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 29.03.2021 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 | Volume | Turnover |
| CH0556416003 | VIFBJB | Vifor Pharma AG | 0.38 | 200’000 | 76’000 |
| CH0556416003 | VIFBJB | Vifor Pharma AG | 0.38 | 200’000 | 76’000 |
| CH0534144727 | SWOEJB | SoftwareONE Hldg. | 0.542 | 125’000 | 67’750 |
| CH0534144727 | SWOEJB | SoftwareONE Hldg. | 0.442 | 150’000 | 66’300 |
| CH0506987699 | DUFAPZ | Dufry AG | 1.05 | 50’000 | 52’500 |
| CH0506987699 | DUFAPZ | Dufry AG | 1.03 | 50’000 | 51’500 |
| CH0507005673 | LOGAMZ | Logitech International SA | 0.68 | 75’000 | 51’000 |
| CH0591047151 | PFEJJB | Pfizer Inc. | 0.2 | 200’000 | 40’000 |
| CH0556420518 | SWOAJB | SoftwareONE Hldg. | 0.38 | 100’000 | 38’000 |
| CH0556413125 | BSLCJB | Basilea Pharmaceutica AG | 0.18 | 200’000 | 36’000 |
| CH0507003801 | STMAMZ | Straumann Hldg. AG | 0.9 | 40’000 | 36’000 |
| CH0591043879 | COTXJB | Comet Hldg. AG | 0.42 | 80’000 | 33’600 |
| CH0587057685 | EMSAJB | Ems-Chemie Hldg. AG | 0.28 | 120’000 | 33’600 |
| CH0556420518 | SWOAJB | SoftwareONE Hldg. | 0.33 | 100’000 | 33’000 |
| CH0524980270 | DUFCJB | Dufry AG | 0.14 | 230’000 | 32’200 |
| CH0547548765 | SWOSJB | SoftwareONE Hldg. | 0.32 | 100’000 | 32’000 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0581500433 | WTSB3V | Tesla Inc. | 0.06 | 800’000 | 48’000 |
| CH0597671061 | BMWOJB | Bayerische Motoren Werke AG | 0.46 | 50’000 | 23’000 |
| CH0553393023 | WBAANV | Alibaba Group Hldg. | 0.22 | 100’000 | 22’000 |
| CH0532886055 | BABDJB | Alibaba Group Hldg. | 0.19 | 100’000 | 19’000 |
| CH0547546066 | JNJPJB | Johnson & Johnson | 0.21 | 80’000 | 16’800 |
| CH0575019473 | TSZHJB | Tesla Inc. | 0.38 | 40’000 | 15’200 |
| CH1106761096 | TEVZJB | Teva Pharmaceutical Industries Ltd. | 0.37 | 40’000 | 14’800 |
| CH0581528343 | WTSEGV | Tesla Inc. | 0.5 | 20’000 | 10’000 |
| CH0581528608 | WTSFVV | Tesla Inc. | 0.52 | 15’000 | 7’800 |
| CH0597672234 | ABIHJB | Anheuser-Busch InBev N.V. | 0.33 | 20’000 | 6’600 |
| CH0567381444 | WSAABV | SAP SE | 0.61 | 10’000 | 6’100 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0550744699 | UBWSOU | UBS Group AG | 0.965 | 200’000 | 193’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.91 | 150’000 | 136’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.9 | 150’000 | 135’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.9 | 150’000 | 135’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.89 | 150’000 | 133’500 |
| CH0555318457 | NORV7U | Novartis AG | 0.65 | 190’000 | 123’500 |
| CH0404018225 | UFNESU | Nestlé S.A. | 0.9 | 100’000 | 90’000 |
| CH0587054229 | CSGTJB | Credit Suisse Group AG | 0.38 | 200’000 | 76’000 |
| CH0579463784 | CSWGDU | Credit Suisse Group AG | 0.5 | 150’000 | 75’000 |
| CH0404018381 | ROGWYU | Roche AG | 1 | 68’700 | 68’700 |
| CH0404018381 | ROGWYU | Roche AG | 0.99 | 68’700 | 68’013 |
| CH0579463784 | CSWGDU | Credit Suisse Group AG | 0.45 | 150’000 | 67’500 |
| CH0443832883 | USNESU | Nestlé S.A. | 0.64 | 100’000 | 64’000 |
| CH0587054229 | CSGTJB | Credit Suisse Group AG | 0.41 | 150’000 | 61’500 |
| CH0443832883 | USNESU | Nestlé S.A. | 0.63 | 97’570 | 61’469 |
| CH0443832883 | USNESU | Nestlé S.A. | 0.6 | 100’000 | 60’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.27 | 200’000 | 54’000 |
| CH0556418298 | NESFJB | Nestlé S.A. | 0.07 | 750’000 | 52’500 |
| CH0419030223 | WJNESU | Nestlé S.A. | 1.04 | 50’000 | 52’000 |
| CH0553401206 | WUBA3V | UBS Group AG | 0.195 | 260’000 | 50’700 |
| CH0553707214 | ROVGWU | Roche AG | 0.202 | 250’000 | 50’500 |
| CH0553707214 | ROVGWU | Roche AG | 0.201 | 250’000 | 50’250 |
| CH0553707214 | ROVGWU | Roche AG | 0.201 | 250’000 | 50’250 |
| CH0512527844 | WNES9U | Nestlé S.A. | 0.71 | 70’000 | 49’700 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0510645036 | WDAF0V | DAX Index | 3.12 | 100’000 | 312’000 |
| CH0567350993 | WDADDV | DAX Index | 0.81 | 200’000 | 162’000 |
| CH0510645036 | WDAF0V | DAX Index | 3.04 | 50’000 | 152’000 |
| CH0581528285 | WSPDFV | S&P 500 Index | 4.51 | 30’000 | 135’300 |
| CH0581528285 | WSPDFV | S&P 500 Index | 4.5 | 30’000 | 135’000 |
| CH0581526958 | WDAMHV | DAX Index | 0.11 | 400’000 | 44’000 |
| CH0594853126 | WSMGPV | SMI | 0.28 | 150’000 | 42’000 |
6) Commodities
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0506993572 | XAGASZ | Silver | 0.27 | 40’000 | 10’800 |
| CH0506993648 | XAUASZ | Gold | 0.21 | 50’000 | 10’500 |
| CH0567358335 | WSIBSV | Silver | 1.14 | 6’500 | 7’410 |
7) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
