| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-03-10 | 0.00 | 0.00 | 0.00 | 99975.00 | 99975.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CP30O | Valor Tecnico | 99975.00 | Semana TIR | 7.20% |
| Emisor | Compañia General de CombustibCompañia General de Combustibles S.A. | Valor Residual | 100.00% | Mes TIR | 73.48% |
| Tipo | Corporativo | Paridad | 93.32% | Semestre TIR | 282.94% |
| País | Argentina | TIR | 26.04% | 1ero Enero TIR | 46.87% |
| Mercado | BYMA | Macaulay Dur. | 0.30 | Año TIR | 190.10% |
| Moneda | ARS | Modified Dur. | 0.24 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-07-10 16:36:42 | Effective Dur. | 0.06 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.24 | Semestre Precio | 10.61% |
| Precio | 93300.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 40.30% |
| Variación | 0.00% | Cupon | 99975.00 | Año Precio | 68.11% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 102630.00 | 10.00% | -8.40 | -132.27% |
| 101697.00 | 9.00% | -5.56 | -121.34% |
| 100764.00 | 8.00% | -2.60 | -109.98% |
| 99831.00 | 7.00% | 0.48 | -98.14% |
| 98898.00 | 6.00% | 3.69 | -85.81% |
| 97965.00 | 5.00% | 7.04 | -72.97% |
| 97032.00 | 4.00% | 10.52 | -59.59% |
| 96099.00 | 3.00% | 14.16 | -45.63% |
| 95166.00 | 2.00% | 17.95 | -31.07% |
| 94233.00 | 1.00% | 21.90 | -15.88% |
| 93300.00 | 0.00% | 26.04 | 0.00% |
| 92367.00 | -1.00% | 30.35 | 16.55% |
| 91434.00 | -2.00% | 34.86 | 33.86% |
| 90501.00 | -3.00% | 39.57 | 51.96% |
| 89568.00 | -4.00% | 44.50 | 70.88% |
| 88635.00 | -5.00% | 49.65 | 90.68% |
| 87702.00 | -6.00% | 55.05 | 111.41% |
| 86769.00 | -7.00% | 60.71 | 133.12% |
| 85836.00 | -8.00% | 66.63 | 155.88% |
| 84903.00 | -9.00% | 72.84 | 179.73% |
| 83970.00 | -10.00% | 79.36 | 204.75% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 28.38 | 9.00% | 92787.01 | -0.55% |
| 28.12 | 8.00% | 92843.29 | -0.49% |
| 27.86 | 7.00% | 92899.71 | -0.43% |
| 27.60 | 6.00% | 92956.29 | -0.37% |
| 27.34 | 5.00% | 93013.01 | -0.31% |
| 27.08 | 4.00% | 93069.89 | -0.25% |
| 26.82 | 3.00% | 93126.91 | -0.19% |
| 26.56 | 2.00% | 93184.09 | -0.12% |
| 26.30 | 1.00% | 93241.43 | -0.06% |
| 26.04 | 0.00% | 93300.00 | 0.00% |
| 25.78 | -1.00% | 93356.55 | 0.06% |
| 25.52 | -2.00% | 93414.35 | 0.12% |
| 25.26 | -3.00% | 93472.30 | 0.18% |
| 25.00 | -4.00% | 93530.41 | 0.25% |
| 24.74 | -5.00% | 93588.67 | 0.31% |
| 24.48 | -6.00% | 93647.10 | 0.37% |
| 24.22 | -7.00% | 93705.68 | 0.43% |
| 23.96 | -8.00% | 93764.42 | 0.50% |
| 23.70 | -9.00% | 93823.32 | 0.56% |
| Desarrollo TIR 26.04% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-10 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+26.04)^(109/365)] | 93298.91 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | 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. | |
| 2025-03-10 | (Dias para cupon / Dias Año) | (109 / 365) | 0.30 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+26.04)^(109/365)] | 93299.86 | 1.00 | 0.30 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.30 | 0.30 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.30)/(1 + 26.04/100) | 0.24 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (93242.39 - 93357.50 )/( 2 x 93300.00 x 0.01) | 0.06 |
| 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. |
| 2025-03-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (109 / 365) ^ 2 + (109 / 365) | 0.39 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+26.04)^(109/365)] | 93299.86 | 36182.63 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [93300.00 x ((1 + 26.0356875) ^ 2)]] x 36182.63] | 0.24 |
| F. de Emision | 2023-03-10 | ||
| F. de Vencimiento | 2025-03-10 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables Clase 30 será cancelado en forma íntegra en la Fecha de Vencimiento de la Clase 30. | ||
| Interes | El capital no amortizado de las Obligaciones Negociables Clase 30 devengará intereses a una tasa de interés fija del 0,00% | ||
| Frecuencia | Dado que la Tasa de Interés de las Obligaciones Negociables Clase 30 es del 0,00% nominal anual, las Obligaciones Negociables Clase 30 no devengarán intereses. | ||
| ISIN | ARCGCO5600V5 |