| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-12 | 100.00 | 100.00 | 4.88 | 0.00 | 4.88 |
| 2024-05-12 | 100.00 | 100.00 | 4.88 | 0.00 | 4.88 |
| 2024-11-12 | 100.00 | 100.00 | 4.88 | 0.00 | 4.88 |
| 2025-05-12 | 0.00 | 0.00 | 4.88 | 100.00 | 104.88 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | DNC1D | Valor Tecnico | 100.27 | Semana TIR | 4.07% |
| Emisor | Edenor S.A.Edenor S.A. | Valor Residual | 100.00% | Mes TIR | 38.76% |
| Tipo | Corporativo | Paridad | 103.72% | Semestre TIR | 137.29% |
| País | Argentina | TIR | 1.79% | 1ero Enero TIR | -74.28% |
| Mercado | BYMA | Macaulay Dur. | 0.47 | Año TIR | -79.14% |
| Moneda | USD | Modified Dur. | 0.46 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-11-05 12:33:53 | Effective Dur. | 0.01 | Mes Precio | -4.59% |
| Volumen | 0 | Convexidad | 0.67 | Semestre Precio | -9.57% |
| Precio | 104.00 | Int. Corrido | 0.27 | 1ero Enero Precio | -0.95% |
| Variación | 0.00% | Cupon | 104.88 | Año Precio | 1.86% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 114.40 | 10.00% | -16.81 | -1039.29% |
| 113.36 | 9.00% | -15.19 | -948.57% |
| 112.32 | 8.00% | -13.52 | -855.17% |
| 111.28 | 7.00% | -11.80 | -759.04% |
| 110.24 | 6.00% | -10.03 | -660.09% |
| 109.20 | 5.00% | -8.20 | -558.19% |
| 108.16 | 4.00% | -6.32 | -453.21% |
| 107.12 | 3.00% | -4.39 | -344.99% |
| 106.08 | 2.00% | -2.39 | -233.51% |
| 105.04 | 1.00% | -0.33 | -118.52% |
| 104.00 | 0.00% | 1.79 | 0.00% |
| 102.96 | -1.00% | 3.98 | 122.37% |
| 101.92 | -2.00% | 6.24 | 248.60% |
| 100.88 | -3.00% | 8.57 | 378.90% |
| 99.84 | -4.00% | 10.98 | 513.47% |
| 98.80 | -5.00% | 13.47 | 652.50% |
| 97.76 | -6.00% | 16.04 | 796.19% |
| 96.72 | -7.00% | 18.70 | 944.69% |
| 95.68 | -8.00% | 21.45 | 1098.23% |
| 94.64 | -9.00% | 24.29 | 1257.08% |
| 93.60 | -10.00% | 27.23 | 1421.47% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 1.95 | 9.00% | 103.92 | -0.07% |
| 1.93 | 8.00% | 103.93 | -0.07% |
| 1.92 | 7.00% | 103.94 | -0.06% |
| 1.90 | 6.00% | 103.95 | -0.05% |
| 1.88 | 5.00% | 103.96 | -0.04% |
| 1.86 | 4.00% | 103.97 | -0.03% |
| 1.84 | 3.00% | 103.97 | -0.02% |
| 1.83 | 2.00% | 103.98 | -0.02% |
| 1.81 | 1.00% | 103.99 | -0.01% |
| 1.79 | 0.00% | 104.00 | 0.00% |
| 1.77 | -1.00% | 104.01 | 0.01% |
| 1.75 | -2.00% | 104.02 | 0.02% |
| 1.74 | -3.00% | 104.03 | 0.02% |
| 1.72 | -4.00% | 104.03 | 0.03% |
| 1.70 | -5.00% | 104.04 | 0.04% |
| 1.68 | -6.00% | 104.05 | 0.05% |
| 1.66 | -7.00% | 104.06 | 0.06% |
| 1.65 | -8.00% | 104.07 | 0.07% |
| 1.63 | -9.00% | 104.08 | 0.07% |
| Desarrollo TIR 1.79% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0975 x (180/360)) x 100.00% x 100.00]/[(1+1.79)^(170/360)] | 4.83 | i |
| 2025-05-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+1.79)^(170/360)] | 99.17 | 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 (Dias Corridos / Dias entre Cupones) | (0.0975 x (180/360)) x 1.00 x 1 x 100.00 x (10/180) | 0.27 |
| 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. | |
| 2025-05-12 | (Dias para cupon / Dias Año) | (170 / 360) | 0.47 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+1.79)^(170/360)]+[(0.0975 x (180/360)) x 100.00% x 100.00]/[(1+1.79)^(170/360)] | 104.00 | 1.00 | 0.47 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.47 | 0.47 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.47)/(1 + 1.79/100) | 0.46 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (103.99 - 104.01 )/( 2 x 104.00 x 0.01) | 0.01 |
| 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. |
| 2025-05-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (170 / 360) ^ 2 + (170 / 360) | 0.70 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+1.79)^(170/360)]+[(0.0975 x (180/360)) x 100.00% x 100.00]/[(1+1.79)^(170/360)] | 104.00 | 72.30 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [104.00 x ((1 + 1.791) ^ 2)]] x 72.30] | 0.67 |
| F. de Emision | 2022-10-24 | ||
| F. de Vencimiento | 2025-05-12 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integramente en un único pago a la Fecha de Vencimiento Final. | ||
| Interes | Tasa de interés fija del 9,75% nominal anual. | ||
| Frecuencia | Los intereses en virtud de las Nuevas Obligaciones Negociables Adicionales serán pagaderos en forma semestral por período vencido el 12 de mayo y el 12 de noviembre de cada año, a partir del 12 de noviembre de 2022. | ||
| ISIN | USP3710FAM60 |