| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-07-10 | 0.00 | 0.00 | 0.00 | 95717.00 | 95717.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | OLC3O | Valor Tecnico | 95717.00 | Semana TIR | 4.91% |
| Emisor | Oleoductos del Valle S.A. Oleoductos del Valle S.A. | Valor Residual | 100.00% | Mes TIR | 25.96% |
| Tipo | Corporativo | Paridad | 88.80% | Semestre TIR | -83.57% |
| País | Argentina | TIR | 4.27% | 1ero Enero TIR | -81.30% |
| Mercado | BYMA | Macaulay Dur. | 2.84 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 2.72 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-08-07 16:44:35 | Effective Dur. | 0.12 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 10.02 | Semestre Precio | 117.39% |
| Precio | 85000.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 117.39% |
| Variación | 0.00% | Cupon | 95717.00 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 93500.00 | 10.00% | 0.83 | -80.57% |
| 92650.00 | 9.00% | 1.15 | -72.97% |
| 91800.00 | 8.00% | 1.48 | -65.27% |
| 90950.00 | 7.00% | 1.82 | -57.46% |
| 90100.00 | 6.00% | 2.15 | -49.55% |
| 89250.00 | 5.00% | 2.50 | -41.55% |
| 88400.00 | 4.00% | 2.84 | -33.45% |
| 87550.00 | 3.00% | 3.19 | -25.24% |
| 86700.00 | 2.00% | 3.55 | -16.91% |
| 85850.00 | 1.00% | 3.91 | -8.47% |
| 85000.00 | 0.00% | 4.27 | 0.00% |
| 84150.00 | -1.00% | 4.64 | 8.72% |
| 83300.00 | -2.00% | 5.02 | 17.51% |
| 82450.00 | -3.00% | 5.40 | 26.42% |
| 81600.00 | -4.00% | 5.78 | 35.44% |
| 80750.00 | -5.00% | 6.17 | 44.60% |
| 79900.00 | -6.00% | 6.57 | 53.89% |
| 79050.00 | -7.00% | 6.97 | 63.30% |
| 78200.00 | -8.00% | 7.38 | 72.87% |
| 77350.00 | -9.00% | 7.80 | 82.58% |
| 76500.00 | -10.00% | 8.22 | 92.40% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 4.65 | 9.00% | 84122.36 | -1.03% |
| 4.61 | 8.00% | 84219.86 | -0.92% |
| 4.57 | 7.00% | 84317.51 | -0.80% |
| 4.53 | 6.00% | 84415.31 | -0.69% |
| 4.48 | 5.00% | 84513.27 | -0.57% |
| 4.44 | 4.00% | 84611.38 | -0.46% |
| 4.40 | 3.00% | 84709.64 | -0.34% |
| 4.36 | 2.00% | 84808.06 | -0.23% |
| 4.31 | 1.00% | 84906.63 | -0.11% |
| 4.27 | 0.00% | 85000.00 | 0.00% |
| 4.23 | -1.00% | 85104.24 | 0.12% |
| 4.18 | -2.00% | 85203.28 | 0.24% |
| 4.14 | -3.00% | 85302.48 | 0.36% |
| 4.10 | -4.00% | 85401.83 | 0.47% |
| 4.06 | -5.00% | 85501.34 | 0.59% |
| 4.01 | -6.00% | 85601.00 | 0.71% |
| 3.97 | -7.00% | 85700.82 | 0.82% |
| 3.93 | -8.00% | 85800.80 | 0.94% |
| 3.89 | -9.00% | 85900.94 | 1.06% |
| Desarrollo TIR 4.27% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2027-07-10 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (1461/365)) x 957.1700 x 100.00% x 100.00]/[(1+4.27)^(1036/365)] | 0.00 | i |
| 2027-07-10 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 1 x 100.00]/[(1+4.27)^(1036/365)] | 85005.36 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (1461/365)) x 957.17 x 1 x 100.00 x (425/1461) | 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. | |
| 2027-07-10 | (Dias para cupon / Dias Año) | (1036 / 365) | 2.84 | [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)] | [957.1700 x 1 x 100.00]/[(1+4.27)^(1036/365)]+[(0 x (1461/365)) x 957.1700 x 100.00% x 100.00]/[(1+4.27)^(1036/365)] | 84998.42 | 1.00 | 2.84 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.84 | 2.84 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.84)/(1 + 4.27/100) | 2.72 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (84899.63 - 85097.36 )/( 2 x 85000.00 x 0.01) | 0.12 |
| 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. |
| 2027-07-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1036 / 365) ^ 2 + (1036 / 365) | 10.89 | [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)] | [957.1700 x 1 x 100.00]/[(1+4.27)^(1036/365)]+[(0 x (1461/365)) x 957.1700 x 100.00% x 100.00]/[(1+4.27)^(1036/365)] | 84998.42 | 926025.63 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [85000.00 x ((1 + 4.273) ^ 2)]] x 926025.63] | 10.02 |
| F. de Emision | 2023-07-10 | ||
| F. de Vencimiento | 2027-07-10 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables Clase 3 será amortizado en un único pago en la Fecha de Vencimiento. El monto de capital será pagadero en Pesos al Tipo de Cambio Aplicable. | ||
| Interes | Sin Interes. | ||
| Frecuencia | Sin Interes. | ||
| ISIN | AROLDV560039 |