| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-07-10 | 0.00 | 0.00 | 0.00 | 111358.00 | 111358.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | OLC3O | Valor Tecnico | 111358.00 | Semana TIR | -25.96% |
| Emisor | Oleoductos del Valle S.A. Oleoductos del Valle S.A. | Valor Residual | 100.00% | Mes TIR | 35.35% |
| Tipo | Corporativo | Paridad | 86.48% | Semestre TIR | 12.32% |
| País | Argentina | TIR | 6.93% | 1ero Enero TIR | -34.87% |
| Mercado | BYMA | Macaulay Dur. | 2.17 | Año TIR | -76.36% |
| Moneda | ARS | Modified Dur. | 2.03 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-03-31 14:34:03 | Effective Dur. | 0.14 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 6.00 | Semestre Precio | 13.29% |
| Precio | 96300.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 20.38% |
| Variación | 0.00% | Cupon | 111358.00 | Año Precio | 146.29% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 105930.00 | 10.00% | 2.33 | -66.33% |
| 104967.00 | 9.00% | 2.77 | -60.09% |
| 104004.00 | 8.00% | 3.20 | -53.77% |
| 103041.00 | 7.00% | 3.65 | -47.37% |
| 102078.00 | 6.00% | 4.10 | -40.87% |
| 101115.00 | 5.00% | 4.55 | -34.30% |
| 100152.00 | 4.00% | 5.02 | -27.62% |
| 99189.00 | 3.00% | 5.49 | -20.85% |
| 98226.00 | 2.00% | 5.96 | -13.98% |
| 97263.00 | 1.00% | 6.44 | -7.01% |
| 96300.00 | 0.00% | 6.93 | 0.00% |
| 95337.00 | -1.00% | 7.43 | 7.24% |
| 94374.00 | -2.00% | 7.94 | 14.52% |
| 93411.00 | -3.00% | 8.45 | 21.90% |
| 92448.00 | -4.00% | 8.97 | 29.40% |
| 91485.00 | -5.00% | 9.50 | 37.01% |
| 90522.00 | -6.00% | 10.03 | 44.76% |
| 89559.00 | -7.00% | 10.58 | 52.60% |
| 88596.00 | -8.00% | 11.13 | 60.59% |
| 87633.00 | -9.00% | 11.69 | 68.70% |
| 86670.00 | -10.00% | 12.26 | 76.93% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.55 | 9.00% | 95101.06 | -1.25% |
| 7.48 | 8.00% | 95233.99 | -1.11% |
| 7.42 | 7.00% | 95367.19 | -0.97% |
| 7.35 | 6.00% | 95500.67 | -0.83% |
| 7.28 | 5.00% | 95634.41 | -0.69% |
| 7.21 | 4.00% | 95768.43 | -0.55% |
| 7.14 | 3.00% | 95902.73 | -0.41% |
| 7.07 | 2.00% | 96037.30 | -0.27% |
| 7.00 | 1.00% | 96172.15 | -0.13% |
| 6.93 | 0.00% | 96300.00 | 0.00% |
| 6.86 | -1.00% | 96442.67 | 0.15% |
| 6.79 | -2.00% | 96578.35 | 0.29% |
| 6.72 | -3.00% | 96714.31 | 0.43% |
| 6.65 | -4.00% | 96850.55 | 0.57% |
| 6.58 | -5.00% | 96987.07 | 0.71% |
| 6.51 | -6.00% | 97123.87 | 0.86% |
| 6.44 | -7.00% | 97260.95 | 1.00% |
| 6.38 | -8.00% | 97398.32 | 1.14% |
| 6.31 | -9.00% | 97535.97 | 1.28% |
| Desarrollo TIR 6.93% | ||||
|---|---|---|---|---|
| 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 1113.5800 x 100.00% x 100.00]/[(1+6.93)^(791/365)] | 0.00 | i |
| 2027-07-10 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+6.93)^(791/365)] | 96307.27 | 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 (1461/365)) x 1113.58 x 1 x 100.00 x (670/1461) | 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) | (791 / 365) | 2.17 | [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+6.93)^(791/365)]+[(0 x (1461/365)) x 1113.5800 x 100.00% x 100.00]/[(1+6.93)^(791/365)] | 96299.46 | 1.00 | 2.17 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.17 | 2.17 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.17)/(1 + 6.93/100) | 2.03 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (96164.28 - 96434.93 )/( 2 x 96300.00 x 0.01) | 0.14 |
| 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)] | (791 / 365) ^ 2 + (791 / 365) | 6.86 | [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+6.93)^(791/365)]+[(0 x (1461/365)) x 1113.5800 x 100.00% x 100.00]/[(1+6.93)^(791/365)] | 96299.46 | 660955.86 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [96300.00 x ((1 + 6.934) ^ 2)]] x 660955.86] | 6.00 |
| 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 |