| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-08-28 | 100.00 | 101.03 | 2.86 | 0.00 | 2.86 |
| 2025-02-28 | 100.00 | 99.98 | 2.87 | 0.00 | 2.87 |
| 2025-08-28 | 100.00 | 101.19 | 2.86 | 0.00 | 2.86 |
| 2026-03-02 | 0.00 | 0.00 | 2.94 | 101.19 | 104.13 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNWCD | Valor Tecnico | 102.31 | Semana TIR | 11.11% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | 11.37% |
| Tipo | Corporativo | Paridad | 99.65% | Semestre TIR | 0.88% |
| País | Argentina | TIR | 6.24% | 1ero Enero TIR | -27.32% |
| Mercado | BYMA | Macaulay Dur. | 0.80 | Año TIR | -17.75% |
| Moneda | USD | Modified Dur. | 0.75 | Semana Precio | -0.54% |
| Fecha/Hora | 2025-05-09 14:26:22 | Effective Dur. | 0.05 | Mes Precio | 1.34% |
| Volumen | 8815 | Convexidad | 1.27 | Semestre Precio | -0.92% |
| Precio | 101.95 | Int. Corrido | 1.12 | 1ero Enero Precio | 1.44% |
| Variación | 2.77% | Cupon | 2.86 | Año Precio | -0.05% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.15 | 10.00% | -5.73 | -191.83% |
| 111.13 | 9.00% | -4.65 | -174.44% |
| 110.11 | 8.00% | -3.54 | -156.67% |
| 109.09 | 7.00% | -2.41 | -138.55% |
| 108.07 | 6.00% | -1.25 | -120.02% |
| 107.05 | 5.00% | -0.07 | -101.09% |
| 106.03 | 4.00% | 1.14 | -81.75% |
| 105.01 | 3.00% | 2.37 | -61.99% |
| 103.99 | 2.00% | 3.63 | -41.79% |
| 102.97 | 1.00% | 4.92 | -21.13% |
| 101.95 | 0.00% | 6.24 | 0.00% |
| 100.93 | -1.00% | 7.59 | 21.60% |
| 99.91 | -2.00% | 8.97 | 43.70% |
| 98.89 | -3.00% | 10.38 | 66.33% |
| 97.87 | -4.00% | 11.82 | 89.49% |
| 96.85 | -5.00% | 13.30 | 113.22% |
| 95.83 | -6.00% | 14.82 | 137.50% |
| 94.81 | -7.00% | 16.37 | 162.37% |
| 93.79 | -8.00% | 17.96 | 187.88% |
| 92.77 | -9.00% | 19.59 | 214.01% |
| 91.75 | -10.00% | 21.27 | 240.79% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.80 | 9.00% | 101.52 | -0.42% |
| 6.74 | 8.00% | 101.57 | -0.37% |
| 6.68 | 7.00% | 101.62 | -0.33% |
| 6.61 | 6.00% | 101.66 | -0.28% |
| 6.55 | 5.00% | 101.71 | -0.23% |
| 6.49 | 4.00% | 101.76 | -0.19% |
| 6.43 | 3.00% | 101.81 | -0.14% |
| 6.36 | 2.00% | 101.85 | -0.09% |
| 6.30 | 1.00% | 101.90 | -0.05% |
| 6.24 | 0.00% | 101.95 | 0.00% |
| 6.18 | -1.00% | 102.00 | 0.05% |
| 6.12 | -2.00% | 102.04 | 0.09% |
| 6.05 | -3.00% | 102.09 | 0.14% |
| 5.99 | -4.00% | 102.14 | 0.19% |
| 5.93 | -5.00% | 102.19 | 0.23% |
| 5.87 | -6.00% | 102.24 | 0.28% |
| 5.80 | -7.00% | 102.28 | 0.33% |
| 5.74 | -8.00% | 102.33 | 0.38% |
| 5.68 | -9.00% | 102.38 | 0.42% |
| Desarrollo TIR 6.24% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-08-28 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.057 x (181/365)) x 100.00% x 100.00 x 1.01]/[(1+6.24)^(110/365)] | 2.81 | i |
| 2026-03-02 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.057 x (186/365)) x 100.00% x 100.00 x 1.01]/[(1+6.24)^(296/365)] | 2.80 | i |
| 2026-03-02 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.01]/[(1+6.24)^(296/365)] | 96.34 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL x (Dias Corridos / Dias entre Cupones) | (0.057 x (181/365)) x 1.00 x 1 x 100.00 x 1.01 x (71/181) | 1.12 |
| 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. | |
| 2025-08-28 | (Dias para cupon / Dias Año) | (110 / 365) | 0.30 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.057 x (181/365)) x 100.00% x 100.00 x 1.01]/[(1+6.24)^(110/365)] | 2.81 | 0.03 | 0.01 | i | |
| 2026-03-02 | (Dias para cupon / Dias Año) | (296 / 365) | 0.81 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.01]/[(1+6.24)^(296/365)]+[(0.057 x (186/365)) x 100.00% x 100.00 x 1.01]/[(1+6.24)^(296/365)] | 99.14 | 0.97 | 0.79 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.80 | 0.80 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.80)/(1 + 6.24/100) | 0.75 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (101.90 - 102.00 )/( 2 x 101.95 x 0.01) | 0.05 |
| 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. |
| 2025-08-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (110 / 365) ^ 2 + (110 / 365) | 0.39 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.057 x (181/365)) x 100.00% x 100.00 x 1.01]/[(1+6.24)^(110/365)] | 2.81 | 1.10 | i |
| 2026-03-02 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (296 / 365) ^ 2 + (296 / 365) | 1.47 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.01]/[(1+6.24)^(296/365)]+[(0.057 x (186/365)) x 100.00% x 100.00 x 1.01]/[(1+6.24)^(296/365)] | 99.14 | 145.60 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [101.95 x ((1 + 6.2396875000001) ^ 2)]] x 146.70] | 1.27 |
| F. de Emision | 2024-02-29 | ||
| F. de Vencimiento | 2026-03-02 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables será repagado en forma íntegra en una única cuota en la Fecha de Vencimiento. | ||
| Interes | Tasa de interés fija del 5,70% nominal anual. | ||
| Frecuencia | Las Obligaciones Negociables pagarán intereses en las siguientes fechas: 28 de agosto de 2024, 28 de febrero de 2025, 28 de agosto de 2025 y en la Fecha de Vencimiento o, de no ser cualquiera de las fechas mencionadas un Día Hábil, el Día Hábil siguiente. | ||
| ISIN | AR0365726709 |