| 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 | 102.88 | Semana TIR | -19.98% |
| Emisor | Edenor S.A.Edenor S.A. | Valor Residual | 100.00% | Mes TIR | 47.50% |
| Tipo | Corporativo | Paridad | 100.65% | Semestre TIR | -27.16% |
| País | Argentina | TIR | 6.49% | 1ero Enero TIR | -16.37% |
| Mercado | BYMA | Macaulay Dur. | 0.21 | Año TIR | -44.80% |
| Moneda | USD | Modified Dur. | 0.20 | Semana Precio | 0.49% |
| Fecha/Hora | 2024-09-06 16:51:53 | Effective Dur. | 0.01 | Mes Precio | -0.05% |
| Volumen | 42604 | Convexidad | 0.22 | Semestre Precio | 0.05% |
| Precio | 103.55 | Int. Corrido | 2.88 | 1ero Enero Precio | 0.73% |
| Variación | 0.34% | Cupon | 104.92 | Año Precio | 2.52% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 113.91 | 10.00% | -32.62 | -602.63% |
| 112.87 | 9.00% | -29.60 | -556.08% |
| 111.83 | 8.00% | -26.41 | -506.99% |
| 110.80 | 7.00% | -23.05 | -455.19% |
| 109.76 | 6.00% | -19.50 | -400.49% |
| 108.73 | 5.00% | -15.75 | -342.72% |
| 107.69 | 4.00% | -11.79 | -281.68% |
| 106.66 | 3.00% | -7.60 | -217.12% |
| 105.62 | 2.00% | -3.17 | -148.83% |
| 104.59 | 1.00% | 1.52 | -76.54% |
| 103.55 | 0.00% | 6.49 | 0.00% |
| 102.51 | -1.00% | 11.76 | 81.17% |
| 101.48 | -2.00% | 17.34 | 167.22% |
| 100.44 | -3.00% | 23.27 | 258.51% |
| 99.41 | -4.00% | 29.56 | 355.43% |
| 98.37 | -5.00% | 36.24 | 458.40% |
| 97.34 | -6.00% | 43.34 | 567.83% |
| 96.30 | -7.00% | 50.90 | 684.25% |
| 95.27 | -8.00% | 58.94 | 808.16% |
| 94.23 | -9.00% | 67.50 | 940.13% |
| 93.19 | -10.00% | 76.63 | 1080.80% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.07 | 9.00% | 103.43 | -0.11% |
| 7.01 | 8.00% | 103.45 | -0.10% |
| 6.94 | 7.00% | 103.46 | -0.09% |
| 6.88 | 6.00% | 103.47 | -0.08% |
| 6.81 | 5.00% | 103.48 | -0.06% |
| 6.75 | 4.00% | 103.50 | -0.05% |
| 6.68 | 3.00% | 103.51 | -0.04% |
| 6.62 | 2.00% | 103.52 | -0.03% |
| 6.55 | 1.00% | 103.54 | -0.01% |
| 6.49 | 0.00% | 103.55 | 0.00% |
| 6.43 | -1.00% | 103.56 | 0.01% |
| 6.36 | -2.00% | 103.58 | 0.03% |
| 6.30 | -3.00% | 103.59 | 0.04% |
| 6.23 | -4.00% | 103.60 | 0.05% |
| 6.17 | -5.00% | 103.62 | 0.06% |
| 6.10 | -6.00% | 103.63 | 0.08% |
| 6.04 | -7.00% | 103.64 | 0.09% |
| 5.97 | -8.00% | 103.66 | 0.10% |
| 5.91 | -9.00% | 103.67 | 0.11% |
| Desarrollo TIR 6.49% | ||||
|---|---|---|---|---|
| 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+6.49)^(76/365)] | 4.85 | i |
| 2024-11-22 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+6.49)^(76/365)] | 98.70 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (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 (108/184) | 2.88 |
| 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) | (76 / 365) | 0.21 | [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+6.49)^(76/365)]+[(0.0975 x (184/365)) x 100.00% x 100.00]/[(1+6.49)^(76/365)] | 103.55 | 1.00 | 0.21 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.21 | 0.21 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.21)/(1 + 6.49/100) | 0.20 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (103.54 - 103.56 )/( 2 x 103.55 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. |
| 2024-11-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (76 / 365) ^ 2 + (76 / 365) | 0.25 | [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+6.49)^(76/365)]+[(0.0975 x (184/365)) x 100.00% x 100.00]/[(1+6.49)^(76/365)] | 103.55 | 26.05 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [103.55 x ((1 + 6.492) ^ 2)]] x 26.05] | 0.22 |
| 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 |