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 17.05.2021 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 |
| CH0587055499 | TEMLJB | Temenos AG | 0.66 | 300’000 | 198’000 |
| CH0587056935 | ROSCJB | Zur Rose Group AG | 1.02 | 100’000 | 102’000 |
| CH0547546371 | SOZAJB | Sonova Hldg. AG | 1.07 | 75’000 | 80’250 |
| CH0556419635 | LOZKJB | Logitech International SA | 0.72 | 100’000 | 72’000 |
| CH0556419635 | LOZKJB | Logitech International SA | 0.7 | 100’000 | 70’000 |
| CH0553391779 | WSOACV | Sonova Hldg. AG | 0.62 | 100’000 | 62’000 |
| CH0547546371 | SOZAJB | Sonova Hldg. AG | 1.17 | 45’000 | 52’650 |
| CH0591045643 | SFSIJB | SFS Group AG | 0.28 | 150’000 | 42’000 |
| CH0591046401 | ROZYJB | Zur Rose Group AG | 0.58 | 60’000 | 34’800 |
| CH0591046401 | ROZYJB | Zur Rose Group AG | 0.54 | 60’000 | 32’400 |
| CH0591046302 | IFCNJB | INFICON Hldg. AG | 0.19 | 150’000 | 28’500 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0581500854 | WVOAAV | Volkswagen AG (Vz) | 1.28 | 20’000 | 25’600 |
| CH0556420450 | SAPWJB | SAP SE | 0.29 | 60’000 | 17’400 |
| CH0581534945 | WFBAAV | Facebook Inc. | 0.9 | 18’500 | 16’650 |
| CH0581528590 | WTSFUV | Tesla Inc. | 0.29 | 40’000 | 11’600 |
| CH0594891894 | WTSGLV | Tesla Inc. | 0.185 | 50’000 | 9’250 |
| CH0575018194 | GOOVJB | Alphabet Inc. (A) | 0.37 | 20’000 | 7’400 |
| CH0534143695 | GOOKJB | Alphabet Inc. (A) | 1.42 | 5’000 | 7’100 |
| CH0581517213 | WTSDBV | Tesla Inc. | 0.47 | 15’000 | 7’050 |
| CH0581500243 | WTSARV | Tesla Inc. | 0.44 | 14’000 | 6’160 |
| CH0553475572 | WTSE8V | Tesla Inc. | 0.03 | 200’000 | 6’000 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0575019424 | ZURTJB | Zurich Insurance Group AG | 0.7 | 250’000 | 175’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.95 | 150’000 | 142’500 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.93 | 150’000 | 139’500 |
| CH0419021123 | WJROGU | Roche AG | 1.027 | 100’000 | 102’700 |
| CH0419021222 | WTROGU | Roche AG | 1.024 | 100’000 | 102’400 |
| CH0419021222 | WTROGU | Roche AG | 1.01 | 100’000 | 101’000 |
| CH0579466407 | NECSVU | Nestlé S.A. | 0.45 | 200’000 | 90’000 |
| CH0579466407 | NECSVU | Nestlé S.A. | 0.45 | 200’000 | 90’000 |
| CH0579466407 | NECSVU | Nestlé S.A. | 0.45 | 200’000 | 90’000 |
| CH0507003942 | SLHASZ | Swiss Life Hldg. N | 0.39 | 225’000 | 87’750 |
| CH0443833022 | ROGUVU | Roche AG | 0.67 | 100’000 | 67’000 |
| CH0419029589 | WQCFRU | Compagnie Financière Richemont SA | 0.61 | 100’000 | 61’000 |
| CH0507004031 | SIKAOZ | Sika AG | 0.59 | 100’000 | 59’000 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.53 | 110’000 | 58’300 |
| CH0579461523 | ROKGXU | Roche AG | 0.45 | 120’000 | 54’000 |
| CH0579461523 | ROKGXU | Roche AG | 0.45 | 120’000 | 54’000 |
| CH0579461523 | ROKGXU | Roche AG | 0.45 | 120’000 | 54’000 |
| CH0579461523 | ROKGXU | Roche AG | 0.45 | 120’000 | 54’000 |
| CH0510107599 | UTNMMU | Zurich Insurance Group AG | 1.18 | 39’000 | 46’020 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0594927151 | WSPAYV | S&P 500 Index | 2.82 | 50’000 | 141’000 |
| CH0594902659 | WDAKLV | DAX Index | 0.9 | 150’000 | 135’000 |
| CH0567341653 | WSMAXV | SMI | 0.45 | 200’000 | 90’000 |
| CH0510644450 | WSMETV | SMI | 0.5 | 150’000 | 75’000 |
| CH0594927151 | WSPAYV | S&P 500 Index | 2.94 | 25’000 | 73’500 |
| CH0520190593 | WSMABV | SMI | 0.29 | 250’000 | 72’500 |
| CH0520190593 | WSMABV | SMI | 0.29 | 250’000 | 72’500 |
| CH0594927151 | WSPAYV | S&P 500 Index | 2.9 | 25’000 | 72’500 |
| CH0510644450 | WSMETV | SMI | 0.48 | 150’000 | 72’000 |
| CH0594927151 | WSPAYV | S&P 500 Index | 2.8 | 25’000 | 70’000 |
| CH0547547155 | SMIBJB | SMI | 1.85 | 35’000 | 64’750 |
| CH0547547155 | SMIBJB | SMI | 1.9 | 25’000 | 47’500 |
| CH0547547155 | SMIBJB | SMI | 1.87 | 25’000 | 46’750 |
| CH0481036801 | WSMGHV | SMI | 0.45 | 100’000 | 45’000 |
| CH0481036801 | WSMGHV | SMI | 0.44 | 100’000 | 44’000 |
6) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
Financial Markets Blog - by Zuberbühler Associates AG 