| 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 | 105830.38 | 5593.89 | 15118.62 | 20712.52 |
| 2025-08-25 | 75.00 | 85935.75 | 4636.95 | 14322.62 | 18959.57 |
| 2026-02-25 | 62.50 | 71613.12 | 3974.53 | 14322.62 | 18297.15 |
| 2026-08-25 | 50.00 | 57290.50 | 3312.11 | 14322.62 | 17634.73 |
| 2027-02-25 | 37.50 | 42967.88 | 2649.69 | 14322.62 | 16972.31 |
| 2027-08-25 | 25.00 | 28645.25 | 1987.26 | 14322.62 | 16309.89 |
| 2028-02-25 | 12.50 | 14322.62 | 1324.84 | 14322.62 | 15647.47 |
| 2028-08-25 | 0.00 | 0.00 | 662.42 | 14322.62 | 14985.05 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CAC5O | Valor Tecnico | 102190.44 | Semana TIR | 24.67% |
| Emisor | Capex S.A.Capex S.A. | Valor Residual | 87.50% | Mes TIR | 25.49% |
| Tipo | Corporativo | Paridad | 99.84% | Semestre TIR | 35.46% |
| País | Argentina | TIR | 9.55% | 1ero Enero TIR | 53.78% |
| Mercado | BYMA | Macaulay Dur. | 1.62 | Año TIR | 15.20% |
| Moneda | ARS | Modified Dur. | 1.48 | Semana Precio | -5.53% |
| Fecha/Hora | 2025-05-09 15:50:59 | Effective Dur. | 0.14 | Mes Precio | -17.77% |
| Volumen | 2081 | Convexidad | 4.37 | Semestre Precio | -15.05% |
| Precio | 102030.00 | Int. Corrido | 1932.06 | 1ero Enero Precio | -19.66% |
| Variación | -2.64% | Cupon | 18959.57 | Año Precio | -5.62% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112233.00 | 10.00% | 3.41 | -64.28% |
| 111212.70 | 9.00% | 3.98 | -58.37% |
| 110192.40 | 8.00% | 4.55 | -52.35% |
| 109172.10 | 7.00% | 5.14 | -46.23% |
| 108151.80 | 6.00% | 5.73 | -39.98% |
| 107131.50 | 5.00% | 6.34 | -33.63% |
| 106111.20 | 4.00% | 6.96 | -27.15% |
| 105090.90 | 3.00% | 7.59 | -20.55% |
| 104070.60 | 2.00% | 8.23 | -13.82% |
| 103050.30 | 1.00% | 8.89 | -6.96% |
| 102030.00 | 0.00% | 9.55 | 0.00% |
| 101009.70 | -1.00% | 10.23 | 7.17% |
| 99989.40 | -2.00% | 10.93 | 14.46% |
| 98969.10 | -3.00% | 11.64 | 21.89% |
| 97948.80 | -4.00% | 12.36 | 29.47% |
| 96928.50 | -5.00% | 13.10 | 37.22% |
| 95908.20 | -6.00% | 13.86 | 45.14% |
| 94887.90 | -7.00% | 14.63 | 53.22% |
| 93867.60 | -8.00% | 15.42 | 61.48% |
| 92847.30 | -9.00% | 16.23 | 69.93% |
| 91827.00 | -10.00% | 17.05 | 78.57% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 10.41 | 9.00% | 100751.23 | -1.25% |
| 10.31 | 8.00% | 100892.24 | -1.12% |
| 10.22 | 7.00% | 101033.65 | -0.98% |
| 10.12 | 6.00% | 101175.45 | -0.84% |
| 10.03 | 5.00% | 101317.65 | -0.70% |
| 9.93 | 4.00% | 101460.24 | -0.56% |
| 9.84 | 3.00% | 101603.24 | -0.42% |
| 9.74 | 2.00% | 101746.64 | -0.28% |
| 9.65 | 1.00% | 101890.44 | -0.14% |
| 9.55 | 0.00% | 102030.00 | 0.00% |
| 9.45 | -1.00% | 102179.25 | 0.15% |
| 9.36 | -2.00% | 102324.27 | 0.29% |
| 9.26 | -3.00% | 102469.70 | 0.43% |
| 9.17 | -4.00% | 102615.54 | 0.57% |
| 9.07 | -5.00% | 102761.80 | 0.72% |
| 8.98 | -6.00% | 102908.46 | 0.86% |
| 8.88 | -7.00% | 103055.55 | 1.01% |
| 8.79 | -8.00% | 103203.05 | 1.15% |
| 8.69 | -9.00% | 103350.97 | 1.29% |
| Desarrollo TIR 9.55% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1145.81]/[(1+9.55)^(105/360)] | 4515.22 | i |
| 2025-08-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1145.81]/[(1+9.55)^(105/360)] | 13946.62 | 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 1145.81]/[(1+9.55)^(285/360)] | 3697.65 | i |
| 2026-02-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1145.81]/[(1+9.55)^(285/360)] | 13324.87 | 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 1145.81]/[(1+9.55)^(465/360)] | 2944.00 | i |
| 2026-08-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1145.81]/[(1+9.55)^(465/360)] | 12730.83 | 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 1145.81]/[(1+9.55)^(645/360)] | 2250.21 | i |
| 2027-02-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1145.81]/[(1+9.55)^(645/360)] | 12163.27 | 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 1145.81]/[(1+9.55)^(825/360)] | 1612.42 | i |
| 2027-08-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1145.81]/[(1+9.55)^(825/360)] | 11621.02 | 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 1145.81]/[(1+9.55)^(1005/360)] | 1027.02 | i |
| 2028-02-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1145.81]/[(1+9.55)^(1005/360)] | 11102.94 | 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 1145.81]/[(1+9.55)^(1185/360)] | 490.62 | i |
| 2028-08-25 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1145.81]/[(1+9.55)^(1185/360)] | 10607.96 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (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 0.875 x 100.00 x 1145.81 x (75/180) | 1932.06 |
| 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. | |
| 2025-08-25 | (Dias para cupon / Dias Año) | (105 / 360) | 0.29 | [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 1145.81]/[(1+9.55)^(105/360)]+[(0.0925 x (180/360)) x 87.50% x 100.00 x 1145.81]/[(1+9.55)^(105/360)] | 18461.64 | 0.18 | 0.05 | ki | |
| 2026-02-25 | (Dias para cupon / Dias Año) | (285 / 360) | 0.79 | [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 1145.81]/[(1+9.55)^(285/360)]+[(0.0925 x (180/360)) x 75.00% x 100.00 x 1145.81]/[(1+9.55)^(285/360)] | 17022.02 | 0.17 | 0.13 | ki | |
| 2026-08-25 | (Dias para cupon / Dias Año) | (465 / 360) | 1.29 | [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 1145.81]/[(1+9.55)^(465/360)]+[(0.0925 x (180/360)) x 62.50% x 100.00 x 1145.81]/[(1+9.55)^(465/360)] | 15674.09 | 0.15 | 0.20 | ki | |
| 2027-02-25 | (Dias para cupon / Dias Año) | (645 / 360) | 1.79 | [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 1145.81]/[(1+9.55)^(645/360)]+[(0.0925 x (180/360)) x 50.00% x 100.00 x 1145.81]/[(1+9.55)^(645/360)] | 14412.54 | 0.14 | 0.25 | ki | |
| 2027-08-25 | (Dias para cupon / Dias Año) | (825 / 360) | 2.29 | [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 1145.81]/[(1+9.55)^(825/360)]+[(0.0925 x (180/360)) x 37.50% x 100.00 x 1145.81]/[(1+9.55)^(825/360)] | 13232.33 | 0.13 | 0.30 | ki | |
| 2028-02-25 | (Dias para cupon / Dias Año) | (1005 / 360) | 2.79 | [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 1145.81]/[(1+9.55)^(1005/360)]+[(0.0925 x (180/360)) x 25.00% x 100.00 x 1145.81]/[(1+9.55)^(1005/360)] | 12128.73 | 0.12 | 0.33 | ki | |
| 2028-08-25 | (Dias para cupon / Dias Año) | (1185 / 360) | 3.29 | [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 1145.81]/[(1+9.55)^(1185/360)]+[(0.0925 x (180/360)) x 12.50% x 100.00 x 1145.81]/[(1+9.55)^(1185/360)] | 11097.24 | 0.11 | 0.36 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.62 | 1.62 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.62)/(1 + 9.55/100) | 1.48 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (101884.35 - 102173.25 )/( 2 x 102030 x 0.01) | 0.14 |
| 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. |
| 2025-08-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (105 / 360) ^ 2 + (105 / 360) | 0.38 | [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 1145.81]/[(1+9.55)^(105/360)]+[(0.0925 x (180/360)) x 87.50% x 100.00 x 1145.81]/[(1+9.55)^(105/360)] | 18461.64 | 6955.17 | ki |
| 2026-02-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (285 / 360) ^ 2 + (285 / 360) | 1.42 | [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 1145.81]/[(1+9.55)^(285/360)]+[(0.0925 x (180/360)) x 75.00% x 100.00 x 1145.81]/[(1+9.55)^(285/360)] | 17022.02 | 24144.08 | ki |
| 2026-08-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (465 / 360) ^ 2 + (465 / 360) | 2.96 | [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 1145.81]/[(1+9.55)^(465/360)]+[(0.0925 x (180/360)) x 62.50% x 100.00 x 1145.81]/[(1+9.55)^(465/360)] | 15674.09 | 46396.40 | ki |
| 2027-02-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (645 / 360) ^ 2 + (645 / 360) | 5.00 | [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 1145.81]/[(1+9.55)^(645/360)]+[(0.0925 x (180/360)) x 50.00% x 100.00 x 1145.81]/[(1+9.55)^(645/360)] | 14412.54 | 72087.70 | ki |
| 2027-08-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (825 / 360) ^ 2 + (825 / 360) | 7.54 | [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 1145.81]/[(1+9.55)^(825/360)]+[(0.0925 x (180/360)) x 37.50% x 100.00 x 1145.81]/[(1+9.55)^(825/360)] | 13232.33 | 99816.79 | ki |
| 2028-02-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1005 / 360) ^ 2 + (1005 / 360) | 10.59 | [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 1145.81]/[(1+9.55)^(1005/360)]+[(0.0925 x (180/360)) x 25.00% x 100.00 x 1145.81]/[(1+9.55)^(1005/360)] | 12128.73 | 128383.42 | ki |
| 2028-08-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1185 / 360) ^ 2 + (1185 / 360) | 14.13 | [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 1145.81]/[(1+9.55)^(1185/360)]+[(0.0925 x (180/360)) x 12.50% x 100.00 x 1145.81]/[(1+9.55)^(1185/360)] | 11097.24 | 156767.84 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102030 x ((1 + 9.554) ^ 2)]] x 534551.40] | 4.37 |
| 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 |