Today the action in underlying and derivatives in Credit Suisse was unusually active. Also Deutsche Bank saw a derivate trade for the first time since I started my monitoring (2-3 months ago). Financials seem to be breaking out to the upside.
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 15.02.2021 6) Commodities 7) 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
3) Foreign Shares
4) Large Cap Switzerland
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0587055416 | SLHTJB | Swiss Life Hldg. N | 0.96 | 200’000 | 192’000 |
CH0587055416 | SLHTJB | Swiss Life Hldg. N | 0.95 | 200’000 | 190’000 |
CH0587055416 | SLHTJB | Swiss Life Hldg. N | 0.94 | 200’000 | 188’000 |
CH0587055416 | SLHTJB | Swiss Life Hldg. N | 0.94 | 200’000 | 188’000 |
CH0547548427 | LHNNJB | LafargeHolcim Ltd. | 0.7 | 200’000 | 140’000 |
CH0506991600 | LONBGZ | Lonza Group N | 0.93 | 150’000 | 139’500 |
CH0507004031 | SIKAOZ | Sika AG | 0.41 | 275’000 | 112’750 |
CH0507004031 | SIKAOZ | Sika AG | 0.41 | 275’000 | 112’750 |
CH0507004031 | SIKAOZ | Sika AG | 0.41 | 275’000 | 112’750 |
CH0506991600 | LONBGZ | Lonza Group N | 1 | 100’000 | 100’000 |
CH0506991600 | LONBGZ | Lonza Group N | 0.97 | 100’000 | 97’000 |
CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.34 | 40’000 | 93’600 |
CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.33 | 40’000 | 93’200 |
CH0528878942 | CSGXJB | Credit Suisse Group AG | 0.81 | 100’000 | 81’000 |
CH0438531680 | UICSGU | Credit Suisse Group AG | 0.37 | 202’000 | 74’740 |
CH0507004031 | SIKAOZ | Sika AG | 0.41 | 175’000 | 71’750 |
CH0531809256 | WVUBSU | UBS Group AG | 1.18 | 60’000 | 70’800 |
CH0573414668 | RODGSU | Roche AG | 0.21 | 300’000 | 63’000 |
CH0510106294 | UOROGU | Roche AG | 0.22 | 250’000 | 55’000 |
CH0587055226 | LONDJB | Lonza Group N | 0.54 | 100’000 | 54’000 |
CH0506991147 | SREBEZ | Swiss RE AG | 0.4 | 134’600 | 53’840 |
CH0457098215 | WSRAQV | Swiss RE AG | 0.38 | 140’000 | 53’200 |
CH0506989216 | CSGAOZ | Credit Suisse Group AG | 0.17 | 300’000 | 51’000 |
5) Index Warrants
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0510645051 | WDAF2V | DAX Index | 1.6 | 100’000 | 160’000 |
CH0481065602 | WINEIV | Dow Jones Industrial Average Index | 1.01 | 100’000 | 101’000 |
CH0461009109 | WDACTV | DAX Index | 0.95 | 100’000 | 95’000 |
CH0510644906 | WDADMV | DAX Index | 0.38 | 200’000 | 76’000 |
CH0460984336 | WSMI5V | SMI | 0.73 | 100’000 | 73’000 |
CH0520155703 | WSMJGV | SMI | 2.41 | 20’000 | 48’200 |
CH0510644989 | WDAFUV | DAX Index | 0.89 | 50’000 | 44’500 |
CH0536583385 | WDABRV | DAX Index | 2.16 | 20’000 | 43’200 |
CH0510685628 | WESBLV | EURO STOXX 50 Index | 0.53 | 80’000 | 42’400 |
CH0506996450 | SMICBZ | SMI | 0.09 | 450’000 | 40’500 |
6) Commodities
ISIN | Symbol | Underlying | Price | Volume | Turnover |
CH0510642991 | WSICFV | Silver | 2 | 25’000 | 50’000 |
CH0545013689 | WPLABV | Platinum | 1.37 | 32’000 | 43’840 |
CH0510643502 | WPLB6V | Platinum | 0.67 | 50’000 | 33’500 |
CH0520164705 | WPLAUV | Platinum | 2.22 | 15’000 | 33’300 |
CH0520164705 | WPLAUV | Platinum | 2.21 | 8’000 | 17’680 |
CH0506993507 | XAGAIZ | Silver | 0.36 | 41’000 | 14’760 |
CH0520164705 | WPLAUV | Platinum | 2.15 | 6’000 | 12’900 |
CH0581576391 | WPLA8V | Platinum | 0.85 | 15’000 | 12’750 |
CH0506993648 | XAUASZ | Gold | 0.18 | 60’000 | 10’800 |
CH0499772975 | WSIBDV | Silver | 3.35 | 3’000 | 10’050 |
7) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.