Contract details : The contract will be redeamable at 116 USDC on the 25/06/21. Buy orders will be posted here
Favorable scenario : Market turning bearish as we approach maturity. We might be able to offer extra yield.
Average scenario : Market trend continues to be substainable and accelerates sometimes
Adverse scenario : Market goes parabolic and we see a strong widening of the spot future spread : we might have to overcollateralize to protect capital, thus reducing the yield
Extreme adverse scenario : Market knows exceptionnal events leading in extreme volatility and extreme liquidity scarcity.
Estimated move of the BTC if extreme scenario materializes (as of 19/06) : +500% within the next 5 days.
Estimated probability of materialization of the extreme scenario as of 19/06: 0%