39
B
Moderate vol
25m agoMarket Risk
Volatility53.4% annual
Volatility Score40/100
Liquidity TVL$263.9M
Liquidity Score34/100
Route Slippage712 bps
Vol Persistence0.971
Leverage Ratio1.51
Jump Intensity0.148/day
Risk-Free Rate3.64%
Structure
Categorynative
ChainEthereum
Address0xc02aaa39...756cc2
Historical Charts
Liquidation Slippage by Position Size
Estimated execution slippage (bps) when liquidating collateral of a given USD size via on-chain swap routes.
Loan Terms
LTV57.9%
APR4.04%
Max Borrow$10,868,191
Liquidation Price$1310.87
Liq. Probability0.04%
Break-Even Crash39.2%
Mean Liq. Slippage2119 bps
Total Repay$10,880,234
Monte Carlo Diagnostics
ConvergedYES
Iterations8
Paths16,384
Expected Loss0.000%
VaR 99%0.00%
CVaR 99%0.00%
Delta RC0.0000
Liq. Prob SE±0.000%