29 | 200’000 | 58’000 |
| CH0547548963 | ZURKJB | Zurich Insurance Group AG | 0.57 | 100’000 | 57’000 |
| CH0461000538 | WROBHV | Roche AG | 0.28 | 200’000 | 56’000 |
| CH0567386633 | WROAPV | Roche AG | 0.105 | 500’000 | 52’500 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 1.05 | 50’000 | 52’500 |
| CH0515530548 | ROGUJU | Roche AG | 0.11 | 460’000 | 50’600 |
| CH0447805356 | ROGCFZ | Roche AG | 0.19 | 250’000 | 47’500 |
| CH0528880617 | LHNDJB | LafargeHolcim Ltd. | 0.47 | 100’000 | 47’000 |
| CH0515530548 | ROGUJU | Roche AG | 0.11 | 420’000 | 46’200 |
| CH0553402337 | WLOANV | Lonza Group N | 0.225 | 200’000 | 45’000 |
| CH0510106138 | SOOUOU | Partners Group Hldg. AG | 1.08 | 40’000 | 43’200 |
| CH0575020729 | RCSGJB | Credit Suisse Group AG | 0.43 | 100’000 | 43’000 |
| CH0506997573 | ROGBBZ | Roche AG | 0.21 | 200’000 | 42’000 |
| CH0553402337 | WLOANV | Lonza Group N | 0.205 | 200’000 | 41’000 |
4) Market Share and Turnover Total Value
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Financial Markets Blog - by Zuberbühler Associates AG 