| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-04-18 | 0.00 | 0.00 | 0.00 | 99975.00 | 99975.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | OLC1O | Valor Tecnico | 99975.00 | Semana TIR | 1.46% |
| Emisor | Oleoductos del Valle S.A. Oleoductos del Valle S.A. | Valor Residual | 100.00% | Mes TIR | 123.66% |
| Tipo | Corporativo | Paridad | 87.02% | Semestre TIR | -1.61% |
| País | Argentina | TIR | 10.40% | 1ero Enero TIR | 46.08% |
| Mercado | BYMA | Macaulay Dur. | 1.41 | Año TIR | 162.59% |
| Moneda | ARS | Modified Dur. | 1.27 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-10-29 15:30:33 | Effective Dur. | 0.13 | Mes Precio | -5.43% |
| Volumen | 0 | Convexidad | 2.77 | Semestre Precio | 18.53% |
| Precio | 87000.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 26.09% |
| Variación | 0.00% | Cupon | 99975.00 | Año Precio | 57.75% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 95700.00 | 10.00% | 3.16 | -69.62% |
| 94830.00 | 9.00% | 3.83 | -63.16% |
| 93960.00 | 8.00% | 4.51 | -56.59% |
| 93090.00 | 7.00% | 5.21 | -49.92% |
| 92220.00 | 6.00% | 5.91 | -43.14% |
| 91350.00 | 5.00% | 6.63 | -36.25% |
| 90480.00 | 4.00% | 7.36 | -29.24% |
| 89610.00 | 3.00% | 8.10 | -22.13% |
| 88740.00 | 2.00% | 8.85 | -14.88% |
| 87870.00 | 1.00% | 9.62 | -7.52% |
| 87000.00 | 0.00% | 10.40 | 0.00% |
| 86130.00 | -1.00% | 11.19 | 7.59% |
| 85260.00 | -2.00% | 12.00 | 15.34% |
| 84390.00 | -3.00% | 12.82 | 23.23% |
| 83520.00 | -4.00% | 13.65 | 31.25% |
| 82650.00 | -5.00% | 14.50 | 39.43% |
| 81780.00 | -6.00% | 15.37 | 47.75% |
| 80910.00 | -7.00% | 16.25 | 56.22% |
| 80040.00 | -8.00% | 17.14 | 64.85% |
| 79170.00 | -9.00% | 18.06 | 73.65% |
| 78300.00 | -10.00% | 18.99 | 82.60% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 11.34 | 9.00% | 85969.82 | -1.18% |
| 11.23 | 8.00% | 86082.81 | -1.05% |
| 11.13 | 7.00% | 86196.06 | -0.92% |
| 11.02 | 6.00% | 86309.57 | -0.79% |
| 10.92 | 5.00% | 86423.33 | -0.66% |
| 10.82 | 4.00% | 86537.34 | -0.53% |
| 10.71 | 3.00% | 86651.62 | -0.40% |
| 10.61 | 2.00% | 86766.15 | -0.27% |
| 10.50 | 1.00% | 86880.94 | -0.14% |
| 10.40 | 0.00% | 87000.00 | 0.00% |
| 10.30 | -1.00% | 87111.31 | 0.13% |
| 10.19 | -2.00% | 87226.88 | 0.26% |
| 10.09 | -3.00% | 87342.72 | 0.39% |
| 9.98 | -4.00% | 87458.82 | 0.53% |
| 9.88 | -5.00% | 87575.19 | 0.66% |
| 9.78 | -6.00% | 87691.82 | 0.80% |
| 9.67 | -7.00% | 87808.72 | 0.93% |
| 9.57 | -8.00% | 87925.88 | 1.06% |
| 9.46 | -9.00% | 88043.32 | 1.20% |
| Desarrollo TIR 10.40% | ||||
|---|---|---|---|---|
| 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 999.7500 x 100.00% x 100.00]/[(1+10.40)^(513/365)] | 0.00 | i |
| 2026-04-18 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+10.40)^(513/365)] | 86996.00 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (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 999.75 x 1 x 100.00 x (583/1096) | 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) | (513 / 365) | 1.41 | [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)] | [999.7500 x 1 x 100.00]/[(1+10.40)^(513/365)]+[(0 x (1096/365)) x 999.7500 x 100.00% x 100.00]/[(1+10.40)^(513/365)] | 86999.66 | 1.00 | 1.41 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.41 | 1.41 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.41)/(1 + 10.40/100) | 1.27 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (86884.64 - 87114.95 )/( 2 x 87000.00 x 0.01) | 0.13 |
| 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)] | (513 / 365) ^ 2 + (513 / 365) | 3.38 | [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)] | [999.7500 x 1 x 100.00]/[(1+10.40)^(513/365)]+[(0 x (1096/365)) x 999.7500 x 100.00% x 100.00]/[(1+10.40)^(513/365)] | 86999.66 | 294132.98 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [87000.00 x ((1 + 10.3966875) ^ 2)]] x 294132.98] | 2.77 |
| 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 |