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 24.03.2021 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 3 | Volume | Turnover |
| CH0547552445 | ROXLJB | Zur Rose Group AG | 0.97 | 200’000 | 194’000 |
| CH0534143547 | AMYHJB | AMS AG | 0.666 | 200’000 | 133’200 |
| CH0507003801 | STMAMZ | Straumann Hldg. AG | 1 | 75’000 | 75’000 |
| CH0587054369 | COTUJB | Comet Hldg. AG | 0.928 | 75’000 | 69’600 |
| CH0591046864 | ROXPJB | Zur Rose Group AG | 0.64 | 100’000 | 64’000 |
| CH0587057578 | FHZEJB | Flughafen Zürich AG | 0.51 | 120’000 | 61’200 |
| CH0507005087 | AMSAHZ | AMS AG | 0.31 | 175’000 | 54’250 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.68 | 75’000 | 51’000 |
| CH0506987699 | DUFAPZ | Dufry AG | 1.01 | 50’000 | 50’500 |
| CH0506998472 | TEMAQZ | Temenos AG | 0.46 | 100’000 | 46’000 |
| CH0547548823 | COTIJB | Comet Hldg. AG | 2.27 | 20’000 | 45’400 |
| CH0547546470 | FHZLJB | Flughafen Zürich AG | 0.22 | 200’000 | 44’000 |
| CH0587057354 | DUFFJB | Dufry AG | 0.83 | 50’000 | 41’500 |
| CH0591045171 | VACMJB | VAT Group | 0.77 | 50’000 | 38’500 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price 3 | Volume | Turnover |
| CH0510655639 | WBAB8V | Alibaba Group Hldg. | 0.25 | 200’000 | 50’000 |
| CH0594895820 | WVOASV | Volkswagen AG (Vz) | 0.34 | 100’000 | 34’000 |
| CH0556417381 | TSXQJB | Tesla Inc. | 0.63 | 50’000 | 31’500 |
| CH0553382612 | WTSASV | Tesla Inc. | 3.52 | 5’000 | 17’600 |
| CH0556413307 | VOWMJB | Volkswagen AG (Vz) | 1.17 | 15’000 | 17’550 |
| CH0591043093 | ASMOJB | ASML Hldg. N.V. | 0.31 | 50’000 | 15’500 |
| CH0581445720 | WBAD4V | Boeing Co. | 0.29 | 50’000 | 14’500 |
| CH0556417381 | TSXQJB | Tesla Inc. | 0.61 | 20’000 | 12’200 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price 3 | Volume | Turnover |
| CH0316188637 | ABBMGU | ABB N | 1.54 | 5’052’590 | 7’780’989 |
| CH0316188637 | ABBMGU | ABB N | 1.54 | 5’052’590 | 7’780’989 |
| CH0524980353 | UHRTJB | Swatch Group I | 0.92 | 200’000 | 184’000 |
| CH0506998845 | SLHAXZ | Swiss Life Hldg. N | 1.05 | 150’000 | 157’500 |
| CH0506998845 | SLHAXZ | Swiss Life Hldg. N | 1.03 | 150’000 | 154’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.77 | 200’000 | 154’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.76 | 200’000 | 152’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.75 | 200’000 | 150’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.75 | 200’000 | 150’000 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 1.13 | 100’000 | 113’000 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 1.12 | 100’000 | 112’000 |
| CH0589941845 | WQABBU | ABB N | 0.552 | 200’000 | 110’400 |
| CH0589941845 | WQABBU | ABB N | 0.55 | 200’000 | 110’000 |
| CH0589941845 | WQABBU | ABB N | 0.549 | 200’000 | 109’800 |
| CH0589941845 | WQABBU | ABB N | 0.547 | 200’000 | 109’400 |
| CH0589941852 | ABRUAU | ABB N | 0.444 | 200’000 | 88’800 |
| CH0589946414 | ULROGU | Roche AG | 0.887 | 100’000 | 88’700 |
| CH0404018225 | UFNESU | Nestlé S.A. | 0.87 | 100’000 | 87’000 |
| CH0591500878 | APBBCU | ABB N | 0.43 | 200’000 | 86’000 |
| CH0591500878 | APBBCU | ABB N | 0.43 | 200’000 | 86’000 |
| CH0591500878 | APBBCU | ABB N | 0.422 | 200’000 | 84’400 |
| CH0591500878 | APBBCU | ABB N | 0.41 | 200’000 | 82’000 |
| CH0591500878 | APBBCU | ABB N | 0.41 | 200’000 | 82’000 |
| CH0547549060 | SLHUJB | Swiss Life Hldg. N | 0.76 | 100’000 | 76’000 |
| CH0510105858 | UWNESU | Nestlé S.A. | 0.73 | 100’000 | 73’000 |
| CH0547549060 | SLHUJB | Swiss Life Hldg. N | 0.72 | 100’000 | 72’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.33 | 200’000 | 66’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.31 | 200’000 | 62’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.31 | 200’000 | 62’000 |
| CH0404018589 | ZUAUAU | Zurich Insurance Group AG | 0.59 | 100’000 | 59’000 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.64 | 90’000 | 57’600 |
| CH0404018589 | ZUAUAU | Zurich Insurance Group AG | 0.57 | 100’000 | 57’000 |
| CH0404018589 | ZUAUAU | Zurich Insurance Group AG | 0.57 | 100’000 | 57’000 |
| CH0419030223 | WJNESU | Nestlé S.A. | 1.02 | 50’000 | 51’000 |
| CH0579464931 | LH0N8U | LafargeHolcim Ltd. | 0.22 | 230’000 | 50’600 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price 3 | Volume | Turnover |
| CH0581528285 | WSPDFV | S&P 500 Index | 4.68 | 35’000 | 163’800 |
| CH0594902154 | WESCJV | EURO STOXX 50 Index | 1.22 | 75’000 | 91’500 |
| CH0581476329 | WSMDEV | SMI | 1.28 | 65’000 | 83’200 |
| CH0547547155 | SMIBJB | SMI | 1.71 | 25’000 | 42’750 |
6) Commodities
| ISIN | Symbol | Underlying | Price 3 | Volume | Turnover |
| CH0510643320 | WGODYV | Gold | 0.38 | 100’000 | 38’000 |
| CH0553452860 | WSIBOV | Silver | 0.1 | 100’000 | 10’000 |
| CH0506993572 | XAGASZ | Silver | 0.33 | 20’000 | 6’600 |
7) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
