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 01.04.2021 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 |
| CH0575019184 | VACGJB | VAT Group | 1.92 | 150’000 | 288’000 |
| CH0575019184 | VACGJB | VAT Group | 2.08 | 75’000 | 156’000 |
| CH0575019184 | VACGJB | VAT Group | 2.05 | 75’000 | 153’750 |
| CH0597673463 | TECDJB | Tecan Group AG | 0.53 | 200’000 | 106’000 |
| CH0591044067 | HELBJB | Helvetia Hldg. AG | 0.67 | 100’000 | 67’000 |
| CH0587055531 | AMXDJB | AMS AG | 0.62 | 100’000 | 62’000 |
| CH0547549193 | EFGUJB | EFG International AG | 0.27 | 200’000 | 54’000 |
| CH0506998472 | TEMAQZ | Temenos AG | 0.43 | 125’000 | 53’750 |
| CH0506998472 | TEMAQZ | Temenos AG | 0.43 | 125’000 | 53’750 |
| CH0591509523 | LCOGTU | Logitech International SA | 0.47 | 110’000 | 51’700 |
| CH0591509523 | LCOGTU | Logitech International SA | 0.47 | 110’000 | 51’700 |
| CH0556418496 | AMSEJB | AMS AG | 0.65 | 75’000 | 48’750 |
| CH0524980270 | DUFCJB | Dufry AG | 0.19 | 250’000 | 47’500 |
| CH0547549193 | EFGUJB | EFG International AG | 0.27 | 150’000 | 40’500 |
| CH0506996328 | AMSBIZ | AMS AG | 0.2 | 200’000 | 40’000 |
| CH0556412051 | SRAVJB | Stadler Rail AG | 0.61 | 65’000 | 39’650 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0556421177 | SAZCJB | SAP SE | 0.46 | 150’000 | 69’000 |
| CH0545071489 | WLHB5V | Deutsche Lufthansa AG | 0.46 | 80’000 | 36’800 |
| CH0581528319 | WTSECV | Tesla Inc. | 0.48 | 60’000 | 28’800 |
| CH0553481471 | WTSFOV | Tesla Inc. | 0.09 | 300’000 | 27’000 |
| CH0566994890 | TESWCU | Tesla Inc. | 0.5 | 50’000 | 25’000 |
| CH0547545944 | NVDZJB | Nvidia Corp. | 0.42 | 40’000 | 16’800 |
| CH0594895820 | WVOASV | Volkswagen AG (Vz) | 0.46 | 35’500 | 16’330 |
| CH0521599032 | BIDLJB | Baidu Inc. | 1.03 | 13’180 | 13’575 |
| CH0567407298 | WSAAJV | SAP SE | 0.26 | 50’000 | 13’000 |
| CH0507007372 | TSLBAZ | Tesla Inc. | 0.26 | 50’000 | 13’000 |
| CH0521599032 | BIDLJB | Baidu Inc. | 0.98 | 13’180 | 12’916 |
| CH1106764082 | SAZKJB | Sanofi S.A. | 0.29 | 40’000 | 11’600 |
| CH0545071489 | WLHB5V | Deutsche Lufthansa AG | 0.38 | 27’000 | 10’260 |
| CH0566994890 | TESWCU | Tesla Inc. | 0.51 | 20’000 | 10’200 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0591042616 | ABBIJB | ABB N | 1.06 | 150’000 | 159’000 |
| CH0591042616 | ABBIJB | ABB N | 1.03 | 150’000 | 154’500 |
| CH0591042616 | ABBIJB | ABB N | 1.04 | 140’000 | 145’600 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.92 | 150’000 | 138’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.9 | 150’000 | 135’000 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 0.79 | 156’500 | 123’635 |
| CH0404018399 | ROGWZU | Roche AG | 0.46 | 200’000 | 92’000 |
| CH0579469104 | LH1NPU | LafargeHolcim Ltd. | 0.89 | 100’000 | 89’000 |
| CH0404018399 | ROGWZU | Roche AG | 0.44 | 200’000 | 88’000 |
| CH0587055200 | SCMQJB | Swisscom N | 0.39 | 200’000 | 78’000 |
| CH0461000538 | WROBHV | Roche AG | 0.26 | 300’000 | 78’000 |
| CH0461000538 | WROBHV | Roche AG | 0.25 | 300’000 | 75’000 |
| CH0512546182 | ZURNAU | Zurich Insurance Group AG | 0.37 | 200’000 | 74’000 |
| CH0461000538 | WROBHV | Roche AG | 0.25 | 250’000 | 62’500 |
| CH0567381428 | WSICEV | Sika AG | 0.83 | 70’000 | 58’100 |
| CH0567381428 | WSICEV | Sika AG | 0.82 | 70’000 | 57’400 |
| CH0567381428 | WSICEV | Sika AG | 0.82 | 70’000 | 57’400 |
| CH0506996120 | PGHAWZ | Partners Group Hldg. AG | 0.45 | 100’000 | 45’000 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0581528285 | WSPDFV | S&P 500 Index | 4.27 | 35’000 | 149’450 |
| CH0581528285 | WSPDFV | S&P 500 Index | 4.22 | 35’000 | 147’700 |
| CH0594919091 | WDAMAV | DAX Index | 0.73 | 100’000 | 73’000 |
| CH0547547155 | SMIBJB | SMI | 1.75 | 40’000 | 70’000 |
| CH0589990750 | RUSMIU | SMI | 0.19 | 300’000 | 57’000 |
| CH0581526776 | WDALRV | DAX Index | 1.42 | 40’000 | 56’800 |
| CH0567351538 | WNAD2V | Nasdaq 100 Index | 0.8 | 60’000 | 48’000 |
| CH0594853126 | WSMGPV | SMI | 0.26 | 150’000 | 39’000 |
6) Commodities
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0581480917 | WGOBLV | Gold | 0.29 | 50’000 | 14’500 |
| CH0545013598 | WSIAXV | Silver | 2.39 | 2’000 | 4’780 |
| CH0506993507 | XAGAIZ | Silver | 0.11 | 41’000 | 4’510 |
| CH0506993663 | XAUAUZ | Gold | 0.14 | 30’000 | 4’200 |
| CH0581556849 | WCOA0V | ICE Brent Crude Oil Future SEP 11 | 0.175 | 20’000 | 3’500 |
7) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
