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 5) Market Share and Turnover Total Value from 22.01.2021. 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 >60’000.-
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.87 | 150’000 | 280’500 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.86 | 150’000 | 279’000 |
| CH0591042616 | ABBIJB | ABB N | 0.6 | 400’000 | 240’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.17 | 150’000 | 175’500 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.17 | 150’000 | 175’500 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.13 | 150’000 | 169’500 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.13 | 150’000 | 169’500 |
| CH0524980965 | CSGQJB | Credit Suisse Group AG | 0.57 | 200’000 | 114’000 |
| CH0447805364 | ROGCGZ | Roche AG | 0.26 | 390’000 | 101’400 |
| CH0587054682 | NESOJB | Nestlé S.A. | 0.13 | 750’000 | 97’500 |
| CH0506997573 | ROGBBZ | Roche AG | 0.29 | 325’000 | 94’250 |
| CH0506997573 | ROGBBZ | Roche AG | 0.3 | 300’000 | 90’000 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.24 | 40’000 | 89’600 |
| CH0507000302 | GIVAHZ | Givaudan | 0.34 | 200’000 | 68’000 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.87 | 75’000 | 65’250 |
| CH0556420344 | SCMGJB | Swisscom N | 0.38 | 169’500 | 64’410 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.85 | 75’000 | 63’750 |
| CH0553707206 | RO0GWU | Roche AG | 0.31 | 200’000 | 62’000 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.82 | 75’000 | 61’500 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.82 | 75’000 | 61’500 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.82 | 75’000 | 61’500 |
| CH0556420344 | SCMGJB | Swisscom N | 0.36 | 169’500 | 61’020 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.8 | 75’000 | 60’000 |
| CH0591042616 | ABBIJB | ABB N | 0.6 | 100’000 | 60’000 |
4) Index Warrants CHF >20’000.-
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0506990669 | DAXBLZ | DAX Index | 0.57 | 250’000 | 142’500 |
| CH0581528285 | WSPDFV | S&P 500 Index | 5.15 | 25’000 | 128’750 |
| CH0461009109 | WDACTV | DAX Index | 1.12 | 100’000 | 112’000 |
| CH0506990545 | DAXADZ | DAX Index | 0.24 | 400’000 | 96’000 |
| CH0506990545 | DAXADZ | DAX Index | 0.24 | 400’000 | 96’000 |
| CH0545093939 | WNAHYV | Nasdaq 100 Index | 2.98 | 32’000 | 95’360 |
| CH0579467827 | SMQIKU | SMI | 1.4 | 50’000 | 70’000 |
| CH0507005517 | DAXCBZ | DAX Index | 1.4 | 42’000 | 58’800 |
| CH0457090485 | WSMMRV | SMI | 1.7 | 33’000 | 56’100 |
| CH0581477228 | WSPCWV | S&P 500 Index | 2.7 | 20’000 | 54’000 |
| CH0567387722 | WDALEV | DAX Index | 1.62 | 30’000 | 48’600 |
| CH0506990792 | DAXCNZ | DAX Index | 1.83 | 22’000 | 40’260 |
| CH0553385821 | WDAE8V | DAX Index | 3.08 | 13’000 | 40’040 |
| CH0520106870 | WSMBJV | SMI | 2.5 | 15’000 | 37’500 |
| CH0481065586 | WINEFV | Dow Jones Industrial Average Index | 3.19 | 9’000 | 28’710 |
| CH0506990669 | DAXBLZ | DAX Index | 0.56 | 50’000 | 28’000 |
| CH0506990545 | DAXADZ | DAX Index | 0.24 | 100’000 | 24’000 |
| CH0506990545 | DAXADZ | DAX Index | 0.24 | 100’000 | 24’000 |
| CH0506990545 | DAXADZ | DAX Index | 0.24 | 100’000 | 24’000 |
| CH0506990545 | DAXADZ | DAX Index | 0.23 | 100’000 | 23’000 |
| CH0506990545 | DAXADZ | DAX Index | 0.23 | 100’000 | 23’000 |
| CH0510507152 | DAZFJB | DAX Index | 2.27 | 10’000 | 22’700 |
| CH0471376928 | WDAQ6V | DAX Index | 1.49 | 15’000 | 22’350 |
| CH0471376928 | WDAQ6V | DAX Index | 1.47 | 15’000 | 22’050 |
| CH0581476360 | WSMD8V | SMI | 0.43 | 50’000 | 21’500 |
5) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
