| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-07-10 | 0.00 | 0.00 | 0.00 | 99975.00 | 99975.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | OLC3O | Valor Tecnico | 99975.00 | Semana TIR | 0.63% |
| Emisor | Oleoductos del Valle S.A. Oleoductos del Valle S.A. | Valor Residual | 100.00% | Mes TIR | 14.18% |
| Tipo | Corporativo | Paridad | 85.02% | Semestre TIR | -78.80% |
| País | Argentina | TIR | 6.36% | 1ero Enero TIR | -72.15% |
| Mercado | BYMA | Macaulay Dur. | 2.63 | Año TIR | 353.44% |
| Moneda | ARS | Modified Dur. | 2.47 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-08-07 16:44:35 | Effective Dur. | 0.16 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 8.44 | Semestre Precio | 117.39% |
| Precio | 85000.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 117.39% |
| Variación | 0.00% | Cupon | 99975.00 | Año Precio | 117.39% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 93500.00 | 10.00% | 2.58 | -59.45% |
| 92650.00 | 9.00% | 2.94 | -53.85% |
| 91800.00 | 8.00% | 3.30 | -48.16% |
| 90950.00 | 7.00% | 3.66 | -42.41% |
| 90100.00 | 6.00% | 4.03 | -36.57% |
| 89250.00 | 5.00% | 4.41 | -30.66% |
| 88400.00 | 4.00% | 4.79 | -24.69% |
| 87550.00 | 3.00% | 5.18 | -18.61% |
| 86700.00 | 2.00% | 5.57 | -12.48% |
| 85850.00 | 1.00% | 5.96 | -6.24% |
| 85000.00 | 0.00% | 6.36 | 0.00% |
| 84150.00 | -1.00% | 6.77 | 6.47% |
| 83300.00 | -2.00% | 7.18 | 12.96% |
| 82450.00 | -3.00% | 7.60 | 19.54% |
| 81600.00 | -4.00% | 8.03 | 26.23% |
| 80750.00 | -5.00% | 8.46 | 33.01% |
| 79900.00 | -6.00% | 8.90 | 39.89% |
| 79050.00 | -7.00% | 9.34 | 46.86% |
| 78200.00 | -8.00% | 9.79 | 53.93% |
| 77350.00 | -9.00% | 10.25 | 61.13% |
| 76500.00 | -10.00% | 10.71 | 68.42% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.93 | 9.00% | 83816.58 | -1.39% |
| 6.87 | 8.00% | 83947.84 | -1.24% |
| 6.81 | 7.00% | 84079.38 | -1.08% |
| 6.74 | 6.00% | 84211.20 | -0.93% |
| 6.68 | 5.00% | 84343.32 | -0.77% |
| 6.61 | 4.00% | 84475.71 | -0.62% |
| 6.55 | 3.00% | 84608.40 | -0.46% |
| 6.49 | 2.00% | 84741.37 | -0.30% |
| 6.42 | 1.00% | 84874.63 | -0.15% |
| 6.36 | 0.00% | 85000.00 | 0.00% |
| 6.30 | -1.00% | 85142.03 | 0.17% |
| 6.23 | -2.00% | 85276.16 | 0.32% |
| 6.17 | -3.00% | 85410.58 | 0.48% |
| 6.11 | -4.00% | 85545.30 | 0.64% |
| 6.04 | -5.00% | 85680.31 | 0.80% |
| 5.98 | -6.00% | 85815.61 | 0.96% |
| 5.91 | -7.00% | 85951.21 | 1.12% |
| 5.85 | -8.00% | 86087.11 | 1.28% |
| 5.79 | -9.00% | 86223.30 | 1.44% |
| Desarrollo TIR 6.36% | ||||
|---|---|---|---|---|
| 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 999.7500 x 100.00% x 100.00]/[(1+6.36)^(960/365)] | 0.00 | i |
| 2027-07-10 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+6.36)^(960/365)] | 85008.18 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | (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 999.75 x 1 x 100.00 x (501/1461) | 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) | (960 / 365) | 2.63 | [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+6.36)^(960/365)]+[(0 x (1461/365)) x 999.7500 x 100.00% x 100.00]/[(1+6.36)^(960/365)] | 84999.78 | 1.00 | 2.63 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.63 | 2.63 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.63)/(1 + 6.36/100) | 2.47 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (84866.16 - 85133.68 )/( 2 x 85000.00 x 0.01) | 0.16 |
| 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)] | (960 / 365) ^ 2 + (960 / 365) | 9.55 | [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+6.36)^(960/365)]+[(0 x (1461/365)) x 999.7500 x 100.00% x 100.00]/[(1+6.36)^(960/365)] | 84999.78 | 811557.26 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [85000.00 x ((1 + 6.364) ^ 2)]] x 811557.26] | 8.44 |
| 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 |