As part of my algo collection I scan derivatives trades, in order to find unusual patterns and early indicators. Below are the following lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland 3) Foreign Shares 4) Large Cap Switzerland 5) Index Warrants – all single trades by size from 28.01.2021 6) Market Share and Turnover. 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 Switzerland
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0532225692 | WLOBEV | Logitech International SA | 2.87 | 100’000 | 287’000 |
CH0532225692 | WLOBEV | Logitech International SA | 2.83 | 50’000 | 141’500 |
CH0572102140 | LJOGDU | Logitech International SA | 0.81 | 100’000 | 81’000 |
CH0507001839 | LOGBJZ | Logitech International SA | 1.88 | 40’000 | 75’200 |
CH0591043622 | ROSRJB | Zur Rose Group AG | 0.74 | 100’000 | 74’000 |
CH0556420922 | LEODJB | Leonteq AG | 0.43 | 150’000 | 64’500 |
CH0556412515 | VALMJB | Valora Hldg. AG | 0.42 | 150’000 | 63’000 |
CH0556412515 | VALMJB | Valora Hldg. AG | 0.4 | 150’000 | 60’000 |
CH0506995759 | LOGARZ | Logitech International SA | 0.71 | 75’000 | 53’250 |
CH0506989869 | AMSDGZ | AMS AG | 0.7 | 75’000 | 52’500 |
CH0506979571 | AMSASZ | AMS AG | 0.11 | 475’000 | 52’250 |
CH0575019630 | AUTQJB | Autoneum Hldg. AG | 0.56 | 90’000 | 50’400 |
CH0506989877 | AMSDHZ | AMS AG | 1.05 | 47’000 | 49’350 |
CH0567412090 | WLOCFV | Logitech International SA | 0.33 | 144’000 | 47’520 |
CH0587055515 | DUFTJB | Dufry AG | 0.45 | 100’000 | 45’000 |
CH0591046351 | ROZNJB | Zur Rose Group AG | 0.43 | 100’000 | 43’000 |
CH0547549649 | SFSNJB | SFS Group AG | 0.43 | 100’000 | 43’000 |
CH0575019630 | AUTQJB | Autoneum Hldg. AG | 0.56 | 75’000 | 42’000 |
CH0547546470 | FHZLJB | Flughafen Zürich AG | 0.21 | 200’000 | 42’000 |
CH0507001839 | LOGBJZ | Logitech International SA | 2.1 | 20’000 | 42’000 |
3) Foreign Shares
4) Large Cap Switzerland
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0506997573 | ROGBBZ | Roche AG | 0.285 | 3’500’000 | 997’500 |
CH0506997573 | ROGBBZ | Roche AG | 0.295 | 3’000’000 | 885’000 |
CH0506997573 | ROGBBZ | Roche AG | 0.285 | 3’000’000 | 855’000 |
CH0506997573 | ROGBBZ | Roche AG | 0.285 | 1’025’000 | 292’125 |
CH0288196535 | ABBMXC | ABB N | 1.45 | 200’000 | 290’000 |
CH0591042616 | ABBIJB | ABB N | 0.57 | 300’000 | 171’000 |
CH0556415823 | SLHFJB | Swiss Life Hldg. N | 0.92 | 150’000 | 138’000 |
CH0556415823 | SLHFJB | Swiss Life Hldg. N | 0.9 | 150’000 | 135’000 |
CH0419030314 | WSNESU | Nestlé S.A. | 1.35 | 100’000 | 135’000 |
CH0575019200 | UHRZJB | Swatch Group I | 0.54 | 220’000 | 118’800 |
CH0581534788 | WSCAIV | Swisscom N | 0.39 | 240’000 | 93’600 |
CH0506991600 | LONBGZ | Lonza Group N | 0.76 | 100’000 | 76’000 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.69 | 100’000 | 69’000 |
CH0506991600 | LONBGZ | Lonza Group N | 0.76 | 90’000 | 68’400 |
CH0420773118 | UKUBSU | UBS Group AG | 0.34 | 200’000 | 68’000 |
CH0510106310 | URROGU | Roche AG | 0.667 | 100’000 | 66’700 |
CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.66 | 100’000 | 66’000 |
CH0555090676 | ABPUAU | ABB N | 0.325 | 200’000 | 65’000 |
CH0567381428 | WSICEV | Sika AG | 0.625 | 100’000 | 62’500 |
CH0589942819 | LONWHU | Lonza Group N | 0.6 | 100’000 | 60’000 |
5) Index Warrants
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0510644989 | WDAFUV | DAX Index | 1.59 | 450’000 | 715’500 |
CH0568241811 | SLMICU | SMI | 1.31 | 300’000 | 393’000 |
CH0568241811 | SLMICU | SMI | 1.26 | 300’000 | 378’000 |
CH0567402109 | WSMIXV | SMI | 0.36 | 500’000 | 180’000 |
CH0460984286 | WSMIHV | SMI | 0.72 | 250’000 | 180’000 |
CH0460984286 | WSMIHV | SMI | 0.72 | 250’000 | 180’000 |
CH0520106854 | WSMBHV | SMI | 1.22 | 100’000 | 122’000 |
CH0481065537 | WINA1V | Dow Jones Industrial Average Index | 0.6 | 200’000 | 120’000 |
CH0567351538 | WNAD2V | Nasdaq 100 Index | 1.63 | 70’000 | 114’100 |
CH0481036801 | WSMGHV | SMI | 1.14 | 100’000 | 114’000 |
CH0481036801 | WSMGHV | SMI | 1.25 | 90’000 | 112’500 |
CH0460984286 | WSMIHV | SMI | 0.73 | 150’000 | 109’500 |
CH0567387086 | WSMH9V | SMI | 0.27 | 400’000 | 108’000 |
CH0499803960 | WESAIV | EURO STOXX 50 Index | 0.75 | 125’000 | 93’750 |
CH0536583385 | WDABRV | DAX Index | 1.51 | 60’000 | 90’600 |
CH0520106870 | WSMBJV | SMI | 2.79 | 30’000 | 83’700 |
CH0499803960 | WESAIV | EURO STOXX 50 Index | 0.8 | 100’000 | 80’000 |
CH0510644385 | WSMEFV | SMI | 0.77 | 100’000 | 77’000 |
CH0579467827 | SMQIKU | SMI | 1.51 | 50’000 | 75’500 |
CH0510644385 | WSMEFV | SMI | 0.75 | 100’000 | 75’000 |
CH0510644385 | WSMEFV | SMI | 0.68 | 100’000 | 68’000 |
CH0507000625 | SMIJEZ | SMI | 0.66 | 100’000 | 66’000 |
CH0567387417 | WDAJTV | DAX Index | 0.33 | 200’000 | 66’000 |
CH0553477099 | WINBFV | Dow Jones Industrial Average Index | 0.93 | 70’000 | 65’100 |
CH0447798692 | SMIIZZ | SMI | 0.64 | 100’000 | 64’000 |
CH0507005277 | SMIAYZ | SMI | 0.32 | 200’000 | 64’000 |
6) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.