| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-09-12 | 100.00 | 100.00 | 7.50 | 0.00 | 7.50 |
| 2024-09-12 | 0.00 | 0.00 | 7.52 | 100.00 | 107.52 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MSSAD | Valor Tecnico | 107.42 | Semana TIR | 114.97% |
| Emisor | MSU S.A.MSU S.A. | Valor Residual | 100.00% | Mes TIR | -89.44% |
| Tipo | Corporativo | Paridad | 100.08% | Semestre TIR | -85.11% |
| País | Argentina | TIR | 1.41% | 1ero Enero TIR | -84.76% |
| Mercado | BYMA | Macaulay Dur. | 0.01 | Año TIR | -86.03% |
| Moneda | USD | Modified Dur. | 0.01 | Semana Precio | -0.37% |
| Fecha/Hora | 2024-09-06 16:24:30 | Effective Dur. | 0.00 | Mes Precio | 1.22% |
| Volumen | 8111 | Convexidad | 0.01 | Semestre Precio | 4.78% |
| Precio | 107.50 | Int. Corrido | 7.42 | 1ero Enero Precio | 6.44% |
| Variación | 0.19% | Cupon | 107.52 | Año Precio | 2.38% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 118.25 | 10.00% | 0.00 | 0.00% |
| 117.17 | 9.00% | 0.00 | 0.00% |
| 116.10 | 8.00% | 0.00 | 0.00% |
| 115.03 | 7.00% | 0.00 | 0.00% |
| 113.95 | 6.00% | -98.56 | -7089.98% |
| 112.88 | 5.00% | -97.12 | -6988.00% |
| 111.80 | 4.00% | -94.21 | -6781.57% |
| 110.72 | 3.00% | -88.28 | -6360.91% |
| 109.65 | 2.00% | -76.11 | -5497.73% |
| 108.58 | 1.00% | -50.95 | -3713.79% |
| 107.50 | 0.00% | 1.41 | 0.00% |
| 106.42 | -1.00% | 111.20 | 7786.41% |
| 105.35 | -2.00% | 343.16 | 24237.27% |
| 104.28 | -3.00% | 836.96 | 59259.17% |
| 103.20 | -4.00% | 1896.45 | 134400.35% |
| 102.12 | -5.00% | 4187.82 | 296908.25% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 1.54 | 9.00% | 107.50 | 0.00% |
| 1.52 | 8.00% | 107.50 | 0.00% |
| 1.51 | 7.00% | 107.50 | 0.00% |
| 1.49 | 6.00% | 107.50 | 0.00% |
| 1.48 | 5.00% | 107.50 | 0.00% |
| 1.47 | 4.00% | 107.50 | 0.00% |
| 1.45 | 3.00% | 107.50 | 0.00% |
| 1.44 | 2.00% | 107.50 | 0.00% |
| 1.42 | 1.00% | 107.50 | 0.00% |
| 1.41 | 0.00% | 107.50 | 0.00% |
| 1.40 | -1.00% | 107.50 | 0.00% |
| 1.38 | -2.00% | 107.50 | 0.00% |
| 1.37 | -3.00% | 107.50 | 0.00% |
| 1.35 | -4.00% | 107.50 | 0.00% |
| 1.34 | -5.00% | 107.50 | 0.00% |
| 1.33 | -6.00% | 107.50 | 0.00% |
| 1.31 | -7.00% | 107.50 | 0.00% |
| 1.30 | -8.00% | 107.50 | 0.00% |
| 1.28 | -9.00% | 107.50 | 0.00% |
| Desarrollo TIR 1.41% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-09-12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.075 x (366/365)) x 100.00% x 100.00]/[(1+1.41)^(5/365)] | 7.52 | i |
| 2024-09-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+1.41)^(5/365)] | 99.98 | 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) | (0.075 x (366/365)) x 1.00 x 1 x 100.00 x (361/366) | 7.42 |
| 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. | |
| 2024-09-12 | (Dias para cupon / Dias Año) | (5 / 365) | 0.01 | [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+1.41)^(5/365)]+[(0.075 x (366/365)) x 100.00% x 100.00]/[(1+1.41)^(5/365)] | 107.50 | 1.00 | 0.01 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.01 | 0.01 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.01)/(1 + 1.41/100) | 0.01 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (107.50 - 107.50 )/( 2 x 107.5 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. |
| 2024-09-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (5 / 365) ^ 2 + (5 / 365) | 0.01 | [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+1.41)^(5/365)]+[(0.075 x (366/365)) x 100.00% x 100.00]/[(1+1.41)^(5/365)] | 107.50 | 1.49 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107.5 x ((1 + 1.4056875) ^ 2)]] x 1.49] | 0.01 |
| F. de Emision | 2022-09-12 | ||
| F. de Vencimiento | 2024-09-12 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El 100% del valor nominal de las Obligaciones Negociables será pagadero de forma íntegra y en 1 (una) cuota en la Fecha de Vencimiento. | ||
| Interes | 7,50% nominal anual | ||
| Frecuencia | Los intereses de las Obligaciones Negociables se pagarán anualmente, en forma vencida, en las siguientes fechas: el 12 de septiembre de 2023 y en la Fecha de Vencimiento. | ||
| ISIN | ARMSUS5600C2 |