Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
---|---|---|---|---|---|
2023-09-08 | 50.00 | 34397.50 | 2178.51 | 11465.86 | 13644.37 |
2024-03-08 | 33.33 | 33442.40 | 2382.77 | 16721.20 | 19103.97 |
2024-09-08 | 16.67 | 20741.54 | 1970.45 | 20741.54 | 22711.99 |
2025-03-08 | 0.00 | 0.00 | 854.27 | 17984.54 | 18838.80 |
Datos | |||||
---|---|---|---|---|---|
Simbolo | CP17O | Valor Tecnico | 18335.73 | Semana TIR | -1.15% |
Emisor | Compañia General de CombustibCompañia General de Combustibles S.A. | Valor Residual | 16.67% | Mes TIR | -7.83% |
Tipo | Corporativo | Paridad | 205.06% | Semestre TIR | -125.62% |
País | Argentina | TIR | -90.43% | 1ero Enero TIR | -450.06% |
Mercado | BYMA | Macaulay Dur. | 0.29 | Año TIR | -333.93% |
Moneda | ARS | Modified Dur. | 3.08 | Semana Precio | -2.84% |
Fecha/Hora | 2024-11-22 15:40:21 | Effective Dur. | -2.80 | Mes Precio | -6.93% |
Volumen | 2000 | Convexidad | 41.66 | Semestre Precio | -33.46% |
Precio | 37600.00 | Int. Corrido | 351.20 | 1ero Enero Precio | -37.85% |
Variación | 0.00% | Cupon | 18838.80 | Año Precio | -41.25% |
Sensibilidad Precio | |||
---|---|---|---|
Precio | Variación Precio | TIR | Variación TIR |
41360.00 | 10.00% | -93.08 | 2.93% |
40984.00 | 9.00% | -92.86 | 2.69% |
40608.00 | 8.00% | -92.64 | 2.44% |
40232.00 | 7.00% | -92.40 | 2.18% |
39856.00 | 6.00% | -92.15 | 1.90% |
39480.00 | 5.00% | -91.90 | 1.62% |
39104.00 | 4.00% | -91.63 | 1.32% |
38728.00 | 3.00% | -91.35 | 1.02% |
38352.00 | 2.00% | -91.06 | 0.69% |
37976.00 | 1.00% | -90.75 | 0.36% |
37600.00 | 0.00% | -90.43 | 0.00% |
37224.00 | -1.00% | -90.10 | -0.36% |
36848.00 | -2.00% | -89.76 | -0.75% |
36472.00 | -3.00% | -89.39 | -1.15% |
36096.00 | -4.00% | -89.01 | -1.57% |
35720.00 | -5.00% | -88.61 | -2.01% |
35344.00 | -6.00% | -88.20 | -2.47% |
34968.00 | -7.00% | -87.76 | -2.95% |
34592.00 | -8.00% | -87.30 | -3.46% |
34216.00 | -9.00% | -86.82 | -3.99% |
33840.00 | -10.00% | -86.32 | -4.55% |
Sensibilidad TIR | |||
---|---|---|---|
TIR | Variación TIR | Precio | Variación Precio |
-82.29 | -9.00% | 31363.21 | -16.59% |
-83.20 | -8.00% | 31851.01 | -15.29% |
-84.10 | -7.00% | 32374.02 | -13.90% |
-85.00 | -6.00% | 32937.03 | -12.40% |
-85.91 | -5.00% | 33545.79 | -10.78% |
-86.81 | -4.00% | 34207.35 | -9.02% |
-87.72 | -3.00% | 34930.40 | -7.10% |
-88.62 | -2.00% | 35725.86 | -4.98% |
-89.53 | -1.00% | 36607.66 | -2.64% |
-90.43 | 0.00% | 37600.00 | 0.00% |
-91.33 | 1.00% | 38708.92 | 2.95% |
-92.24 | 2.00% | 39985.66 | 6.34% |
-93.14 | 3.00% | 41471.07 | 10.30% |
-94.05 | 4.00% | 43234.43 | 14.99% |
-94.95 | 5.00% | 45383.70 | 20.70% |
-95.86 | 6.00% | 48099.46 | 27.92% |
-96.76 | 7.00% | 51715.29 | 37.54% |
-97.66 | 8.00% | 56946.79 | 51.45% |
-98.57 | 9.00% | 65779.13 | 74.94% |
Desarrollo TIR -90.43% | ||||
---|---|---|---|---|
Fecha | Formula | Operacion | Factor | Tipo |
2025-03-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (180/360)) x 16.67% x 100.00 x 1079.07]/[(1+-90.43)^(106/360)] | 1704.74 | i |
2025-03-08 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.166667 x 100.00 x 1079.07]/[(1+-90.43)^(106/360)] | 35889.22 | k |
Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
---|---|---|---|
2024-11-22 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.095 x (180/360)) x 1.00 x 0.166667 x 100.00 x 1079.07 x (74/180) | 351.20 |
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. | |
2025-03-08 | (Dias para cupon / Dias Año) | (106 / 360) | 0.29 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.166667 x 100.00 x 1079.07]/[(1+-90.43)^(106/360)]+[(0.095 x (180/360)) x 16.67% x 100.00 x 1079.07]/[(1+-90.43)^(106/360)] | 37599.52 | 1.00 | 0.29 | ki |
Desarrollo Duracion Macaulay Valor Final | |||||||||
---|---|---|---|---|---|---|---|---|---|
Formula | Operacion | Duracion Macaulay | |||||||
Suma Factores | 0.29 | 0.29 |
Desarrollo Duracion Modificada | ||
---|---|---|
Formula | Operacion | Duracion Modificada |
(Macaulay Duration)/(1 + TIR) | (0.29)/(1 + -90.43/100) | 3.08 |
Desarrollo Duracion Efectiva | ||
---|---|---|
Formula | Operacion | Duracion Efectiva |
(P+ - P-)/(2 x Po x ΔTIR) | (38715.31 - 36612.56 )/( 2 x 37600 x 0.01) | -2.80 |
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. |
2025-03-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (106 / 360) ^ 2 + (106 / 360) | 0.38 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.166667 x 100.00 x 1079.07]/[(1+-90.43)^(106/360)]+[(0.095 x (180/360)) x 16.67% x 100.00 x 1079.07]/[(1+-90.43)^(106/360)] | 37599.52 | 14330.76 | ki |
Formula Convexidad Valor Final | ||
---|---|---|
Formula | Operacion | Convexidad |
[[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [37600 x ((1 + -90.4348046875) ^ 2)]] x 14330.76] | 41.66 |
F. de Emision | 2020-09-08 | ||
F. de Vencimiento | 2025-03-08 | ||
Ajuste | |||
Dias previos para calculo ajuste o interes | |||
Capital | Las Obligaciones Negociables se amortizarán en seis cuotas semestrales en las fechas que seguidamente se detalla: 08-09-2022, 08-03-2023, 08-09-2023, 08-03-2024, 08-09-2024, 08-03-2025 | ||
Interes | Tasa 9,5% anual. | ||
Frecuencia | Los intereses serán pagaderos semestralmente, en forma vencida, el 8 de marzo y el 8 de septiembre, comenzando el 8 de marzo de 2021 | ||
ISIN | USP3063DAB84 |