| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-03-03 | 0.00 | 0.00 | 0.00 | 99975.00 | 99975.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | VSCJO | Valor Tecnico | 99975.00 | Semana TIR | 13.78% |
| Emisor | Vista Oil & Gas Argentina S.A.Vista Oil & Gas Argentina S.A.U. | Valor Residual | 100.00% | Mes TIR | -7.79% |
| Tipo | Corporativo | Paridad | 85.52% | Semestre TIR | 4.87% |
| País | Argentina | TIR | 7.10% | 1ero Enero TIR | -50.04% |
| Mercado | BYMA | Macaulay Dur. | 2.28 | Año TIR | 203.05% |
| Moneda | ARS | Modified Dur. | 2.13 | Semana Precio | -1.72% |
| Fecha/Hora | 2024-11-20 14:17:35 | Effective Dur. | 0.15 | Mes Precio | 3.51% |
| Volumen | 71224 | Convexidad | 6.52 | Semestre Precio | 15.38% |
| Precio | 85500.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 61.32% |
| Variación | 1.18% | Cupon | 99975.00 | Año Precio | 90.00% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 94050.00 | 10.00% | 2.72 | -61.74% |
| 93195.00 | 9.00% | 3.13 | -55.92% |
| 92340.00 | 8.00% | 3.55 | -50.04% |
| 91485.00 | 7.00% | 3.97 | -44.08% |
| 90630.00 | 6.00% | 4.40 | -38.04% |
| 89775.00 | 5.00% | 4.83 | -31.91% |
| 88920.00 | 4.00% | 5.28 | -25.69% |
| 88065.00 | 3.00% | 5.72 | -19.39% |
| 87210.00 | 2.00% | 6.18 | -13.01% |
| 86355.00 | 1.00% | 6.64 | -6.53% |
| 85500.00 | 0.00% | 7.10 | 0.00% |
| 84645.00 | -1.00% | 7.58 | 6.70% |
| 83790.00 | -2.00% | 8.06 | 13.47% |
| 82935.00 | -3.00% | 8.54 | 20.34% |
| 82080.00 | -4.00% | 9.04 | 27.30% |
| 81225.00 | -5.00% | 9.54 | 34.37% |
| 80370.00 | -6.00% | 10.05 | 41.55% |
| 79515.00 | -7.00% | 10.57 | 48.84% |
| 78660.00 | -8.00% | 11.09 | 56.24% |
| 77805.00 | -9.00% | 11.63 | 63.76% |
| 76950.00 | -10.00% | 12.17 | 71.40% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.74 | 9.00% | 84352.67 | -1.34% |
| 7.67 | 8.00% | 84479.52 | -1.19% |
| 7.60 | 7.00% | 84606.64 | -1.04% |
| 7.53 | 6.00% | 84734.04 | -0.90% |
| 7.45 | 5.00% | 84861.72 | -0.75% |
| 7.38 | 4.00% | 84989.67 | -0.60% |
| 7.31 | 3.00% | 85117.90 | -0.45% |
| 7.24 | 2.00% | 85246.40 | -0.30% |
| 7.17 | 1.00% | 85375.19 | -0.15% |
| 7.10 | 0.00% | 85500.00 | 0.00% |
| 7.03 | -1.00% | 85633.61 | 0.16% |
| 6.96 | -2.00% | 85763.24 | 0.31% |
| 6.89 | -3.00% | 85893.15 | 0.46% |
| 6.82 | -4.00% | 86023.34 | 0.61% |
| 6.75 | -5.00% | 86153.82 | 0.76% |
| 6.67 | -6.00% | 86284.59 | 0.92% |
| 6.60 | -7.00% | 86415.64 | 1.07% |
| 6.53 | -8.00% | 86546.97 | 1.22% |
| 6.46 | -9.00% | 86678.60 | 1.38% |
| Desarrollo TIR 7.10% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2027-03-03 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+7.10)^(832/365)] | 85504.26 | 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. | |
| 2027-03-03 | (Dias para cupon / Dias Año) | (832 / 365) | 2.28 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+7.10)^(832/365)] | 85498.80 | 1.00 | 2.28 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.28 | 2.28 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.28)/(1 + 7.10/100) | 2.13 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (85369.69 - 85628.19 )/( 2 x 85500 x 0.01) | 0.15 |
| 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. |
| 2027-03-03 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (832 / 365) ^ 2 + (832 / 365) | 7.48 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+7.10)^(832/365)] | 85498.80 | 639133.76 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [85500 x ((1 + 7.103) ^ 2)]] x 639133.76] | 6.52 |
| F. de Emision | 2023-03-03 | ||
| F. de Vencimiento | 2027-03-03 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 4 | ||
| Capital | El capital de las Obligaciones Negociables Clase XVIII será repagado en una única cuota en la Fecha de Vencimiento de la Clase XVIII, es decir, el 3 de marzo de 2027. | ||
| Interes | No se realizarán pagos de intereses bajo las Obligaciones Negociables Clase XVIII. | ||
| Frecuencia | Sin Intereses. | ||
| ISIN | AROILG5600I0 |