| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-04-18 | 0.00 | 0.00 | 0.00 | 111358.00 | 111358.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | OLC1O | Valor Tecnico | 111358.00 | Semana TIR | -20.23% |
| Emisor | Oleoductos del Valle S.A. Oleoductos del Valle S.A. | Valor Residual | 100.00% | Mes TIR | 33.96% |
| Tipo | Corporativo | Paridad | 82.08% | Semestre TIR | 135.31% |
| País | Argentina | TIR | 23.39% | 1ero Enero TIR | 137.22% |
| Mercado | BYMA | Macaulay Dur. | 0.94 | Año TIR | 134.37% |
| Moneda | ARS | Modified Dur. | 0.76 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-12-06 16:00:54 | Effective Dur. | 0.18 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 1.20 | Semestre Precio | 5.06% |
| Precio | 91400.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 0.00% |
| Variación | 0.00% | Cupon | 111358.00 | Año Precio | 24.52% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 100540.00 | 10.00% | 11.49 | -50.88% |
| 99626.00 | 9.00% | 12.58 | -46.23% |
| 98712.00 | 8.00% | 13.69 | -41.48% |
| 97798.00 | 7.00% | 14.82 | -36.65% |
| 96884.00 | 6.00% | 15.97 | -31.72% |
| 95970.00 | 5.00% | 17.15 | -26.69% |
| 95056.00 | 4.00% | 18.35 | -21.57% |
| 94142.00 | 3.00% | 19.57 | -16.34% |
| 93228.00 | 2.00% | 20.82 | -11.00% |
| 92314.00 | 1.00% | 22.09 | -5.56% |
| 91400.00 | 0.00% | 23.39 | 0.00% |
| 90486.00 | -1.00% | 24.72 | 5.67% |
| 89572.00 | -2.00% | 26.07 | 11.46% |
| 88658.00 | -3.00% | 27.45 | 17.38% |
| 87744.00 | -4.00% | 28.87 | 23.42% |
| 86830.00 | -5.00% | 30.31 | 29.59% |
| 85916.00 | -6.00% | 31.79 | 35.90% |
| 85002.00 | -7.00% | 33.30 | 42.35% |
| 84088.00 | -8.00% | 34.84 | 48.94% |
| 83174.00 | -9.00% | 36.42 | 55.69% |
| 82260.00 | -10.00% | 38.03 | 62.59% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 25.50 | 9.00% | 89957.89 | -1.58% |
| 25.26 | 8.00% | 90115.74 | -1.41% |
| 25.03 | 7.00% | 90274.16 | -1.23% |
| 24.79 | 6.00% | 90433.15 | -1.06% |
| 24.56 | 5.00% | 90592.72 | -0.88% |
| 24.33 | 4.00% | 90752.88 | -0.71% |
| 24.09 | 3.00% | 90913.62 | -0.53% |
| 23.86 | 2.00% | 91074.95 | -0.36% |
| 23.62 | 1.00% | 91236.87 | -0.18% |
| 23.39 | 0.00% | 91400.00 | 0.00% |
| 23.16 | -1.00% | 91562.50 | 0.18% |
| 22.92 | -2.00% | 91726.22 | 0.36% |
| 22.69 | -3.00% | 91890.54 | 0.54% |
| 22.45 | -4.00% | 92055.47 | 0.72% |
| 22.22 | -5.00% | 92221.01 | 0.90% |
| 21.99 | -6.00% | 92387.17 | 1.08% |
| 21.75 | -7.00% | 92553.95 | 1.26% |
| 21.52 | -8.00% | 92721.35 | 1.45% |
| 21.28 | -9.00% | 92889.38 | 1.63% |
| Desarrollo TIR 23.39% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-04-18 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (1096/365)) x 1113.5800 x 100.00% x 100.00]/[(1+23.39)^(343/365)] | 0.00 | i |
| 2026-04-18 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+23.39)^(343/365)] | 91399.38 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (1096/365)) x 1113.58 x 1 x 100.00 x (753/1096) | 0.00 |
| 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. | |
| 2026-04-18 | (Dias para cupon / Dias Año) | (343 / 365) | 0.94 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+23.39)^(343/365)]+[(0 x (1096/365)) x 1113.5800 x 100.00% x 100.00]/[(1+23.39)^(343/365)] | 91399.60 | 1.00 | 0.94 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.94 | 0.94 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.94)/(1 + 23.39/100) | 0.76 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (91237.09 - 91562.71 )/( 2 x 91400.00 x 0.01) | 0.18 |
| 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. |
| 2026-04-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (343 / 365) ^ 2 + (343 / 365) | 1.82 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+23.39)^(343/365)]+[(0 x (1096/365)) x 1113.5800 x 100.00% x 100.00]/[(1+23.39)^(343/365)] | 91399.60 | 166604.20 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [91400.00 x ((1 + 23.3896875) ^ 2)]] x 166604.20] | 1.20 |
| F. de Emision | 2023-04-18 | ||
| F. de Vencimiento | 2026-04-18 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables Clase 1 será amortizado en un único pago en la Fecha de Vencimiento (la ?Fecha de Amortización?). El monto de capital será pagadero en Pesos al Tipo de Cambio Aplicable. | ||
| Interes | Sin Interes. | ||
| Frecuencia | Sin Interes. | ||
| ISIN | AROLDV560013 |