| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-12 | 100.00 | 85502.00 | 4168.22 | 0.00 | 4168.22 |
| 2024-05-12 | 100.00 | 103548.00 | 5047.97 | 0.00 | 5047.97 |
| 2024-11-12 | 100.00 | 112317.00 | 5475.45 | 0.00 | 5475.45 |
| 2025-05-12 | 0.00 | 0.00 | 5244.62 | 107582.00 | 112826.62 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | DNC1O | Valor Tecnico | 107844.23 | Semana TIR | -23.81% |
| Emisor | Edenor S.A.Edenor S.A. | Valor Residual | 100.00% | Mes TIR | -364.68% |
| Tipo | Corporativo | Paridad | 120.54% | Semestre TIR | -358.08% |
| País | Argentina | TIR | -25.79% | 1ero Enero TIR | -1568.89% |
| Mercado | BYMA | Macaulay Dur. | 0.47 | Año TIR | -382.70% |
| Moneda | ARS | Modified Dur. | 0.64 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-11-05 15:15:47 | Effective Dur. | -0.17 | Mes Precio | -1.52% |
| Volumen | 0 | Convexidad | 1.27 | Semestre Precio | -0.69% |
| Precio | 130000.00 | Int. Corrido | 262.23 | 1ero Enero Precio | 18.18% |
| Variación | 0.00% | Cupon | 112826.62 | Año Precio | 41.46% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 143000.00 | 10.00% | -39.28 | 52.31% |
| 141700.00 | 9.00% | -38.10 | 47.74% |
| 140400.00 | 8.00% | -36.89 | 43.04% |
| 139100.00 | 7.00% | -35.64 | 38.20% |
| 137800.00 | 6.00% | -34.36 | 33.22% |
| 136500.00 | 5.00% | -33.03 | 28.09% |
| 135200.00 | 4.00% | -31.67 | 22.80% |
| 133900.00 | 3.00% | -30.27 | 17.36% |
| 132600.00 | 2.00% | -28.82 | 11.75% |
| 131300.00 | 1.00% | -27.33 | 5.97% |
| 130000.00 | 0.00% | -25.79 | 0.00% |
| 128700.00 | -1.00% | -24.20 | -6.15% |
| 127400.00 | -2.00% | -22.57 | -12.50% |
| 126100.00 | -3.00% | -20.88 | -19.06% |
| 124800.00 | -4.00% | -19.13 | -25.82% |
| 123500.00 | -5.00% | -17.33 | -32.81% |
| 122200.00 | -6.00% | -15.47 | -40.03% |
| 120900.00 | -7.00% | -13.54 | -47.50% |
| 119600.00 | -8.00% | -11.55 | -55.21% |
| 118300.00 | -9.00% | -9.49 | -63.20% |
| 117000.00 | -10.00% | -7.36 | -71.46% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -23.47 | -9.00% | 128111.63 | -1.45% |
| -23.73 | -8.00% | 128317.21 | -1.29% |
| -23.98 | -7.00% | 128523.81 | -1.14% |
| -24.24 | -6.00% | 128731.46 | -0.98% |
| -24.50 | -5.00% | 128940.14 | -0.82% |
| -24.76 | -4.00% | 129149.89 | -0.65% |
| -25.02 | -3.00% | 129360.69 | -0.49% |
| -25.27 | -2.00% | 129572.57 | -0.33% |
| -25.53 | -1.00% | 129785.53 | -0.16% |
| -25.79 | 0.00% | 130000.00 | 0.00% |
| -26.05 | 1.00% | 130214.72 | 0.17% |
| -26.31 | 2.00% | 130430.98 | 0.33% |
| -26.56 | 3.00% | 130648.36 | 0.50% |
| -26.82 | 4.00% | 130866.87 | 0.67% |
| -27.08 | 5.00% | 131086.51 | 0.84% |
| -27.34 | 6.00% | 131307.31 | 1.01% |
| -27.60 | 7.00% | 131529.26 | 1.18% |
| -27.85 | 8.00% | 131752.38 | 1.35% |
| -28.11 | 9.00% | 131976.68 | 1.52% |
| Desarrollo TIR -25.79% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0975 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+-25.79)^(171/360)] | 6042.89 | i |
| 2025-05-12 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1075.82]/[(1+-25.79)^(171/360)] | 123956.69 | 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 Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0975 x (180/360)) x 1.00 x 1 x 100.00 x 1075.82 x (9/180) | 262.23 |
| 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) | (171 / 360) | 0.47 | [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)] | [1 x 100.00 x 1075.82]/[(1+-25.79)^(171/360)]+[(0.0975 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+-25.79)^(171/360)] | 129999.84 | 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 + -25.79/100) | 0.64 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (130214.99 - 129785.78 )/( 2 x 130000.00 x 0.01) | -0.17 |
| 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)] | (171 / 360) ^ 2 + (171 / 360) | 0.70 | [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)] | [1 x 100.00 x 1075.82]/[(1+-25.79)^(171/360)]+[(0.0975 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+-25.79)^(171/360)] | 129999.84 | 91081.13 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [130000.00 x ((1 + -25.7903125) ^ 2)]] x 91081.13] | 1.27 |
| 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 |