| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-05-10 | 100.00 | 107571.00 | 1603.78 | 0.00 | 1603.78 |
| 2024-11-10 | 100.00 | 115725.00 | 1744.31 | 0.00 | 1744.31 |
| 2025-05-10 | 100.00 | 115944.00 | 1719.12 | 0.00 | 1719.12 |
| 2025-11-10 | 100.00 | 115944.00 | 1747.61 | 0.00 | 1747.61 |
| 2026-02-10 | 0.00 | 0.00 | 873.80 | 115944.00 | 116817.80 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNVCO | Valor Tecnico | 115944.00 | Semana TIR | -4507.64% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | -137.62% |
| Tipo | Corporativo | Paridad | 107.29% | Semestre TIR | -165.07% |
| País | Argentina | TIR | -6.18% | 1ero Enero TIR | -162.28% |
| Mercado | BYMA | Macaulay Dur. | 0.75 | Año TIR | -179.37% |
| Moneda | ARS | Modified Dur. | 0.80 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-07 11:52:40 | Effective Dur. | -0.05 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 1.50 | Semestre Precio | 14.13% |
| Precio | 124400.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 12.07% |
| Variación | 0.00% | Cupon | 1747.61 | Año Precio | 25.03% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 136840.00 | 10.00% | -17.34 | 180.65% |
| 135596.00 | 9.00% | -16.34 | 164.32% |
| 134352.00 | 8.00% | -15.30 | 147.64% |
| 133108.00 | 7.00% | -14.25 | 130.59% |
| 131864.00 | 6.00% | -13.17 | 113.16% |
| 130620.00 | 5.00% | -12.07 | 95.37% |
| 129376.00 | 4.00% | -10.95 | 77.15% |
| 128132.00 | 3.00% | -9.80 | 58.54% |
| 126888.00 | 2.00% | -8.62 | 39.49% |
| 125644.00 | 1.00% | -7.42 | 20.01% |
| 124400.00 | 0.00% | -6.18 | 0.00% |
| 123156.00 | -1.00% | -4.92 | -20.35% |
| 121912.00 | -2.00% | -3.63 | -41.24% |
| 120668.00 | -3.00% | -2.31 | -62.65% |
| 119424.00 | -4.00% | -0.95 | -84.57% |
| 118180.00 | -5.00% | 0.43 | -107.02% |
| 116936.00 | -6.00% | 1.86 | -130.05% |
| 115692.00 | -7.00% | 3.32 | -153.64% |
| 114448.00 | -8.00% | 4.81 | -177.84% |
| 113204.00 | -9.00% | 6.34 | -202.64% |
| 111960.00 | -10.00% | 7.92 | -228.11% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -5.62 | -9.00% | 123843.55 | -0.45% |
| -5.69 | -8.00% | 123904.61 | -0.40% |
| -5.75 | -7.00% | 123965.74 | -0.35% |
| -5.81 | -6.00% | 124026.94 | -0.30% |
| -5.87 | -5.00% | 124088.21 | -0.25% |
| -5.93 | -4.00% | 124149.55 | -0.20% |
| -5.99 | -3.00% | 124210.97 | -0.15% |
| -6.06 | -2.00% | 124272.45 | -0.10% |
| -6.12 | -1.00% | 124334.00 | -0.05% |
| -6.18 | 0.00% | 124400.00 | 0.00% |
| -6.24 | 1.00% | 124457.32 | 0.05% |
| -6.30 | 2.00% | 124519.09 | 0.10% |
| -6.37 | 3.00% | 124580.93 | 0.15% |
| -6.43 | 4.00% | 124642.84 | 0.20% |
| -6.49 | 5.00% | 124704.83 | 0.25% |
| -6.55 | 6.00% | 124766.88 | 0.29% |
| -6.61 | 7.00% | 124829.01 | 0.34% |
| -6.67 | 8.00% | 124891.20 | 0.39% |
| -6.74 | 9.00% | 124953.48 | 0.44% |
| Desarrollo TIR -6.18% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-11-10 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0299 x (184/365)) x 100.00% x 100.00 x 1159.44]/[(1+-6.18)^(184/365)] | 1804.72 | i |
| 2026-02-10 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0299 x (92/365)) x 100.00% x 100.00 x 1159.44]/[(1+-6.18)^(276/365)] | 916.99 | i |
| 2026-02-10 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1159.44]/[(1+-6.18)^(276/365)] | 121673.92 | 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 ARS/CCL x (Dias Corridos / Dias entre Cupones) | (0.0299 x (184/365)) x 1.00 x 1 x 100.00 x 1159.44 x (0/184) | 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. | |
| 2025-11-10 | (Dias para cupon / Dias Año) | (184 / 365) | 0.50 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0299 x (184/365)) x 100.00% x 100.00 x 1159.44]/[(1+-6.18)^(184/365)] | 1804.76 | 0.01 | 0.01 | i | |
| 2026-02-10 | (Dias para cupon / Dias Año) | (276 / 365) | 0.76 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1159.44]/[(1+-6.18)^(276/365)]+[(0.0299 x (92/365)) x 100.00% x 100.00 x 1159.44]/[(1+-6.18)^(276/365)] | 122595.17 | 0.99 | 0.75 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.75 | 0.75 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.75)/(1 + -6.18/100) | 0.80 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (124461.68 - 124338.26 )/( 2 x 124400.00 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. |
| 2025-11-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (184 / 365) ^ 2 + (184 / 365) | 0.76 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0299 x (184/365)) x 100.00% x 100.00 x 1159.44]/[(1+-6.18)^(184/365)] | 1804.76 | 1368.44 | i |
| 2026-02-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (276 / 365) ^ 2 + (276 / 365) | 1.33 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1159.44]/[(1+-6.18)^(276/365)]+[(0.0299 x (92/365)) x 100.00% x 100.00 x 1159.44]/[(1+-6.18)^(276/365)] | 122595.17 | 162800.12 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124400.00 x ((1 + -6.1843124999999) ^ 2)]] x 164168.56] | 1.50 |
| F. de Emision | 2023-11-10 | ||
| F. de Vencimiento | 2026-02-10 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Mediante 1 (un) pago por un monto igual al 100% del capital total de las Obligaciones Negociables, pagadero en la Fecha de Vencimiento. | ||
| Interes | tasa de interés fija del 2,99% nominal anual. | ||
| Frecuencia | Las Obligaciones Negociables pagarán intereses en las siguientes fechas: 10 de mayo de 2024, 10 de noviembre de 2024, 10 de mayo de 2025, 10 de noviembre 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 | Sin Datos |