| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-01-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2024-07-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2025-01-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2025-07-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2026-01-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2026-07-18 | 0.00 | 0.00 | 0.00 | 100.00 | 100.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TLC1D | Valor Tecnico | 102.73 | Semana TIR | -4.22% |
| Emisor | Telecom Argentina S.ATelecom Argentina S.A | Valor Residual | 100.00% | Mes TIR | -16.75% |
| Tipo | Corporativo | Paridad | 103.86% | Semestre TIR | -50.08% |
| País | Argentina | TIR | 3.18% | 1ero Enero TIR | -60.55% |
| Mercado | BYMA | Macaulay Dur. | 1.55 | Año TIR | -62.05% |
| Moneda | USD | Modified Dur. | 1.50 | Semana Precio | 0.28% |
| Fecha/Hora | 2024-11-20 16:50:13 | Effective Dur. | 0.05 | Mes Precio | 1.28% |
| Volumen | 0 | Convexidad | 3.81 | Semestre Precio | 3.95% |
| Precio | 106.70 | Int. Corrido | 2.73 | 1ero Enero Precio | 6.17% |
| Variación | 0.00% | Cupon | 4.00 | Año Precio | 7.78% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117.37 | 10.00% | -2.97 | -193.40% |
| 116.30 | 9.00% | -2.40 | -175.42% |
| 115.24 | 8.00% | -1.82 | -157.15% |
| 114.17 | 7.00% | -1.23 | -138.62% |
| 113.10 | 6.00% | -0.63 | -119.77% |
| 112.03 | 5.00% | -0.02 | -100.62% |
| 110.97 | 4.00% | 0.60 | -81.17% |
| 109.90 | 3.00% | 1.23 | -61.39% |
| 108.83 | 2.00% | 1.87 | -41.28% |
| 107.77 | 1.00% | 2.52 | -20.84% |
| 106.70 | 0.00% | 3.18 | 0.00% |
| 105.63 | -1.00% | 3.85 | 21.10% |
| 104.57 | -2.00% | 4.53 | 42.61% |
| 103.50 | -3.00% | 5.23 | 64.49% |
| 102.43 | -4.00% | 5.94 | 86.78% |
| 101.37 | -5.00% | 6.66 | 109.46% |
| 100.30 | -6.00% | 7.39 | 132.54% |
| 99.23 | -7.00% | 8.14 | 156.02% |
| 98.16 | -8.00% | 8.90 | 179.95% |
| 97.10 | -9.00% | 9.68 | 204.35% |
| 96.03 | -10.00% | 10.47 | 229.17% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 3.47 | 9.00% | 106.24 | -0.43% |
| 3.43 | 8.00% | 106.29 | -0.38% |
| 3.40 | 7.00% | 106.34 | -0.34% |
| 3.37 | 6.00% | 106.39 | -0.29% |
| 3.34 | 5.00% | 106.44 | -0.24% |
| 3.31 | 4.00% | 106.49 | -0.19% |
| 3.28 | 3.00% | 106.54 | -0.15% |
| 3.24 | 2.00% | 106.60 | -0.10% |
| 3.21 | 1.00% | 106.65 | -0.05% |
| 3.18 | 0.00% | 106.70 | 0.00% |
| 3.15 | -1.00% | 106.75 | 0.05% |
| 3.12 | -2.00% | 106.80 | 0.09% |
| 3.08 | -3.00% | 106.85 | 0.14% |
| 3.05 | -4.00% | 106.90 | 0.19% |
| 3.02 | -5.00% | 106.95 | 0.24% |
| 2.99 | -6.00% | 107.00 | 0.28% |
| 2.96 | -7.00% | 107.05 | 0.33% |
| 2.93 | -8.00% | 107.11 | 0.38% |
| 2.89 | -9.00% | 107.16 | 0.43% |
| Desarrollo TIR 3.18% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+3.18)^(57/360)] | 3.98 | i |
| 2025-07-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+3.18)^(237/360)] | 3.92 | i |
| 2026-01-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+3.18)^(417/360)] | 3.86 | i |
| 2026-07-18 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+3.18)^(597/360)] | 94.94 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.08 x (180/360)) x 1.00 x 1 x 100.00 x (123/180) | 2.73 |
| 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. | |
| 2025-01-18 | (Dias para cupon / Dias Año) | (57 / 360) | 0.16 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+3.18)^(57/360)] | 3.98 | 0.04 | 0.01 | i | |
| 2025-07-18 | (Dias para cupon / Dias Año) | (237 / 360) | 0.66 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+3.18)^(237/360)] | 3.92 | 0.04 | 0.02 | i | |
| 2026-01-18 | (Dias para cupon / Dias Año) | (417 / 360) | 1.16 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+3.18)^(417/360)] | 3.86 | 0.04 | 0.04 | i | |
| 2026-07-18 | (Dias para cupon / Dias Año) | (597 / 360) | 1.66 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+3.18)^(597/360)] | 94.94 | 0.89 | 1.48 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.55 | 1.55 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.55)/(1 + 3.18/100) | 1.50 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106.65 - 106.75 )/( 2 x 106.7 x 0.01) | 0.05 |
| 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. |
| 2025-01-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (57 / 360) ^ 2 + (57 / 360) | 0.18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+3.18)^(57/360)] | 3.98 | 0.73 | i |
| 2025-07-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (237 / 360) ^ 2 + (237 / 360) | 1.09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+3.18)^(237/360)] | 3.92 | 4.28 | i |
| 2026-01-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (417 / 360) ^ 2 + (417 / 360) | 2.50 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+3.18)^(417/360)] | 3.86 | 9.64 | i |
| 2026-07-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (597 / 360) ^ 2 + (597 / 360) | 4.41 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+3.18)^(597/360)] | 94.94 | 418.55 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [106.7 x ((1 + 3.1786875) ^ 2)]] x 433.20] | 3.81 |
| F. de Emision | 2019-07-08 | ||
| F. de Vencimiento | 2026-07-18 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra en fecha de Vencimiento. | ||
| Interes | Tasa Aplicable: 8.00% | ||
| Frecuencia | 18 de Enero y 18 de Julio. Empezando el 18 de Enero de 2020 y finalizando en fecha de vencimiento. | ||
| ISIN | USP9028NAV30 |