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 25.01.2021 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.-
| Symbol | Underlying | Price | Volume | Turnover |
| AXANJB | AXA S.A. | 0.56 | 100’000 | 56’000 |
| WBADAV | Alibaba Group Hldg. | 0.3 | 180’000 | 54’000 |
| AMYWJB | Amazon.com Inc. | 0.31 | 150’000 | 46’500 |
| TSYKJB | Tesla Inc. | 0.41 | 100’000 | 41’000 |
| AA3PFU | Apple Inc. | 0.77 | 50’000 | 38’500 |
| TSXJJB | Tesla Inc. | 1.02 | 36’396 | 37’124 |
| TSXJJB | Tesla Inc. | 1 | 36’396 | 36’396 |
| AA3PDU | Apple Inc. | 1.07 | 30’000 | 32’100 |
| JNJJJB | Johnson & Johnson | 0.63 | 50’000 | 31’500 |
| BABUDU | Alibaba Group Hldg. | 0.19 | 150’000 | 28’500 |
| WTSABV | Tesla Inc. | 2.82 | 10’000 | 28’200 |
| WAABQV | Apple Inc. | 0.125 | 200’000 | 25’000 |
| WAAAPV | Apple Inc. | 1.25 | 20’000 | 25’000 |
| WAAAPV | Apple Inc. | 1.24 | 20’000 | 24’800 |
| WTSEIV | Tesla Inc. | 0.49 | 50’000 | 24’500 |
| WAAAPV | Apple Inc. | 1.2 | 20’000 | 24’000 |
| WAAAPV | Apple Inc. | 1.12 | 20’000 | 22’400 |
| BIDLJB | Baidu Inc. | 1.94 | 10’309 | 19’999 |
| BIDLJB | Baidu Inc. | 1.93 | 10’309 | 19’896 |
| TSYKJB | Tesla Inc. | 0.48 | 40’000 | 19’200 |
| WAMBXV | Amazon.com Inc. | 0.32 | 60’000 | 19’200 |
3) Large Cap Warrant Trades CHF >60’000.-
| Symbol | Underlying | Price | Volume | Turnover |
| ABBIJB | ABB N | 0.57 | 400’000 | 228’000 |
| ABBIJB | ABB N | 0.57 | 400’000 | 228’000 |
| CFRRJB | Compagnie Financière Richemont SA | 0.9 | 200’000 | 180’000 |
| SLHFJB | Swiss Life Hldg. N | 1.18 | 150’000 | 177’000 |
| SLHFJB | Swiss Life Hldg. N | 1.16 | 150’000 | 174’000 |
| LONACZ | Lonza Group N | 1.62 | 99’999 | 161’998 |
| SLHFJB | Swiss Life Hldg. N | 1.06 | 150’000 | 159’000 |
| SLHFJB | Swiss Life Hldg. N | 1.05 | 150’000 | 157’500 |
| LOANWU | Lonza Group N | 1.52 | 100’000 | 152’000 |
| ABBIJB | ABB N | 0.57 | 200’000 | 114’000 |
| SIKAOZ | Sika AG | 0.39 | 275’000 | 107’250 |
| SIKAOZ | Sika AG | 0.39 | 275’000 | 107’250 |
| SIKAOZ | Sika AG | 0.39 | 275’000 | 107’250 |
| ROGBBZ | Roche AG | 0.35 | 300’000 | 105’000 |
| SIKAOZ | Sika AG | 0.38 | 275’000 | 104’500 |
| WTNESU | Nestlé S.A. | 0.93 | 110’000 | 102’300 |
| ROGBBZ | Roche AG | 0.32 | 300’000 | 96’000 |
| SIKAOZ | Sika AG | 0.39 | 225’000 | 87’750 |
| NESOJB | Nestlé S.A. | 0.15 | 550’000 | 82’500 |
| GIVAHZ | Givaudan | 0.41 | 200’000 | 82’000 |
| WLOANV | Lonza Group N | 0.31 | 250’000 | 77’500 |
| UKUBSU | UBS Group AG | 0.37 | 200’000 | 74’000 |
| WLOANV | Lonza Group N | 0.29 | 250’000 | 72’500 |
| NESOJB | Nestlé S.A. | 0.15 | 450’000 | 67’500 |
| SLHAMZ | Swiss Life Hldg. N | 0.9 | 75’000 | 67’500 |
| SLHAMZ | Swiss Life Hldg. N | 0.88 | 75’000 | 66’000 |
| SLHAMZ | Swiss Life Hldg. N | 0.87 | 75’000 | 65’250 |
| ZURWVU | Zurich Insurance Group AG | 2.13 | 30’000 | 63’900 |
| SLHAMZ | Swiss Life Hldg. N | 0.83 | 75’000 | 62’250 |
| ROGP1U | Roche AG | 0.15 | 400’000 | 60’000 |
4) Index Warrants CHF >30’000.-
| Symbol | Underlying | Price | Volume | Turnover |
| WDAF2V | DAX Index | 1.21 | 150’000 | 181’500 |
| DAXBLZ | DAX Index | 0.58 | 185’000 | 107’300 |
| WSMGHV | SMI | 1 | 100’000 | 100’000 |
| SMQIKU | SMI | 1.5 | 50’000 | 75’000 |
| SPXBXZ | S&P 500 Index | 1.48 | 50’000 | 74’000 |
| WDAVUV | DAX Index | 0.74 | 90’000 | 66’600 |
| WDAJTV | DAX Index | 0.33 | 200’000 | 66’000 |
| WSMD0V | SMI | 0.27 | 225’000 | 60’750 |
| WDAJTV | DAX Index | 0.34 | 150’000 | 51’000 |
| WDAJTV | DAX Index | 0.32 | 150’000 | 48’000 |
| WNAD2V | Nasdaq 100 Index | 1.18 | 40’000 | 47’200 |
| WINA1V | Dow Jones Industrial Average Index | 0.47 | 100’000 | 47’000 |
| WDAJTV | DAX Index | 0.31 | 150’000 | 46’500 |
| WDAJTV | DAX Index | 0.46 | 100’000 | 46’000 |
| WDAFUV | DAX Index | 1.33 | 30’000 | 39’900 |
| WNIBXV | Nikkei 225 Index | 1.73 | 20’000 | 34’600 |
| WDAJTV | DAX Index | 0.33 | 100’000 | 33’000 |
| WDAJTV | DAX Index | 0.32 | 100’000 | 32’000 |
| WDAGVV | DAX Index | 1.59 | 20’000 | 31’800 |
| WNAINV | Nasdaq 100 Index | 0.78 | 40’000 | 31’200 |
5) Market Share and Turnover Total Value
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Financial Markets Blog - by Zuberbühler Associates AG 