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 30.04.2021 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 |
| CH0547549136 | HEZBJB | Helvetia Hldg. AG | 0.27 | 300’000 | 81’000 |
| CH0595204675 | BIPSJB | BB Biotech AG | 0.44 | 150’000 | 66’000 |
| CH0506995759 | LOGARZ | Logitech International SA | 0.65 | 100’000 | 65’000 |
| CH0547548823 | COTIJB | Comet Hldg. AG | 2.83 | 20’000 | 56’600 |
| CH0507007810 | CLNBFZ | Clariant AG | 0.32 | 175’000 | 56’000 |
| CH0547548823 | COTIJB | Comet Hldg. AG | 2.8 | 20’000 | 56’000 |
| CH0507007810 | CLNBFZ | Clariant AG | 0.32 | 175’000 | 56’000 |
| CH0507005715 | LOGAZZ | Logitech International SA | 0.37 | 150’000 | 55’500 |
| CH0507006242 | DUFBHZ | Dufry AG | 0.55 | 100’000 | 55’000 |
| CH0547549136 | HEZBJB | Helvetia Hldg. AG | 0.27 | 200’000 | 54’000 |
| CH0506995759 | LOGARZ | Logitech International SA | 0.52 | 100’000 | 52’000 |
| CH0507007810 | CLNBFZ | Clariant AG | 0.32 | 150’000 | 48’000 |
| CH0591507022 | DWUF2U | Dufry AG | 0.46 | 100’000 | 46’000 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0556418835 | VOWJJB | Volkswagen AG (Vz) | 1.3 | 50’000 | 65’000 |
| CH0567393951 | WGLAMV | Glencore Plc. | 0.875 | 60’000 | 52’500 |
| CH0547552577 | SANLJB | Sanofi S.A. | 0.09 | 500’000 | 45’000 |
| CH0547552577 | SANLJB | Sanofi S.A. | 0.09 | 500’000 | 45’000 |
| CH0581468599 | WGLAPV | Glencore Plc. | 0.27 | 150’000 | 40’500 |
| CH0534144214 | AMYIJB | Amazon.com Inc. | 0.34 | 90’000 | 30’600 |
| CH0567308397 | WAMBFV | Amazon.com Inc. | 0.36 | 80’000 | 28’800 |
| CH0536649277 | WAMCPV | Amazon.com Inc. | 0.7 | 40’000 | 28’000 |
| CH1106763316 | ASZWJB | ASML Hldg. N.V. | 0.37 | 75’000 | 27’750 |
| CH0567308397 | WAMBFV | Amazon.com Inc. | 0.36 | 60’000 | 21’600 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH1106762599 | LONVJB | Lonza Group N | 0.73 | 500’000 | 365’000 |
| CH0556412267 | LOZFJB | Lonza Group N | 0.47 | 500’000 | 235’000 |
| CH0556412267 | LOZFJB | Lonza Group N | 0.46 | 500’000 | 230’000 |
| CH0556412267 | LOZFJB | Lonza Group N | 0.45 | 500’000 | 225’000 |
| CH1106762599 | LONVJB | Lonza Group N | 0.73 | 200’000 | 146’000 |
| CH0506991592 | LONBFZ | Lonza Group N | 0.83 | 100’000 | 83’000 |
| CH0587057040 | SREBJB | Swiss RE AG | 0.67 | 100’000 | 67’000 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.46 | 140’000 | 64’400 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.44 | 140’000 | 61’600 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.44 | 140’000 | 61’600 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.43 | 140’000 | 60’200 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.42 | 140’000 | 58’800 |
| CH0598428875 | ABEWAU | ABB N | 0.277 | 200’000 | 55’400 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.46 | 120’000 | 55’200 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.46 | 120’000 | 55’200 |
| CH0447805331 | ROGCDZ | Roche AG | 0.17 | 320’000 | 54’400 |
| CH0507001979 | NESBQZ | Nestlé S.A. | 0.24 | 225’000 | 54’000 |
| CH0507001979 | NESBQZ | Nestlé S.A. | 0.24 | 225’000 | 54’000 |
| CH0447805331 | ROGCDZ | Roche AG | 0.18 | 300’000 | 54’000 |
| CH0553707214 | ROVGWU | Roche AG | 0.244 | 210’000 | 51’240 |
| CH0553707214 | ROVGWU | Roche AG | 0.244 | 210’000 | 51’240 |
| CH0553707214 | ROVGWU | Roche AG | 0.243 | 210’000 | 51’030 |
| CH0567335457 | WLOAEV | Lonza Group N | 0.21 | 240’000 | 50’400 |
| CH0581501019 | WSRAAV | Swiss RE AG | 0.3 | 160’000 | 48’000 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0510644450 | WSMETV | SMI | 0.4 | 150’000 | 60’000 |
| CH0594891589 | WSMHVV | SMI | 0.35 | 150’000 | 52’500 |
| CH0594891589 | WSMHVV | SMI | 0.34 | 150’000 | 51’000 |
| CH0594927953 | WSMDGV | SMI | 0.44 | 100’000 | 44’000 |
| CH0481036801 | WSMGHV | SMI | 0.51 | 80’000 | 40’800 |
| CH0594927599 | WNAB6V | Nasdaq 100 Index | 2.01 | 20’000 | 40’200 |
6) 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 