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 15.04.2021 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 |
| CH0547552445 | ROXLJB | Zur Rose Group AG | 0.964 | 200’000 | 192’800 |
| CH0587054369 | COTUJB | Comet Hldg. AG | 1.485 | 100’000 | 148’500 |
| CH0587054369 | COTUJB | Comet Hldg. AG | 1.462 | 100’000 | 146’200 |
| CH0595204873 | BAESJB | Julius Baer Group | 0.54 | 150’000 | 81’000 |
| CH0597673547 | BSLIJB | Basilea Pharmaceutica AG | 0.36 | 200’000 | 72’000 |
| CH0538469120 | SUNA9U | Sulzer AG | 0.6 | 100’000 | 60’000 |
| CH0506998159 | CLNBAZ | Clariant AG | 0.29 | 200’000 | 58’000 |
| CH0506998159 | CLNBAZ | Clariant AG | 0.29 | 200’000 | 58’000 |
| CH0506996328 | AMSBIZ | AMS AG | 0.12 | 475’000 | 57’000 |
| CH0506998233 | VIFAMZ | Vifor Pharma AG | 0.55 | 100’000 | 55’000 |
| CH0595204980 | VAZBJB | VAT Group | 0.55 | 100’000 | 55’000 |
| CH0506996328 | AMSBIZ | AMS AG | 0.12 | 425’000 | 51’000 |
| CH0587057404 | COTJJB | Comet Hldg. AG | 1.01 | 50’000 | 50’500 |
| CH0506998183 | CLNBDZ | Clariant AG | 0.23 | 200’000 | 46’000 |
| CH0591043580 | ROSJJB | Zur Rose Group AG | 0.69 | 60’300 | 41’607 |
| CH0591043549 | VACWJB | VAT Group | 0.83 | 50’000 | 41’500 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0553481430 | WTSFMV | Tesla Inc. | 0.38 | 150’000 | 57’000 |
| CH0553393023 | WBAANV | Alibaba Group Hldg. | 0.28 | 200’000 | 56’000 |
| CH0507007281 | AAPBFZ | Apple Inc. | 0.07 | 350’000 | 24’500 |
| CH0567407033 | WRIAOV | Rio Tinto Plc. | 0.98 | 25’000 | 24’500 |
| CH0553393023 | WBAANV | Alibaba Group Hldg. | 0.28 | 75’000 | 21’000 |
| CH0553466746 | WTSEOV | Tesla Inc. | 1.28 | 13’900 | 17’792 |
| CH0596365434 | LHVAEU | Deutsche Lufthansa AG | 0.34 | 50’000 | 17’000 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0556412267 | LOZFJB | Lonza Group N | 0.42 | 485’000 | 203’700 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.89 | 150’000 | 133’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.89 | 150’000 | 133’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.88 | 150’000 | 132’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.88 | 150’000 | 132’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.88 | 150’000 | 132’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.88 | 150’000 | 132’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.87 | 150’000 | 130’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.87 | 150’000 | 130’500 |
| CH0547545357 | LONMJB | Lonza Group N | 0.83 | 150’000 | 124’500 |
| CH0547545357 | LONMJB | Lonza Group N | 0.81 | 150’000 | 121’500 |
| CH0556411590 | LHNLJB | LafargeHolcim Ltd. | 0.77 | 150’000 | 115’500 |
| CH0447805356 | ROGCFZ | Roche AG | 0.2 | 395’000 | 79’000 |
| CH0556418298 | NESFJB | Nestlé S.A. | 0.1 | 750’000 | 75’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.33 | 225’000 | 74’250 |
| CH0591042400 | SLHRJB | Swiss Life Hldg. N | 0.47 | 150’000 | 70’500 |
| CH0589941787 | ABBWLU | ABB N | 0.349 | 200’000 | 69’800 |
| CH0428871187 | ABBULU | ABB N | 1.328 | 50’000 | 66’400 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 0.66 | 100’000 | 66’000 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 0.65 | 100’000 | 65’000 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 0.64 | 100’000 | 64’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.32 | 200’000 | 64’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.31 | 200’000 | 62’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.31 | 200’000 | 62’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.31 | 200’000 | 62’000 |
| CH0507001979 | NESBQZ | Nestlé S.A. | 0.17 | 325’000 | 55’250 |
| CH0512546182 | ZURNAU | Zurich Insurance Group AG | 0.26 | 200’000 | 52’000 |
| CH0556419924 | SIKLJB | Sika AG | 0.49 | 100’000 | 49’000 |
| CH0536616086 | WCSB3V | Credit Suisse Group AG | 0.35 | 138’000 | 48’300 |
| CH0556412267 | LOZFJB | Lonza Group N | 0.42 | 115’000 | 48’300 |
| CH0404018589 | ZUAUAU | Zurich Insurance Group AG | 0.44 | 100’000 | 44’000 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0581527089 | WDAMVV | DAX Index | 1.25 | 100’000 | 125’000 |
| CH0594927151 | WSPAYV | S&P 500 Index | 3.1 | 32’000 | 99’200 |
| CH0594927151 | WSPAYV | S&P 500 Index | 2.98 | 32’000 | 95’360 |
| CH0594853126 | WSMGPV | SMI | 0.3 | 300’000 | 90’000 |
| CH0510644435 | WSMERV | SMI | 0.175 | 300’000 | 52’500 |
| CH0567350993 | WDADDV | DAX Index | 0.47 | 100’000 | 47’000 |
| CH0547547155 | SMIBJB | SMI | 1.83 | 25’000 | 45’750 |
| CH0594853126 | WSMGPV | SMI | 0.3 | 150’000 | 45’000 |
| CH0567351538 | WNAD2V | Nasdaq 100 Index | 0.55 | 80’000 | 44’000 |
| CH0594853126 | WSMGPV | SMI | 0.28 | 150’000 | 42’000 |
| CH1104940957 | DAX41U | DAX Index | 0.4 | 100’000 | 40’000 |
6) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
