| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-22 | 100.00 | 100.00 | 4.92 | 0.00 | 4.92 |
| 2024-05-22 | 100.00 | 100.00 | 4.86 | 0.00 | 4.86 |
| 2024-11-22 | 0.00 | 0.00 | 4.92 | 100.00 | 104.92 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | DNC2D | Valor Tecnico | 104.89 | Semana TIR | 30502.98% |
| Emisor | Edenor S.A.Edenor S.A. | Valor Residual | 100.00% | Mes TIR | 38326.55% |
| Tipo | Corporativo | Paridad | 99.15% | Semestre TIR | 15190.62% |
| País | Argentina | TIR | 2347.11% | 1ero Enero TIR | 30146.26% |
| Mercado | BYMA | Macaulay Dur. | 0.00 | Año TIR | 21472.70% |
| Moneda | USD | Modified Dur. | 0.00 | Semana Precio | -1.05% |
| Fecha/Hora | 2024-11-20 16:43:02 | Effective Dur. | 0.00 | Mes Precio | -1.42% |
| Volumen | 448900 | Convexidad | 0.00 | Semestre Precio | 1.51% |
| Precio | 104.00 | Int. Corrido | 4.89 | 1ero Enero Precio | 1.17% |
| Variación | -1.56% | Cupon | 104.92 | Año Precio | -0.10% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 114.40 | 10.00% | 0.00 | 0.00% |
| 113.36 | 9.00% | 0.00 | 0.00% |
| 112.32 | 8.00% | 0.00 | 0.00% |
| 111.28 | 7.00% | 0.00 | 0.00% |
| 110.24 | 6.00% | 0.00 | 0.00% |
| 109.20 | 5.00% | 0.00 | 0.00% |
| 108.16 | 4.00% | 0.00 | 0.00% |
| 107.12 | 3.00% | 0.00 | 0.00% |
| 106.08 | 2.00% | -98.22 | -104.18% |
| 105.04 | 1.00% | -35.23 | -101.50% |
| 104.00 | 0.00% | 2347.11 | 0.00% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 2558.35 | 9.00% | 103.98 | -0.02% |
| 2534.88 | 8.00% | 103.98 | -0.02% |
| 2511.41 | 7.00% | 103.98 | -0.02% |
| 2487.94 | 6.00% | 103.98 | -0.02% |
| 2464.47 | 5.00% | 103.99 | -0.01% |
| 2440.99 | 4.00% | 103.99 | -0.01% |
| 2417.52 | 3.00% | 103.99 | -0.01% |
| 2394.05 | 2.00% | 103.99 | -0.01% |
| 2370.58 | 1.00% | 104.00 | 0.00% |
| 2347.11 | 0.00% | 104.00 | 0.00% |
| 2323.64 | -1.00% | 104.00 | 0.00% |
| 2300.17 | -2.00% | 104.01 | 0.01% |
| 2276.70 | -3.00% | 104.01 | 0.01% |
| 2253.23 | -4.00% | 104.01 | 0.01% |
| 2229.75 | -5.00% | 104.01 | 0.01% |
| 2206.28 | -6.00% | 104.02 | 0.02% |
| 2182.81 | -7.00% | 104.02 | 0.02% |
| 2159.34 | -8.00% | 104.02 | 0.02% |
| 2135.87 | -9.00% | 104.03 | 0.02% |
| Desarrollo TIR 2347.11% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0975 x (184/365)) x 100.00% x 100.00]/[(1+2347.11)^(1/365)] | 4.87 | i |
| 2024-11-22 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+2347.11)^(1/365)] | 99.13 | 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) | (0.0975 x (184/365)) x 1.00 x 1 x 100.00 x (183/184) | 4.89 |
| 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. | |
| 2024-11-22 | (Dias para cupon / Dias Año) | (1 / 365) | 0.00 | [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+2347.11)^(1/365)]+[(0.0975 x (184/365)) x 100.00% x 100.00]/[(1+2347.11)^(1/365)] | 104.00 | 1.00 | 0.00 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.00 | 0.00 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.00)/(1 + 2347.11/100) | 0.00 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104.00 - 104.00 )/( 2 x 104 x 0.01) | 0.00 |
| 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. |
| 2024-11-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1 / 365) ^ 2 + (1 / 365) | 0.00 | [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+2347.11)^(1/365)]+[(0.0975 x (184/365)) x 100.00% x 100.00]/[(1+2347.11)^(1/365)] | 104.00 | 0.29 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [104 x ((1 + 2347.1086875) ^ 2)]] x 0.29] | 0.00 |
| F. de Emision | 2022-09-22 | ||
| F. de Vencimiento | 2024-11-22 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | Los intereses serán pagados semestralmente, en forma vencida, a partir de la Primera Fecha de Pago de Intereses, en las siguientes fechas: 22 de noviembre de 2022 ; 22 de mayo de 2023; 22 de noviembre de 2023; 22 de mayo de 2024; y 22 de noviembre de 2024. | ||
| Frecuencia | Semestral en la fechas 22 de Noviembre y 22 de Mayo. | ||
| ISIN | Sin Datos |