| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-22 | 100.00 | 98884.00 | 4860.22 | 0.00 | 4860.22 |
| 2024-05-22 | 100.00 | 119109.00 | 5790.66 | 0.00 | 5790.66 |
| 2024-11-22 | 0.00 | 0.00 | 6116.75 | 124449.00 | 130565.75 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | DNC2O | Valor Tecnico | 128039.27 | Semana TIR | -64.79% |
| Emisor | Edenor S.A.Edenor S.A. | Valor Residual | 100.00% | Mes TIR | -27.98% |
| Tipo | Corporativo | Paridad | 101.22% | Semestre TIR | -62.57% |
| País | Argentina | TIR | 3.63% | 1ero Enero TIR | -64.64% |
| Mercado | BYMA | Macaulay Dur. | 0.21 | Año TIR | -61.90% |
| Moneda | ARS | Modified Dur. | 0.20 | Semana Precio | -1.44% |
| Fecha/Hora | 2024-09-06 16:47:01 | Effective Dur. | 0.01 | Mes Precio | -5.68% |
| Volumen | 42457 | Convexidad | 0.23 | Semestre Precio | 27.20% |
| Precio | 129600.00 | Int. Corrido | 3590.27 | 1ero Enero Precio | 31.04% |
| Variación | -1.44% | Cupon | 130565.75 | Año Precio | 82.28% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 142560.00 | 10.00% | -34.43 | -1048.53% |
| 141264.00 | 9.00% | -31.49 | -967.53% |
| 139968.00 | 8.00% | -28.39 | -882.13% |
| 138672.00 | 7.00% | -25.12 | -791.99% |
| 137376.00 | 6.00% | -21.67 | -696.85% |
| 136080.00 | 5.00% | -18.02 | -596.33% |
| 134784.00 | 4.00% | -14.16 | -490.12% |
| 133488.00 | 3.00% | -10.08 | -377.82% |
| 132192.00 | 2.00% | -5.77 | -259.00% |
| 130896.00 | 1.00% | -1.21 | -133.20% |
| 129600.00 | 0.00% | 3.63 | 0.00% |
| 128304.00 | -1.00% | 8.76 | 141.19% |
| 127008.00 | -2.00% | 14.19 | 290.90% |
| 125712.00 | -3.00% | 19.95 | 449.71% |
| 124416.00 | -4.00% | 26.08 | 618.33% |
| 123120.00 | -5.00% | 32.58 | 797.48% |
| 121824.00 | -6.00% | 39.49 | 987.89% |
| 120528.00 | -7.00% | 46.84 | 1190.42% |
| 119232.00 | -8.00% | 54.67 | 1406.00% |
| 117936.00 | -9.00% | 63.00 | 1635.61% |
| 116640.00 | -10.00% | 71.89 | 1880.35% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 3.96 | 9.00% | 129515.06 | -0.07% |
| 3.92 | 8.00% | 129524.48 | -0.06% |
| 3.88 | 7.00% | 129533.90 | -0.05% |
| 3.85 | 6.00% | 129543.33 | -0.04% |
| 3.81 | 5.00% | 129552.76 | -0.04% |
| 3.78 | 4.00% | 129562.19 | -0.03% |
| 3.74 | 3.00% | 129571.63 | -0.02% |
| 3.70 | 2.00% | 129581.07 | -0.01% |
| 3.67 | 1.00% | 129590.52 | -0.01% |
| 3.63 | 0.00% | 129600.00 | 0.00% |
| 3.59 | -1.00% | 129609.42 | 0.01% |
| 3.56 | -2.00% | 129618.88 | 0.01% |
| 3.52 | -3.00% | 129628.35 | 0.02% |
| 3.48 | -4.00% | 129637.81 | 0.03% |
| 3.45 | -5.00% | 129647.28 | 0.04% |
| 3.41 | -6.00% | 129656.76 | 0.04% |
| 3.38 | -7.00% | 129666.24 | 0.05% |
| 3.34 | -8.00% | 129675.72 | 0.06% |
| 3.30 | -9.00% | 129685.21 | 0.07% |
| Desarrollo TIR 3.63% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-22 | [(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 (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.63)^(76/365)] | 6071.51 | i |
| 2024-11-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+3.63)^(76/365)] | 123528.46 | 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 Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0975 x (184/365)) x 1.00 x 1 x 100.00 x 1244.49 x (108/184) | 3590.27 |
| 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. | |
| 2024-11-22 | (Dias para cupon / Dias Año) | (76 / 365) | 0.21 | [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 1244.49]/[(1+3.63)^(76/365)]+[(0.0975 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.63)^(76/365)] | 129599.79 | 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 + 3.63/100) | 0.20 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (129590.34 - 129609.25 )/( 2 x 129600 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 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 1244.49]/[(1+3.63)^(76/365)]+[(0.0975 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.63)^(76/365)] | 129599.79 | 32603.99 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [129600 x ((1 + 3.6306875) ^ 2)]] x 32603.99] | 0.23 |
| 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 |