How to calculate the burst price of digital currency contract

1. The leverage of bitcoin on the Chicago Board Options Exchange is 20 times. At the current price, 5320 can be understood as: if you use 5320 US dollars to buy 5320 * 20 times of the value, but if you drop one point, you will lose 20 US dollars. Then, 5320 / 20 = 266, if you drop 266 points, that is to 5054, you will lose all your principal. On Thursday, bitcoin fell from 7840 to 5765 in one day, down 26.8%, down 2075 points, about eight times. Ha, so be aware of risks.

2. Expected burst price = (borrowed assets in trading currency * burst risk rate + Interest outstanding in trading currency - total assets in trading currency) / (total assets in pricing currency - interest outstanding in pricing currency - borrowed assets in pricing currency * burst risk rate)

3. Expected burst price of currency leverage = (borrowed assets in trading currency * burst risk rate + Interest outstanding in trading currency - total assets in trading currency) / (total assets in pricing currency - interest outstanding in pricing currency - borrowed assets in pricing currency * burst risk rate)

4.

0% = net value / position margin; Position margin = 5000 yuan / kg * 15kg / hand * 2 hands * 8% = 12000 yuan, substituting the formula: 50% = net value / 12000 yuan, so the net value = 6000 yuan, that is to say, when a's account net value is 6000 yuan, the system will force a to close the position, which is often called position explosion

for example, if the position ratio reaches more than 90%, there will be less unoccupied funds and less space to resist reverse changes. Heavy position operation is a way of quick profit and small loss, because if it changes in the opposite direction

if the margin is insufficient, the position will burst. This is the software system automatically closing the stop loss position. After the exposure, the account fund did not lose much, let alone negative, but the value of the position contract, which is a large sum of money

< H2 > extended data

at present, there is basically no burst of positions in China. There is a limit of up and down in China. When the margin is maintained below, futures companies will automatically close their positions. Among the Hang Seng Index Futures in Hong Kong, the Hang Seng index is a 4-hour trading system. The next day, there may be a large short jump or high jump, which will lead to the reversal of the position. As soon as the market opens, the position will explode, or even be negative

a negative number is the money owed to the futures company, because the futures brokerage company pastes the money to the futures exchange to close the position for the customer. For example 1: data example 4: before the opening of trading on August 11, the customer did not give the margin that should be added to the futures company, and the stock index futures contract in September fell by 90 points, opened at 1060 points and continued to fall

5. It's not easy to answer in detail, because your narration is not very detailed

the risk control of each futures company is not the same. Some futures companies will inform you to replenish funds when your margin is close to 120%. For the control line of forced position closing, each futures company is also different
generally speaking, if you trade a rebar with a deposit of 40000 yuan for a 100000 Yuan account, the price will fluctuate in the opposite direction, and you will be forced to close your position. Then there will be about 15 thousand balance left. How much is left depends mainly on the proportion of burst positions of futures companies and the cross sliding point of price when closing positions
as you said, if you trade with 40000 yuan, the margin is 40000 yuan
in the past few years, many of the great gods of commodity futures and those who have called the wind and the rain have died - they have been forced to level off. They are like Han Xin, very talented, very good. But its risk appetite is destined to be leveled sooner or later
I don't recommend trading in this way. It's good to burst the position. There's still a little pocket money left. In case of going through the position, it's miserable, not to mention the return of the capital... Nine times out of ten, those who jump out of the building are either outside financing or inside going through the position
if you design a fund management system, you can make a lot of profits by trading gently and compounding slowly.

6. On the platform, a certain proportion of margin must be paid for each loan. When the market changes in an adverse way, such as market reversal, and changes in the opposite direction, and the total assets of the current currency leverage account shrink to a certain limit, the system will force the total assets of the currency leverage account to be sold in the form of registered bills at the optimal market price for clearing the borrowed currency and interest.