| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-02-25 | 100.00 | 106537.00 | 4927.34 | 0.00 | 4927.34 |
| 2024-08-25 | 100.00 | 128438.00 | 5940.26 | 0.00 | 5940.26 |
| 2025-02-25 | 87.50 | 94134.25 | 4975.67 | 13447.75 | 18423.42 |
| 2025-08-25 | 75.00 | 80686.50 | 4353.71 | 13447.75 | 17801.46 |
| 2026-02-25 | 62.50 | 67238.75 | 3731.75 | 13447.75 | 17179.50 |
| 2026-08-25 | 50.00 | 53791.00 | 3109.79 | 13447.75 | 16557.54 |
| 2027-02-25 | 37.50 | 40343.25 | 2487.83 | 13447.75 | 15935.58 |
| 2027-08-25 | 25.00 | 26895.50 | 1865.88 | 13447.75 | 15313.63 |
| 2028-02-25 | 12.50 | 13447.75 | 1243.92 | 13447.75 | 14691.67 |
| 2028-08-25 | 0.00 | 0.00 | 621.96 | 13447.75 | 14069.71 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CAC5O | Valor Tecnico | 109959.26 | Semana TIR | 1.69% |
| Emisor | Capex S.A.Capex S.A. | Valor Residual | 100.00% | Mes TIR | -14.14% |
| Tipo | Corporativo | Paridad | 105.96% | Semestre TIR | -39.05% |
| País | Argentina | TIR | 6.01% | 1ero Enero TIR | -36.43% |
| Mercado | BYMA | Macaulay Dur. | 1.83 | Año TIR | -28.58% |
| Moneda | ARS | Modified Dur. | 1.73 | Semana Precio | -2.66% |
| Fecha/Hora | 2024-11-20 15:42:13 | Effective Dur. | 0.10 | Mes Precio | -5.67% |
| Volumen | 2951 | Convexidad | 5.78 | Semestre Precio | 1.84% |
| Precio | 116510.00 | Int. Corrido | 2377.26 | 1ero Enero Precio | 15.02% |
| Variación | 0.96% | Cupon | 18423.42 | Año Precio | 22.64% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 128161.00 | 10.00% | 0.74 | -87.69% |
| 126995.90 | 9.00% | 1.23 | -79.61% |
| 125830.80 | 8.00% | 1.72 | -71.37% |
| 124665.70 | 7.00% | 2.22 | -63.00% |
| 123500.60 | 6.00% | 2.74 | -54.49% |
| 122335.50 | 5.00% | 3.26 | -45.82% |
| 121170.40 | 4.00% | 3.79 | -36.97% |
| 120005.30 | 3.00% | 4.33 | -27.98% |
| 118840.20 | 2.00% | 4.88 | -18.82% |
| 117675.10 | 1.00% | 5.44 | -9.47% |
| 116510.00 | 0.00% | 6.01 | 0.00% |
| 115344.90 | -1.00% | 6.60 | 9.77% |
| 114179.80 | -2.00% | 7.19 | 19.67% |
| 113014.70 | -3.00% | 7.80 | 29.75% |
| 111849.60 | -4.00% | 8.42 | 40.06% |
| 110684.50 | -5.00% | 9.05 | 50.56% |
| 109519.40 | -6.00% | 9.69 | 61.29% |
| 108354.30 | -7.00% | 10.35 | 72.26% |
| 107189.20 | -8.00% | 11.02 | 83.44% |
| 106024.10 | -9.00% | 11.71 | 94.87% |
| 104859.00 | -10.00% | 12.41 | 106.55% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.55 | 9.00% | 115434.44 | -0.92% |
| 6.49 | 8.00% | 115553.60 | -0.82% |
| 6.43 | 7.00% | 115673.01 | -0.72% |
| 6.37 | 6.00% | 115792.65 | -0.62% |
| 6.31 | 5.00% | 115912.53 | -0.51% |
| 6.25 | 4.00% | 116032.66 | -0.41% |
| 6.19 | 3.00% | 116153.02 | -0.31% |
| 6.13 | 2.00% | 116273.62 | -0.20% |
| 6.07 | 1.00% | 116394.47 | -0.10% |
| 6.01 | 0.00% | 116510.00 | 0.00% |
| 5.95 | -1.00% | 116636.89 | 0.11% |
| 5.89 | -2.00% | 116758.46 | 0.21% |
| 5.83 | -3.00% | 116880.28 | 0.32% |
| 5.77 | -4.00% | 117002.34 | 0.42% |
| 5.71 | -5.00% | 117124.65 | 0.53% |
| 5.65 | -6.00% | 117247.21 | 0.63% |
| 5.59 | -7.00% | 117370.01 | 0.74% |
| 5.53 | -8.00% | 117493.07 | 0.84% |
| 5.47 | -9.00% | 117616.37 | 0.95% |
| Desarrollo TIR 6.01% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-02-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0925 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.01)^(94/360)] | 4900.42 | i |
| 2025-02-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(94/360)] | 13244.37 | k |
| 2025-08-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0925 x (180/360)) x 87.50% x 100.00 x 1075.82]/[(1+6.01)^(274/360)] | 4164.55 | i |
| 2025-08-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(274/360)] | 12863.46 | k |
| 2026-02-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0925 x (180/360)) x 75.00% x 100.00 x 1075.82]/[(1+6.01)^(454/360)] | 3466.95 | i |
| 2026-02-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(454/360)] | 12493.51 | k |
| 2026-08-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0925 x (180/360)) x 62.50% x 100.00 x 1075.82]/[(1+6.01)^(634/360)] | 2806.03 | i |
| 2026-08-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(634/360)] | 12134.20 | k |
| 2027-02-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0925 x (180/360)) x 50.00% x 100.00 x 1075.82]/[(1+6.01)^(814/360)] | 2180.27 | i |
| 2027-02-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(814/360)] | 11785.22 | k |
| 2027-08-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0925 x (180/360)) x 37.50% x 100.00 x 1075.82]/[(1+6.01)^(994/360)] | 1588.17 | i |
| 2027-08-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(994/360)] | 11446.28 | k |
| 2028-02-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0925 x (180/360)) x 25.00% x 100.00 x 1075.82]/[(1+6.01)^(1174/360)] | 1028.33 | i |
| 2028-02-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(1174/360)] | 11117.08 | k |
| 2028-08-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0925 x (180/360)) x 12.50% x 100.00 x 1075.82]/[(1+6.01)^(1354/360)] | 499.38 | i |
| 2028-08-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(1354/360)] | 10797.35 | 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) | (0.0925 x (180/360)) x 1.00 x 1 x 100.00 x 1075.82 x (86/180) | 2377.26 |
| 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. | |
| 2025-02-25 | (Dias para cupon / Dias Año) | (94 / 360) | 0.26 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(94/360)]+[(0.0925 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.01)^(94/360)] | 18144.65 | 0.16 | 0.04 | ki | |
| 2025-08-25 | (Dias para cupon / Dias Año) | (274 / 360) | 0.76 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(274/360)]+[(0.0925 x (180/360)) x 87.50% x 100.00 x 1075.82]/[(1+6.01)^(274/360)] | 17027.64 | 0.15 | 0.11 | ki | |
| 2026-02-25 | (Dias para cupon / Dias Año) | (454 / 360) | 1.26 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(454/360)]+[(0.0925 x (180/360)) x 75.00% x 100.00 x 1075.82]/[(1+6.01)^(454/360)] | 15959.89 | 0.14 | 0.17 | ki | |
| 2026-08-25 | (Dias para cupon / Dias Año) | (634 / 360) | 1.76 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(634/360)]+[(0.0925 x (180/360)) x 62.50% x 100.00 x 1075.82]/[(1+6.01)^(634/360)] | 14939.49 | 0.13 | 0.23 | ki | |
| 2027-02-25 | (Dias para cupon / Dias Año) | (814 / 360) | 2.26 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(814/360)]+[(0.0925 x (180/360)) x 50.00% x 100.00 x 1075.82]/[(1+6.01)^(814/360)] | 13964.59 | 0.12 | 0.27 | ki | |
| 2027-08-25 | (Dias para cupon / Dias Año) | (994 / 360) | 2.76 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(994/360)]+[(0.0925 x (180/360)) x 37.50% x 100.00 x 1075.82]/[(1+6.01)^(994/360)] | 13033.43 | 0.11 | 0.31 | ki | |
| 2028-02-25 | (Dias para cupon / Dias Año) | (1174 / 360) | 3.26 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(1174/360)]+[(0.0925 x (180/360)) x 25.00% x 100.00 x 1075.82]/[(1+6.01)^(1174/360)] | 12144.29 | 0.10 | 0.34 | ki | |
| 2028-08-25 | (Dias para cupon / Dias Año) | (1354 / 360) | 3.76 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(1354/360)]+[(0.0925 x (180/360)) x 12.50% x 100.00 x 1075.82]/[(1+6.01)^(1354/360)] | 11295.53 | 0.10 | 0.36 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.83 | 1.83 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.83)/(1 + 6.01/100) | 1.73 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (116388.37 - 116630.88 )/( 2 x 116510 x 0.01) | 0.10 |
| 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. |
| 2025-02-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (94 / 360) ^ 2 + (94 / 360) | 0.33 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(94/360)]+[(0.0925 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.01)^(94/360)] | 18144.65 | 5974.85 | ki |
| 2025-08-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (274 / 360) ^ 2 + (274 / 360) | 1.34 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(274/360)]+[(0.0925 x (180/360)) x 87.50% x 100.00 x 1075.82]/[(1+6.01)^(274/360)] | 17027.64 | 22823.87 | ki |
| 2026-02-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (454 / 360) ^ 2 + (454 / 360) | 2.85 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(454/360)]+[(0.0925 x (180/360)) x 75.00% x 100.00 x 1075.82]/[(1+6.01)^(454/360)] | 15959.89 | 45509.82 | ki |
| 2026-08-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (634 / 360) ^ 2 + (634 / 360) | 4.86 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(634/360)]+[(0.0925 x (180/360)) x 62.50% x 100.00 x 1075.82]/[(1+6.01)^(634/360)] | 14939.49 | 72645.09 | ki |
| 2027-02-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (814 / 360) ^ 2 + (814 / 360) | 7.37 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(814/360)]+[(0.0925 x (180/360)) x 50.00% x 100.00 x 1075.82]/[(1+6.01)^(814/360)] | 13964.59 | 102971.18 | ki |
| 2027-08-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (994 / 360) ^ 2 + (994 / 360) | 10.38 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(994/360)]+[(0.0925 x (180/360)) x 37.50% x 100.00 x 1075.82]/[(1+6.01)^(994/360)] | 13033.43 | 135350.14 | ki |
| 2028-02-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1174 / 360) ^ 2 + (1174 / 360) | 13.90 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(1174/360)]+[(0.0925 x (180/360)) x 25.00% x 100.00 x 1075.82]/[(1+6.01)^(1174/360)] | 12144.29 | 168756.54 | ki |
| 2028-08-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1354 / 360) ^ 2 + (1354 / 360) | 17.91 | [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)] | [0.125 x 100.00 x 1075.82]/[(1+6.01)^(1354/360)]+[(0.0925 x (180/360)) x 12.50% x 100.00 x 1075.82]/[(1+6.01)^(1354/360)] | 11295.53 | 202269.82 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [116510 x ((1 + 6.013) ^ 2)]] x 756301.31] | 5.78 |
| F. de Emision | 2023-08-25 | ||
| F. de Vencimiento | 2028-08-25 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El monto de capital de las Nuevas Obligaciones Negociables será pagadero en ocho cuotas semestrales consecutivas, comenzando el 25 de febrero de 2025. 12.50% del Capital cada una. | ||
| Interes | Tasa Aplicable: 9,250% | ||
| Frecuencia | 25 de febrero y 25 de agosto de cada año, a partir del 25 de febrero de 2024. En el caso que una Fecha de Pago de Intereses corresponda a un día que no sea Día Hábil, la Fecha de Pago de Intereses correspondiente será el Día Hábil Inmediatamente siguiente. | ||
| ISIN | USP20058AE63 |