| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-04-25 | 0.00 | 0.00 | 0.00 | 94.54 | 94.54 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCOD | Valor Tecnico | 94.54 | Semana TIR | 22.10% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 604.83% |
| Tipo | Corporativo | Paridad | 96.26% | Semestre TIR | 264.84% |
| País | Argentina | TIR | 10.22% | 1ero Enero TIR | 39.49% |
| Mercado | BYMA | Macaulay Dur. | 0.39 | Año TIR | 124.48% |
| Moneda | USD | Modified Dur. | 0.36 | Semana Precio | 0.44% |
| Fecha/Hora | 2024-12-03 12:35:02 | Effective Dur. | 0.04 | Mes Precio | 5.85% |
| Volumen | 450 | Convexidad | 0.45 | Semestre Precio | 19.74% |
| Precio | 91.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 21.33% |
| Variación | 0.00% | Cupon | 94.54 | Año Precio | 7.06% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 100.10 | 10.00% | -13.58 | -228.62% |
| 99.19 | 9.00% | -11.54 | -209.32% |
| 98.28 | 8.00% | -9.44 | -189.38% |
| 97.37 | 7.00% | -7.26 | -168.78% |
| 96.46 | 6.00% | -5.01 | -147.47% |
| 95.55 | 5.00% | -2.69 | -125.44% |
| 94.64 | 4.00% | -0.28 | -102.65% |
| 93.73 | 3.00% | 2.21 | -79.08% |
| 92.82 | 2.00% | 4.79 | -54.68% |
| 91.91 | 1.00% | 7.45 | -29.41% |
| 91.00 | 0.00% | 10.22 | 0.00% |
| 90.09 | -1.00% | 13.08 | 23.89% |
| 89.18 | -2.00% | 16.05 | 52.00% |
| 88.27 | -3.00% | 19.13 | 81.16% |
| 87.36 | -4.00% | 22.32 | 111.39% |
| 86.45 | -5.00% | 25.64 | 142.77% |
| 85.54 | -6.00% | 29.08 | 175.35% |
| 84.63 | -7.00% | 32.65 | 209.17% |
| 83.72 | -8.00% | 36.36 | 244.32% |
| 82.81 | -9.00% | 40.22 | 280.84% |
| 81.90 | -10.00% | 44.23 | 318.83% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 11.51 | 9.00% | 90.59 | -0.46% |
| 11.40 | 8.00% | 90.62 | -0.42% |
| 11.30 | 7.00% | 90.65 | -0.38% |
| 11.19 | 6.00% | 90.69 | -0.34% |
| 11.09 | 5.00% | 90.72 | -0.31% |
| 10.98 | 4.00% | 90.75 | -0.27% |
| 10.88 | 3.00% | 90.79 | -0.23% |
| 10.77 | 2.00% | 90.82 | -0.20% |
| 10.67 | 1.00% | 90.86 | -0.16% |
| 10.45 | -1.00% | 90.92 | -0.08% |
| 10.35 | -2.00% | 90.96 | -0.05% |
| 10.24 | -3.00% | 90.99 | -0.01% |
| 10.56 | 0.00% | 91.00 | 0.00% |
| 10.14 | -4.00% | 91.03 | 0.03% |
| 10.03 | -5.00% | 91.06 | 0.07% |
| 9.93 | -6.00% | 91.09 | 0.10% |
| 9.82 | -7.00% | 91.13 | 0.14% |
| 9.72 | -8.00% | 91.16 | 0.18% |
| 9.61 | -9.00% | 91.20 | 0.22% |
| Desarrollo TIR 10.22% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-04-25 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [1011.9200 x 1 x 100.00 x 0.00]/[(1+10.22)^(143/365)] | 91.00 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | Sin interes | 0.00 | |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-04-25 | (Dias para cupon / Dias Año) | (143 / 365) | 0.39 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [1011.9200 x 1 x 100.00 x 0.00]/[(1+10.22)^(143/365)] | 91.00 | 1.00 | 0.39 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.39 | 0.39 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.39)/(1 + 10.22/100) | 0.36 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (90.97 - 91.03 )/( 2 x 91 x 0.01) | 0.04 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-04-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (143 / 365) ^ 2 + (143 / 365) | 0.55 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [1011.9200 x 1 x 100.00 x 0.00]/[(1+10.22)^(143/365)] | 91.00 | 49.62 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [91 x ((1 + 10.219375) ^ 2)]] x 49.62] | 0.45 |
| F. de Emision | 2023-04-25 | ||
| F. de Vencimiento | 2025-04-25 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables Clase XXIII será amortizado en una única cuota en la Fecha de Vencimiento. El monto de capital será pagadero en Pesos al Tipo de Cambio Aplicable. | ||
| Interes | No se realizarán pagos de intereses bajo las Obligaciones Negociables Clase XXIII. | ||
| Frecuencia | No aplica. | ||
| ISIN | ARYPFS5601U4 |