Jun 9, 2023 08:14
12 mos ago
19 viewers *
English term
mark price
English to Dutch
Bus/Financial
Finance (general)
What would be the best way to translate "mark price"?
Example sentence: Portfolio Margin is a risk-based margin policy that uses Stress Testing (the mark price and implied volatility of the underlying asset) to calculate the overall risk of a portfolio.
Example sentence: Portfolio Margin is a risk-based margin policy that uses Stress Testing (the mark price and implied volatility of the underlying asset) to calculate the overall risk of a portfolio.
Proposed translations
(Dutch)
4 | marktprijs | Sakshi Garg |
Proposed translations
1 day 22 hrs
marktprijs
Declined
Current market price of a security
Reference:
Note from asker:
Market price would be a different term that mark price though, but thanks anyway. |
Peer comment(s):
neutral |
Barend van Zadelhoff
: The text is about options. And 'mark price' differs from 'market price' in their universe. See D-box entries.
1 day 8 hrs
|
Discussion
The mark price is equal to the LAST price unless:
Ask < Last - the mark price is equal to the ASK price.
Bid > Last - the mark price is equal to the BID price.
But also:
The closing price of the position as of the report date.
And:
Mark price being the average of the bid and ask prices when dealing with Options.
So I am starting to think leaving it in English might be the safest option for now as it seems to mean different things
Another sentence from it:
For each risk unit, Bybit will evaluate the underlying asset's mark price movement and implied volatility (IV) for Stress Testing to analyze the maximum loss under different market conditions and derive the margin required for the portfolio. Stress Testing scenarios may be slightly different for different risk units.
https://www.bybithelp.com/bybitHC_Article?language=en_US&id=...
Mark versus last price
De last price geeft aan wat de laatste prijs is waarvoor het contract werd verhandeld. Deze waarde wordt ook gebruikt om je winst / verlies over open posities te berekenen.
De mark price komt tot stand door het combineren van data van meerdere exchanges en moet marktmanipulatie tegengaan.
Wanneer je een order opent, kan je zelf besluiten welk type prijs je wilt gebruiken.
https://binanceblog.com/nl/futures/
There is a difference between 'market price' and 'mark price':
Mark price
The “premium price” of the option is the number that we display as the price of an options contract (e.g. $.65) on the option chain and trade ticket. This value is the option’s mark price. The mark price is the midpoint between the bid price and the ask price, and it’s used as the simplest way to help determine the theoretical value of an option. If no buyers are currently available in the market, the mark price will display as $0.01.
Market price
The “market price” of the option is the number that we display as the price of an options contract (e.g. $.65) on holdings and Invest overview. This is the value we use to calculate your overall portfolio value on your options positions and in your graphs. This value is the option’s last price when the last is in between the bid and ask. This value is the bid price on a long holding when the last is outside of the bid and ask, and the prior day settlement price when no bid or ask exists.
https://tinyurl.com/yprwcbrh
mark price --> market price
See for example:
Yet even if reporters maintain neutral positions with respect to the directions of market prices, they may be exposed to changes in volatility through their options-writing activities.
STRESS TESTING BY LARGE FINANCIAL INSTITUTIONS:
CURRENT PRACTICE AND AGGREGATION ISSUES
https://www.bis.org/publ/cgfs14.pdf