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 4) Index Warrants – all single trades by size from 20.01.2021. 5) Market Share and Turnover Total Value. 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 >65’000.-
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.96 | 150’000 | 294’000 |
CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.94 | 150’000 | 291’000 |
CH0591042616 | ABBIJB | ABB N | 0.55 | 400’000 | 220’000 |
CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.22 | 150’000 | 183’000 |
CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.22 | 150’000 | 183’000 |
CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.22 | 150’000 | 183’000 |
CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.19 | 150’000 | 178’500 |
CH0524980353 | UHRTJB | Swatch Group I | 0.8 | 200’000 | 160’000 |
CH0506991600 | LONBGZ | Lonza Group N | 0.94 | 150’000 | 141’000 |
CH0506991600 | LONBGZ | Lonza Group N | 0.92 | 150’000 | 138’000 |
CH0457099098 | WNEEVV | Nestlé S.A. | 0.24 | 500’000 | 120’000 |
CH0447805356 | ROGCFZ | Roche AG | 0.34 | 350’000 | 119’000 |
CH0419030314 | WSNESU | Nestlé S.A. | 1.18 | 100’000 | 118’000 |
CH0589942470 | ROAUAU | Roche AG | 0.39 | 300’000 | 117’000 |
CH0507004031 | SIKAOZ | Sika AG | 0.36 | 300’000 | 108’000 |
CH0587053965 | CFRRJB | Compagnie Financière Richemont SA | 1.02 | 100’000 | 102’000 |
CH0589946455 | UVROGU | Roche AG | 0.32 | 300’000 | 96’000 |
CH0567394355 | WCFAEV | Compagnie Financière Richemont SA | 0.45 | 200’000 | 90’000 |
CH0521941291 | LONDWU | Lonza Group N | 1.43 | 60’000 | 85’800 |
CH0506992244 | SIKAEZ | Sika AG | 0.76 | 100’000 | 76’000 |
CH0506992244 | SIKAEZ | Sika AG | 0.76 | 100’000 | 76’000 |
CH0506992244 | SIKAEZ | Sika AG | 0.74 | 100’000 | 74’000 |
CH0589946158 | WHNOVU | Novartis AG | 0.24 | 300’000 | 72’000 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.96 | 75’000 | 72’000 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.94 | 75’000 | 70’500 |
CH0506997573 | ROGBBZ | Roche AG | 0.28 | 250’000 | 70’000 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.93 | 75’000 | 69’750 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.93 | 75’000 | 69’750 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.93 | 75’000 | 69’750 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.92 | 75’000 | 69’000 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.92 | 75’000 | 69’000 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.9 | 75’000 | 67’500 |
CH0510106310 | URROGU | Roche AG | 0.65 | 100’000 | 65’000 |
4) Index Warrants CHF >50’000.-
Symbol | Underlying | Price | Volume | Turnover |
WDALEV | DAX Index | 1.77 | 200’000 | 354’000 |
WDAFUV | DAX Index | 1.12 | 200’000 | 224’000 |
WDAF2V | DAX Index | 1.49 | 100’000 | 149’000 |
WDAFUV | DAX Index | 1.15 | 100’000 | 115’000 |
WDAFUV | DAX Index | 1.1 | 100’000 | 110’000 |
WSPCWV | S&P 500 Index | 2.82 | 34’700 | 97’854 |
WINEIV | Dow Jones Industrial Average Index | 0.93 | 100’000 | 93’000 |
DAXADZ | DAX Index | 0.22 | 400’000 | 88’000 |
WNAD4V | Nasdaq 100 Index | 0.66 | 100’000 | 66’000 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
SMIDAZ | SMI | 0.34 | 175’000 | 59’500 |
WNAFOV | Nasdaq 100 Index | 3.69 | 15’000 | 55’350 |
SMIBXZ | SMI | 0.27 | 200’000 | 54’000 |
WSMFWV | SMI | 0.54 | 100’000 | 54’000 |
SMIDAZ | SMI | 0.35 | 150’000 | 52’500 |
SMIDAZ | SMI | 0.35 | 150’000 | 52’500 |
WNAD2V | Nasdaq 100 Index | 1.3 | 40’000 | 52’000 |
WSMEBV | SMI | 0.69 | 75’000 | 51’750 |
WNAD2V | Nasdaq 100 Index | 1.26 | 40’000 | 50’400 |
DAXAOZ | DAX Index | 0.2 | 250’000 | 50’000 |
5) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.