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 21.04.2021 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 |
| CH0547548823 | COTIJB | Comet Hldg. AG | 2.94 | 80’000 | 235’200 |
| CH0547548823 | COTIJB | Comet Hldg. AG | 2.95 | 40’000 | 118’000 |
| CH0547548823 | COTIJB | Comet Hldg. AG | 2.95 | 30’000 | 88’500 |
| CH0591043531 | VACUJB | VAT Group | 0.47 | 150’000 | 70’500 |
| CH0556412200 | ROZCJB | Zur Rose Group AG | 0.28 | 250’000 | 70’000 |
| CH0506989901 | AMSDMZ | AMS AG | 0.34 | 175’000 | 59’500 |
| CH0547548823 | COTIJB | Comet Hldg. AG | 2.93 | 20’000 | 58’600 |
| CH0506989901 | AMSDMZ | AMS AG | 0.36 | 150’000 | 54’000 |
| CH0591043986 | VOTPJB | Vontobel N | 0.35 | 130’000 | 45’500 |
| CH0591043986 | VOTPJB | Vontobel N | 0.32 | 130’000 | 41’600 |
| CH0591043531 | VACUJB | VAT Group | 0.52 | 75’000 | 39’000 |
| CH0507003801 | STMAMZ | Straumann Hldg. AG | 1.28 | 30’000 | 38’400 |
| CH0567393944 | WGLALV | Glencore Plc. | 0.75 | 50’000 | 37’500 |
| CH0587057685 | EMSAJB | Ems-Chemie Hldg. AG | 0.31 | 120’000 | 37’200 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0594873462 | WTSGKV | Tesla Inc. | 0.28 | 200’000 | 56’000 |
| CH0510655639 | WBAB8V | Alibaba Group Hldg. | 0.15 | 300’000 | 45’000 |
| CH0581576912 | WDBABV | Deutsche Bank AG | 0.58 | 50’000 | 29’000 |
| CH0594914464 | WDALFV | Daimler AG | 0.24 | 100’000 | 24’000 |
| CH0594948355 | WNFALV | Netflix Inc. | 0.23 | 100’000 | 23’000 |
| CH0556413323 | SANNJB | Sanofi S.A. | 0.19 | 100’000 | 19’000 |
| CH0597671095 | BAYSJB | Bayer AG | 0.18 | 100’000 | 18’000 |
| CH0563136669 | NF9LQU | Netflix Inc. | 0.3 | 50’000 | 15’000 |
| CH0536649236 | WAMCGV | Amazon.com Inc. | 0.71 | 13’000 | 9’230 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0591042616 | ABBIJB | ABB N | 1.29 | 200’000 | 258’000 |
| CH0591042616 | ABBIJB | ABB N | 1.29 | 200’000 | 258’000 |
| CH0594165224 | RCOGYU | Roche AG | 0.47 | 300’000 | 141’000 |
| CH0594165224 | RCOGYU | Roche AG | 0.47 | 300’000 | 141’000 |
| CH0506997649 | ROGBMZ | Roche AG | 0.34 | 400’000 | 136’000 |
| 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 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.87 | 150’000 | 130’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.87 | 150’000 | 130’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.87 | 150’000 | 130’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.87 | 150’000 | 130’500 |
| CH0591042616 | ABBIJB | ABB N | 1.29 | 100’000 | 129’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.84 | 150’000 | 126’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.84 | 150’000 | 126’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.84 | 150’000 | 126’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.84 | 150’000 | 126’000 |
| CH0447805356 | ROGCFZ | Roche AG | 0.25 | 500’000 | 125’000 |
| CH0419026577 | WYROGU | Roche AG | 1.156 | 100’000 | 115’600 |
| CH0419026577 | WYROGU | Roche AG | 1.156 | 100’000 | 115’600 |
| CH0572102272 | RGOGEU | Roche AG | 0.29 | 300’000 | 87’000 |
| CH0590004328 | UBPS4U | UBS Group AG | 0.86 | 100’000 | 86’000 |
| CH0590004328 | UBPS4U | UBS Group AG | 0.85 | 100’000 | 85’000 |
| CH0590004328 | UBPS4U | UBS Group AG | 0.83 | 100’000 | 83’000 |
| CH0512538924 | WROG3U | Roche AG | 0.81 | 100’000 | 81’000 |
| CH0512538924 | WROG3U | Roche AG | 0.81 | 100’000 | 81’000 |
| CH0594955384 | WZUAFV | Zurich Insurance Group AG | 0.17 | 470’000 | 79’900 |
| CH0591042400 | SLHRJB | Swiss Life Hldg. N | 0.46 | 150’000 | 69’000 |
| CH0591042400 | SLHRJB | Swiss Life Hldg. N | 0.45 | 150’000 | 67’500 |
| CH0447805331 | ROGCDZ | Roche AG | 0.33 | 200’000 | 66’000 |
| CH0591042400 | SLHRJB | Swiss Life Hldg. N | 0.44 | 150’000 | 66’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.33 | 200’000 | 66’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.32 | 200’000 | 64’000 |
| CH0556419924 | SIKLJB | Sika AG | 0.62 | 100’000 | 62’000 |
| CH0556419924 | SIKLJB | Sika AG | 0.61 | 100’000 | 61’000 |
| CH0510105874 | WWNESU | Nestlé S.A. | 0.32 | 186’843 | 59’790 |
| CH0567381428 | WSICEV | Sika AG | 0.85 | 70’000 | 59’500 |
| CH0567381428 | WSICEV | Sika AG | 0.85 | 70’000 | 59’500 |
| CH0567381428 | WSICEV | Sika AG | 0.84 | 70’000 | 58’800 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 0.54 | 105’000 | 56’700 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.41 | 130’000 | 53’300 |
| CH0590006067 | UBSWNU | UBS Group AG | 0.26 | 200’000 | 52’000 |
| CH0510106294 | UOROGU | Roche AG | 0.166 | 310’000 | 51’460 |
| CH0510106369 | UKRESU | Roche AG | 0.514 | 100’000 | 51’400 |
| CH0510106294 | UOROGU | Roche AG | 0.17 | 300’000 | 51’000 |
| CH0510106294 | UOROGU | Roche AG | 0.162 | 310’000 | 50’220 |
| CH0447805356 | ROGCFZ | Roche AG | 0.25 | 200’000 | 50’000 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0567340945 | WINAIV | Dow Jones Industrial Average Index | 1.27 | 150’000 | 190’500 |
| CH0510645036 | WDAF0V | DAX Index | 3.63 | 35’000 | 127’050 |
| CH0581478861 | WNAEZV | Nasdaq 100 Index | 1.08 | 100’000 | 108’000 |
| CH0507000674 | SMIJJZ | SMI | 0.87 | 100’000 | 87’000 |
| CH0567350993 | WDADDV | DAX Index | 0.57 | 150’000 | 85’500 |
| CH0510645036 | WDAF0V | DAX Index | 3.73 | 20’000 | 74’600 |
| CH0594853480 | WDAGSV | DAX Index | 1.38 | 50’000 | 69’000 |
| CH0594927151 | WSPAYV | S&P 500 Index | 3.15 | 20’000 | 63’000 |
| CH0594858711 | WSMGYV | SMI | 0.28 | 215’000 | 60’200 |
| CH0594853126 | WSMGPV | SMI | 0.35 | 150’000 | 52’500 |
| CH0594853126 | WSMGPV | SMI | 0.34 | 150’000 | 51’000 |
6) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
