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 12.01.2021. 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 >90’000.-
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.97 | 150’000 | 295’500 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.96 | 150’000 | 294’000 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.96 | 150’000 | 294’000 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.96 | 150’000 | 294’000 |
| CH0288196535 | ABBMXC | ABB N | 1.451 | 200’000 | 290’200 |
| CH0556417597 | UBSDJB | UBS Group AG | 1.34 | 150’000 | 201’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.27 | 150’000 | 190’500 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.26 | 150’000 | 189’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.26 | 150’000 | 189’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.26 | 150’000 | 189’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.24 | 150’000 | 186’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.24 | 150’000 | 186’000 |
| CH0510106351 | MBRUNU | Roche AG | 0.6 | 300’000 | 180’000 |
| CH0556419916 | SIKEJB | Sika AG | 0.59 | 250’000 | 147’500 |
| CH0556419916 | SIKEJB | Sika AG | 0.59 | 250’000 | 147’500 |
| CH0512539088 | WUBS1U | UBS Group AG | 0.66 | 200’000 | 132’000 |
| CH0510106351 | MBRUNU | Roche AG | 0.6 | 200’000 | 120’000 |
| CH0512546059 | CSGNDU | Credit Suisse Group AG | 0.38 | 300’000 | 114’000 |
| CH0512546174 | UBSGAU | UBS Group AG | 0.54 | 200’000 | 108’000 |
| CH0512546174 | UBSGAU | UBS Group AG | 0.54 | 200’000 | 108’000 |
| CH0531805700 | ROGM1U | Roche AG | 0.35 | 300’000 | 105’000 |
| CH0556417597 | UBSDJB | UBS Group AG | 1.39 | 75’000 | 104’250 |
| CH0556417597 | UBSDJB | UBS Group AG | 1.38 | 75’000 | 103’500 |
| CH0507004031 | SIKAOZ | Sika AG | 0.47 | 200’000 | 94’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.91 | 100’000 | 91’000 |
| CH0461000538 | WROBHV | Roche AG | 0.3 | 300’000 | 90’000 |
4) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
Financial Markets Blog - by Zuberbühler Associates AG 