| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-09-12 | 100.00 | 68795.00 | 5159.62 | 0.00 | 5159.62 |
| 2024-09-12 | 0.00 | 0.00 | 9359.25 | 124449.00 | 133808.25 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MSSAO | Valor Tecnico | 133680.39 | Semana TIR | -319.67% |
| Emisor | MSU S.A.MSU S.A. | Valor Residual | 100.00% | Mes TIR | -189.85% |
| Tipo | Corporativo | Paridad | 101.74% | Semestre TIR | -759.82% |
| País | Argentina | TIR | -69.46% | 1ero Enero TIR | -684.66% |
| Mercado | BYMA | Macaulay Dur. | 0.01 | Año TIR | -1700.35% |
| Moneda | ARS | Modified Dur. | 0.04 | Semana Precio | -0.37% |
| Fecha/Hora | 2024-09-06 16:54:59 | Effective Dur. | -0.03 | Mes Precio | 0.73% |
| Volumen | 14551 | Convexidad | 0.15 | Semestre Precio | 34.65% |
| Precio | 136000.00 | Int. Corrido | 9231.39 | 1ero Enero Precio | 39.49% |
| Variación | 0.59% | Cupon | 133808.25 | Año Precio | 78.95% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 149600.00 | 10.00% | 0.00 | 0.00% |
| 148240.00 | 9.00% | 0.00 | 0.00% |
| 146880.00 | 8.00% | 0.00 | 0.00% |
| 145520.00 | 7.00% | 0.00 | 0.00% |
| 144160.00 | 6.00% | 0.00 | 0.00% |
| 142800.00 | 5.00% | 0.00 | 0.00% |
| 141440.00 | 4.00% | -98.26 | 41.46% |
| 140080.00 | 3.00% | -96.47 | 38.88% |
| 138720.00 | 2.00% | -92.80 | 33.61% |
| 137360.00 | 1.00% | -85.23 | 22.70% |
| 136000.00 | 0.00% | -69.46 | 0.00% |
| 134640.00 | -1.00% | -36.39 | -47.61% |
| 133280.00 | -2.00% | 33.48 | -148.20% |
| 131920.00 | -3.00% | 182.21 | -362.32% |
| 130560.00 | -4.00% | 501.33 | -821.75% |
| 129200.00 | -5.00% | 1191.48 | -1815.34% |
| 127840.00 | -6.00% | 2696.25 | -3981.74% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -63.21 | -9.00% | 135653.67 | -0.25% |
| -63.90 | -8.00% | 135689.10 | -0.23% |
| -64.60 | -7.00% | 135725.22 | -0.20% |
| -65.29 | -6.00% | 135762.06 | -0.17% |
| -65.99 | -5.00% | 135799.67 | -0.15% |
| -66.68 | -4.00% | 135838.05 | -0.12% |
| -67.38 | -3.00% | 135877.26 | -0.09% |
| -68.07 | -2.00% | 135917.33 | -0.06% |
| -68.77 | -1.00% | 135958.28 | -0.03% |
| -69.46 | 0.00% | 136000.00 | 0.00% |
| -70.15 | 1.00% | 136043.04 | 0.03% |
| -70.85 | 2.00% | 136086.94 | 0.06% |
| -71.54 | 3.00% | 136131.90 | 0.10% |
| -72.24 | 4.00% | 136177.99 | 0.13% |
| -72.93 | 5.00% | 136225.27 | 0.17% |
| -73.63 | 6.00% | 136273.79 | 0.20% |
| -74.32 | 7.00% | 136323.63 | 0.24% |
| -75.02 | 8.00% | 136374.85 | 0.28% |
| -75.71 | 9.00% | 136427.53 | 0.31% |
| Desarrollo TIR -69.46% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-09-12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.075 x (366/365)) x 100.00% x 100.00 x 1244.49]/[(1+-69.46)^(5/365)] | 9512.56 | i |
| 2024-09-12 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+-69.46)^(5/365)] | 126487.61 | 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) | (0.075 x (366/365)) x 1.00 x 1 x 100.00 x 1244.49 x (361/366) | 9231.39 |
| 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 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+-69.46)^(5/365)]+[(0.075 x (366/365)) x 100.00% x 100.00 x 1244.49]/[(1+-69.46)^(5/365)] | 135999.94 | 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 + -69.46/100) | 0.04 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (136042.80 - 135958.06 )/( 2 x 136000 x 0.01) | -0.03 |
| 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 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+-69.46)^(5/365)]+[(0.075 x (366/365)) x 100.00% x 100.00 x 1244.49]/[(1+-69.46)^(5/365)] | 135999.94 | 1888.53 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [136000 x ((1 + -69.456203125) ^ 2)]] x 1888.53] | 0.15 |
| 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 |