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 07.04.2021 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
| ISIN | Symbol | Underlying | Price 3 | Volume | Turnover |
| CH0597674032 | HELQJB | Helvetia Hldg. AG | 0.55 | 200’000 | 110’000 |
| CH0547549136 | HEZBJB | Helvetia Hldg. AG | 0.36 | 200’000 | 72’000 |
| CH0506998472 | TEMAQZ | Temenos AG | 0.48 | 125’000 | 60’000 |
| CH0506998472 | TEMAQZ | Temenos AG | 0.48 | 125’000 | 60’000 |
| CH0507003801 | STMAMZ | Straumann Hldg. AG | 1.21 | 40’000 | 48’400 |
| CH0556412051 | SRAVJB | Stadler Rail AG | 0.64 | 75’000 | 48’000 |
| CH0547549102 | LEOLJB | Leonteq AG | 0.48 | 100’000 | 48’000 |
| CH0556419643 | LOZLJB | Logitech International SA | 0.45 | 100’000 | 45’000 |
| CH0581500888 | WLOABV | Logitech International SA | 0.81 | 50’000 | 40’500 |
| CH0597673869 | BSLVJB | Basilea Pharmaceutica AG | 0.39 | 100’000 | 39’000 |
| CH0575018640 | SWTFJB | Schweiter Technologies AG | 0.49 | 75’000 | 36’750 |
| CH0532210033 | WTEA5V | Temenos AG | 0.49 | 70’000 | 34’300 |
| CH0507002720 | ROSAJZ | Zur Rose Group AG | 0.34 | 100’000 | 34’000 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price 3 | Volume | Turnover |
| CH0567407025 | WRDANV | Royal Dutch Shell Plc. (AMS) | 0.38 | 100’000 | 38’000 |
| CH0536562892 | WBADIV | Alibaba Group Hldg. | 0.66 | 40’000 | 26’400 |
| CH0534144214 | AMYIJB | Amazon.com Inc. | 0.19 | 100’000 | 19’000 |
| CH0553382612 | WTSASV | Tesla Inc. | 3.72 | 5’000 | 18’600 |
| CH0553428712 | WGOALV | Alphabet Inc. (C) | 1.53 | 10’000 | 15’300 |
| CH0510683276 | WAAAEV | Apple Inc. | 1.4 | 10’000 | 14’000 |
| CH0536562892 | WBADIV | Alibaba Group Hldg. | 0.66 | 20’000 | 13’200 |
| CH0547552288 | ABYKJB | Anheuser-Busch InBev N.V. | 0.19 | 50’000 | 9’500 |
| CH0581440887 | WTSCQV | Tesla Inc. | 0.55 | 17’000 | 9’350 |
| CH0567407033 | WRIAOV | Rio Tinto Plc. | 0.85 | 10’000 | 8’500 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price 3 | Volume | Turnover |
| CH0419030322 | WTNESU | Nestlé S.A. | 1.1 | 200’000 | 220’000 |
| CH0506998845 | SLHAXZ | Swiss Life Hldg. N | 1.3 | 150’000 | 195’000 |
| CH0506998845 | SLHAXZ | Swiss Life Hldg. N | 1.3 | 150’000 | 195’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 1.01 | 150’000 | 151’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 1.01 | 150’000 | 151’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 1.01 | 150’000 | 151’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 1.01 | 150’000 | 151’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 1 | 150’000 | 150’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 1 | 150’000 | 150’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.99 | 150’000 | 148’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.98 | 150’000 | 147’000 |
| CH0419026577 | WYROGU | Roche AG | 1.018 | 100’000 | 101’800 |
| CH0419026577 | WYROGU | Roche AG | 0.997 | 100’000 | 99’700 |
| CH0419021222 | WTROGU | Roche AG | 0.968 | 80’000 | 77’440 |
| CH0512546182 | ZURNAU | Zurich Insurance Group AG | 0.38 | 200’000 | 76’000 |
| CH0556418298 | NESFJB | Nestlé S.A. | 0.1 | 750’000 | 75’000 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 0.74 | 100’000 | 74’000 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 0.72 | 100’000 | 72’000 |
| CH0461000538 | WROBHV | Roche AG | 0.235 | 300’000 | 70’500 |
| CH0447805356 | ROGCFZ | Roche AG | 0.13 | 480’000 | 62’400 |
| CH0443833022 | ROGUVU | Roche AG | 0.62 | 100’000 | 62’000 |
| CH0521941358 | NESJWU | Nestlé S.A. | 0.59 | 100’000 | 59’000 |
| CH0581518518 | WZUARV | Zurich Insurance Group AG | 0.29 | 200’000 | 58’000 |
| CH0579464980 | LHDNPU | LafargeHolcim Ltd. | 0.57 | 100’000 | 57’000 |
| CH0521941887 | UHR2WU | Swatch Group I | 0.71 | 80’000 | 56’800 |
| CH0521941887 | UHR2WU | Swatch Group I | 0.71 | 80’000 | 56’800 |
| CH0506996120 | PGHAWZ | Partners Group Hldg. AG | 0.55 | 100’000 | 55’000 |
| CH0461000538 | WROBHV | Roche AG | 0.23 | 200’000 | 46’000 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price 3 | Volume | Turnover |
| CH0510645036 | WDAF0V | DAX Index | 3.82 | 120’000 | 458’400 |
| CH0581528285 | WSPDFV | S&P 500 Index | 3.87 | 40’000 | 154’800 |
| CH0581528285 | WSPDFV | S&P 500 Index | 3.9 | 35’000 | 136’500 |
| CH0567350993 | WDADDV | DAX Index | 0.57 | 100’000 | 57’000 |
| CH0547547155 | SMIBJB | SMI | 1.78 | 30’000 | 53’400 |
| CH0457090485 | WSMMRV | SMI | 1.83 | 25’000 | 45’750 |
| CH0594853126 | WSMGPV | SMI | 0.27 | 150’000 | 40’500 |
| CH1104940999 | DAX91U | DAX Index | 2.02 | 20’000 | 40’400 |
| CH0594853126 | WSMGPV | SMI | 0.25 | 150’000 | 37’500 |
6) Commodities
| ISIN | Symbol | Underlying | Price 3 | Volume | Turnover |
| CH0506993663 | XAUAUZ | Gold | 0.14 | 150’000 | 21’000 |
| CH0567358335 | WSIBSV | Silver | 1.16 | 6’000 | 6’960 |
| CH0594895226 | WGOA7V | Barrick Gold Corp. | 0.34 | 20’000 | 6’800 |
7) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
Financial Markets Blog - by Zuberbühler Associates AG 