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 20.05.2021 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 |
| CH0587057354 | DUFFJB | Dufry AG | 0.57 | 200’000 | 114’000 |
| CH0587054369 | COTUJB | Comet Hldg. AG | 1.1 | 75’000 | 82’500 |
| CH1106760700 | SQNAJB | Swissquote Group Hldg. S.A. | 0.47 | 150’000 | 70’500 |
| CH1106760700 | SQNAJB | Swissquote Group Hldg. S.A. | 0.47 | 150’000 | 70’500 |
| CH0507005673 | LOGAMZ | Logitech International SA | 0.65 | 100’000 | 65’000 |
| CH0581500904 | WLOADV | Logitech International SA | 0.31 | 200’000 | 62’000 |
| CH0587054369 | COTUJB | Comet Hldg. AG | 1.14 | 50’000 | 57’000 |
| CH0587054344 | KOMFJB | Komax AG | 0.53 | 100’000 | 53’000 |
| CH0507005715 | LOGAZZ | Logitech International SA | 0.3 | 175’000 | 52’500 |
| CH0507005715 | LOGAZZ | Logitech International SA | 0.3 | 175’000 | 52’500 |
| CH0594165679 | SPIGBU | SIG Combibloc | 0.56 | 90’000 | 50’400 |
| CH0591509515 | LBOGTU | Logitech International SA | 0.49 | 100’000 | 49’000 |
3) Foreign Shares
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0547545944 | NVDZJB | Nvidia Corp. | 0.42 | 100’000 | 42’000 |
| CH0563140158 | FB8OCU | Facebook Inc. | 0.56 | 61’000 | 34’160 |
| CH0567386443 | WBACQV | Bayer AG | 0.41 | 60’000 | 24’600 |
| CH0556418835 | VOWJJB | Volkswagen AG (Vz) | 1.259 | 15’000 | 18’885 |
| CH0556418926 | ROYNJB | Royal Dutch Shell Plc. (AMS) | 1.401 | 10’000 | 14’010 |
| CH0581528590 | WTSFUV | Tesla Inc. | 0.33 | 40’000 | 13’200 |
| CH0562336047 | RDSW0U | Royal Dutch Shell Plc. (AMS) | 0.14 | 90’000 | 12’600 |
| CH0567411530 | WIBAHV | IBM Corp. | 0.63 | 20’000 | 12’600 |
| CH0567411530 | WIBAHV | IBM Corp. | 0.63 | 20’000 | 12’600 |
| CH0567381444 | WSAABV | SAP SE | 1.1 | 10’000 | 11’000 |
| CH0567381444 | WSAABV | SAP SE | 1.06 | 10’000 | 10’600 |
| CH0581528558 | WTSFQV | Tesla Inc. | 0.1 | 100’000 | 10’000 |
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0581557326 | WGIACV | Givaudan | 0.86 | 180’000 | 154’800 |
| CH0591045619 | SIKJJB | Sika AG | 0.53 | 250’000 | 132’500 |
| CH0591045619 | SIKJJB | Sika AG | 0.53 | 250’000 | 132’500 |
| 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 | 0.86 | 150’000 | 129’000 |
| CH0587057099 | SLHDJB | Swiss Life Hldg. N | 0.85 | 150’000 | 127’500 |
| CH0587056703 | SIKBJB | Sika AG | 0.5 | 250’000 | 125’000 |
| CH0587056703 | SIKBJB | Sika AG | 0.5 | 250’000 | 125’000 |
| CH0595204964 | UHRVJB | Swatch Group I | 0.82 | 150’000 | 123’000 |
| CH0575019424 | ZURTJB | Zurich Insurance Group AG | 0.6 | 200’000 | 120’000 |
| CH0419021222 | WTROGU | Roche AG | 1.051 | 100’000 | 105’100 |
| CH0597674750 | LHNSJB | LafargeHolcim Ltd. | 0.42 | 250’000 | 105’000 |
| CH0587053965 | CFRRJB | Compagnie Financière Richemont SA | 1.37 | 75’000 | 102’750 |
| CH0597674750 | LHNSJB | LafargeHolcim Ltd. | 0.41 | 250’000 | 102’500 |
| CH0587053965 | CFRRJB | Compagnie Financière Richemont SA | 1.34 | 75’000 | 100’500 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.38 | 40’000 | 95’200 |
| CH0595204964 | UHRVJB | Swatch Group I | 0.86 | 100’000 | 86’000 |
| CH0507004551 | LHNBAZ | LafargeHolcim Ltd. | 0.31 | 250’000 | 77’500 |
| CH0596290897 | LONAGZ | Lonza Group N | 1.33 | 50’000 | 66’500 |
| CH0465053517 | NEGUAU | Nestlé S.A. | 0.42 | 150’000 | 63’000 |
| CH0596289840 | CSGBUZ | Credit Suisse Group AG | 0.15 | 375’000 | 56’250 |
| CH0447805356 | ROGCFZ | Roche AG | 0.1 | 550’000 | 55’000 |
| CH1110310377 | WUBBKV | UBS Group AG | 0.135 | 400’000 | 54’000 |
| CH0506996120 | PGHAWZ | Partners Group Hldg. AG | 0.7 | 75’000 | 52’500 |
| CH0579469922 | SIOK0U | Sika AG | 1.12 | 46’200 | 51’744 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0510644450 | WSMETV | SMI | 0.46 | 150’000 | 69’000 |
| CH0510644450 | WSMETV | SMI | 0.44 | 150’000 | 66’000 |
| CH0594939602 | WDALSV | DAX Index | 1.11 | 50’000 | 55’500 |
| CH0581476329 | WSMDEV | SMI | 1.01 | 50’000 | 50’500 |
| CH0594939602 | WDALSV | DAX Index | 1 | 50’000 | 50’000 |
| CH0481036801 | WSMGHV | SMI | 0.49 | 100’000 | 49’000 |
| CH0594927185 | WSPA3V | S&P 500 Index | 2.32 | 20’000 | 46’400 |
| CH0581476568 | WDADIV | DAX Index | 1.9 | 23’700 | 45’030 |
| CH0581476568 | WDADIV | DAX Index | 1.86 | 24’200 | 45’012 |
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 