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 18.01.2021. 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.-
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0547551223 | ROXAJB | Zur Rose Group AG | 1.501 | 100’000 | 150’100 |
| CH0547551223 | ROXAJB | Zur Rose Group AG | 1.501 | 100’000 | 150’100 |
| CH0587055309 | CLNFJB | Clariant AG | 0.43 | 300’000 | 129’000 |
| CH0587055515 | DUFTJB | Dufry AG | 0.55 | 200’000 | 110’000 |
| CH0587055309 | CLNFJB | Clariant AG | 0.44 | 250’000 | 110’000 |
| CH0547552429 | ROXJJB | Zur Rose Group AG | 1.05 | 100’000 | 105’000 |
| CH0547552429 | ROXJJB | Zur Rose Group AG | 1 | 100’000 | 100’000 |
| CH0556411269 | LOGGJB | Logitech International SA | 1.91 | 50’000 | 95’500 |
| CH0547552429 | ROXJJB | Zur Rose Group AG | 0.95 | 100’000 | 95’000 |
| CH0534138778 | FORTJB | Forbo Hldg. AG | 0.9 | 100’000 | 90’000 |
| CH0534138778 | FORTJB | Forbo Hldg. AG | 0.82 | 100’000 | 82’000 |
| CH0534138778 | FORTJB | Forbo Hldg. AG | 0.77 | 100’000 | 77’000 |
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0536649574 | WNVAEV | Nvidia Corp. | 1.49 | 32’600 | 48’574 |
| CH0545071489 | WLHB5V | Deutsche Lufthansa AG | 0.31 | 110’000 | 34’100 |
| CH0545071489 | WLHB5V | Deutsche Lufthansa AG | 0.31 | 110’000 | 34’100 |
| CH0545071489 | WLHB5V | Deutsche Lufthansa AG | 0.31 | 102’580 | 31’800 |
3) Large Cap Warrant Trades CHF >30’000.-
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.25 | 150’000 | 187’500 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.23 | 150’000 | 184’500 |
| CH0587055051 | CFRWJB | Compagnie Financière Richemont SA | 0.9 | 150’000 | 135’000 |
| CH0587055051 | CFRWJB | Compagnie Financière Richemont SA | 0.87 | 150’000 | 130’500 |
| CH0507004031 | SIKAOZ | Sika AG | 0.35 | 300’000 | 105’000 |
| CH0507004031 | SIKAOZ | Sika AG | 0.34 | 300’000 | 102’000 |
| CH0507004031 | SIKAOZ | Sika AG | 0.34 | 300’000 | 102’000 |
| CH0506997573 | ROGBBZ | Roche AG | 0.28 | 350’000 | 98’000 |
| CH0506997573 | ROGBBZ | Roche AG | 0.28 | 350’000 | 98’000 |
| CH0447805364 | ROGCGZ | Roche AG | 0.26 | 370’000 | 96’200 |
| CH0461000538 | WROBHV | Roche AG | 0.38 | 250’000 | 95’000 |
| CH0447805364 | ROGCGZ | Roche AG | 0.23 | 400’000 | 92’000 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.29 | 40’000 | 91’600 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.28 | 40’000 | 91’200 |
| CH0506992244 | SIKAEZ | Sika AG | 0.77 | 110’000 | 84’700 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.99 | 75’000 | 74’250 |
| CH0438531680 | UICSGU | Credit Suisse Group AG | 0.36 | 202’000 | 72’720 |
| CH0589946158 | WHNOVU | Novartis AG | 0.2 | 300’000 | 60’000 |
| CH0567410672 | WZUBIV | Zurich Insurance Group AG | 0.135 | 400’000 | 54’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.83 | 65’000 | 53’950 |
| CH0465053517 | NEGUAU | Nestlé S.A. | 0.19 | 270’000 | 51’300 |
| CH0515530563 | UBROGU | Roche AG | 0.42 | 120’000 | 50’400 |
4) Market Share and Turnover Total Value
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0567350993 | WDADDV | DAX Index | 1.79 | 300’000 | 537’000 |
| CH0567350993 | WDADDV | DAX Index | 1.8 | 250’000 | 450’000 |
| CH0567387722 | WDALEV | DAX Index | 1.68 | 200’000 | 336’000 |
| CH0567387722 | WDALEV | DAX Index | 1.61 | 200’000 | 322’000 |
| CH0553476893 | WDAMPV | DAX Index | 0.62 | 350’000 | 217’000 |
| CH0510644989 | WDAFUV | DAX Index | 1.22 | 100’000 | 122’000 |
| CH0506992970 | SMIBXZ | SMI | 0.34 | 175’000 | 59’500 |
| CH0506992970 | SMIBXZ | SMI | 0.32 | 175’000 | 56’000 |
| CH0520106854 | WSMBHV | SMI | 1.06 | 50’000 | 53’000 |
| CH0507000849 | SPXBRZ | S&P 500 Index | 1.04 | 50’000 | 52’000 |
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
