| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-09-14 | 100.00 | 100.00 | 25.10 | 0.00 | 25.10 |
| 2023-12-14 | 100.00 | 100.00 | 30.97 | 0.00 | 30.97 |
| 2024-03-14 | 100.00 | 100.00 | 28.89 | 0.00 | 28.89 |
| 2024-06-14 | 100.00 | 100.00 | 15.70 | 0.00 | 15.70 |
| 2024-09-14 | 100.00 | 100.00 | 9.92 | 0.00 | 9.92 |
| 2024-12-14 | 100.00 | 100.00 | 10.44 | 0.00 | 10.44 |
| 2025-03-14 | 0.00 | 0.00 | 10.32 | 100.00 | 110.32 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNQCO | Valor Tecnico | 109.18 | Semana TIR | 9.83% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | 48.91% |
| Tipo | Corporativo | Paridad | 92.33% | Semestre TIR | 11.22% |
| País | Argentina | TIR | 103.91% | 1ero Enero TIR | -35.17% |
| Mercado | BYMA | Macaulay Dur. | 0.25 | Año TIR | -54.03% |
| Moneda | ARS | Modified Dur. | 0.12 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-09-19 12:27:12 | Effective Dur. | 0.13 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.08 | Semestre Precio | -13.59% |
| Precio | 100.80 | Int. Corrido | 9.18 | 1ero Enero Precio | -13.59% |
| Variación | 0.00% | Cupon | 10.44 | Año Precio | -13.59% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 110.88 | 10.00% | 39.85 | -61.65% |
| 109.87 | 9.00% | 44.98 | -56.71% |
| 108.86 | 8.00% | 50.35 | -51.55% |
| 107.86 | 7.00% | 55.97 | -46.13% |
| 106.85 | 6.00% | 61.87 | -40.46% |
| 105.84 | 5.00% | 68.05 | -34.51% |
| 104.83 | 4.00% | 74.54 | -28.27% |
| 103.82 | 3.00% | 81.35 | -21.71% |
| 102.82 | 2.00% | 88.50 | -14.83% |
| 101.81 | 1.00% | 96.01 | -7.60% |
| 100.80 | 0.00% | 103.91 | 0.00% |
| 99.79 | -1.00% | 112.22 | 8.00% |
| 98.78 | -2.00% | 120.97 | 16.42% |
| 97.78 | -3.00% | 130.18 | 25.28% |
| 96.77 | -4.00% | 139.88 | 34.62% |
| 95.76 | -5.00% | 150.12 | 44.47% |
| 94.75 | -6.00% | 160.91 | 54.86% |
| 93.74 | -7.00% | 172.31 | 65.82% |
| 92.74 | -8.00% | 184.34 | 77.41% |
| 91.73 | -9.00% | 197.07 | 89.65% |
| 90.72 | -10.00% | 210.52 | 102.60% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 113.26 | 9.00% | 99.67 | -1.12% |
| 112.22 | 8.00% | 99.79 | -1.00% |
| 111.18 | 7.00% | 99.92 | -0.88% |
| 110.14 | 6.00% | 100.04 | -0.75% |
| 109.11 | 5.00% | 100.16 | -0.63% |
| 108.07 | 4.00% | 100.29 | -0.51% |
| 107.03 | 3.00% | 100.42 | -0.38% |
| 105.99 | 2.00% | 100.54 | -0.25% |
| 104.95 | 1.00% | 100.67 | -0.13% |
| 103.91 | 0.00% | 100.80 | 0.00% |
| 102.87 | -1.00% | 100.93 | 0.13% |
| 101.83 | -2.00% | 101.06 | 0.26% |
| 100.79 | -3.00% | 101.19 | 0.39% |
| 99.75 | -4.00% | 101.32 | 0.52% |
| 98.71 | -5.00% | 101.46 | 0.65% |
| 97.68 | -6.00% | 101.59 | 0.79% |
| 96.64 | -7.00% | 101.73 | 0.92% |
| 95.60 | -8.00% | 101.86 | 1.05% |
| 94.56 | -9.00% | 102.00 | 1.19% |
| Desarrollo TIR 103.91% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-12-14 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.1314 + 2.7400) x (91/365)) x 100.00% x 100.00]/[(1+103.91)^(11/365)] | 10.22 | i |
| 2025-03-14 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.1314 + 2.7400) x (90/365)) x 100.00% x 100.00]/[(1+103.91)^(101/365)] | 8.48 | i |
| 2025-03-14 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+103.91)^(101/365)] | 82.11 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4187 x (91/365)) x 1 x 100.00 x (80/91) | 9.18 |
| 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. | |
| 2024-12-14 | (Dias para cupon / Dias Año) | (11 / 365) | 0.03 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.1314 + 2.7400) x (91/365)) x 100.00% x 100.00]/[(1+103.91)^(11/365)] | 10.22 | 0.10 | 0.00 | i | |
| 2025-03-14 | (Dias para cupon / Dias Año) | (101 / 365) | 0.28 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+103.91)^(101/365)]+[((39.1314 + 2.7400) x (90/365)) x 100.00% x 100.00]/[(1+103.91)^(101/365)] | 90.58 | 0.90 | 0.25 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.25 | 0.25 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.25)/(1 + 103.91/100) | 0.12 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (100.67 - 100.93 )/( 2 x 100.80 x 0.01) | 0.13 |
| 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. |
| 2024-12-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (11 / 365) ^ 2 + (11 / 365) | 0.03 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.1314 + 2.7400) x (91/365)) x 100.00% x 100.00]/[(1+103.91)^(11/365)] | 10.22 | 0.32 | i |
| 2025-03-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (101 / 365) ^ 2 + (101 / 365) | 0.35 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+103.91)^(101/365)]+[((39.1314 + 2.7400) x (90/365)) x 100.00% x 100.00]/[(1+103.91)^(101/365)] | 90.58 | 32.00 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [100.80 x ((1 + 103.913) ^ 2)]] x 32.32] | 0.08 |
| Desarrollo Badlar | ||
|---|---|---|
| Fecha | Dia | Badlar |
| 2024-08-22 | Jueves | 39.2500 |
| 2024-08-23 | Viernes | 41.2500 |
| 2024-08-26 | Lunes | 39.1300 |
| 2024-08-27 | Martes | 38.3800 |
| 2024-08-28 | Miercoles | 41.1900 |
| 2024-08-29 | Jueves | 38.8100 |
| 2024-08-30 | Viernes | 39.4400 |
| 2024-09-02 | Lunes | 40.1300 |
| 2024-09-03 | Martes | 37.3800 |
| 2024-09-04 | Miercoles | 39.4400 |
| 2024-09-05 | Jueves | 37.7500 |
| 2024-09-06 | Viernes | 38.1300 |
| 2024-09-09 | Lunes | 38.0000 |
| 2024-09-10 | Martes | 37.8800 |
| 2024-09-11 | Miercoles | 38.6300 |
| 2024-09-12 | Jueves | 39.3100 |
| 2024-09-13 | Viernes | 39.2500 |
| 2024-09-16 | Lunes | 38.6300 |
| 2024-09-17 | Martes | 39.1300 |
| 2024-09-18 | Miercoles | 39.2500 |
| 2024-09-19 | Jueves | 39.4400 |
| 2024-09-20 | Viernes | 40.1300 |
| 2024-09-23 | Lunes | 41.6900 |
| 2024-09-24 | Martes | 40.0600 |
| 2024-09-25 | Miercoles | 42.0000 |
| 2024-09-26 | Jueves | 39.6300 |
| 2024-09-27 | Viernes | 40.6300 |
| 2024-09-30 | Lunes | 40.9400 |
| 2024-10-01 | Martes | 39.7500 |
| 2024-10-02 | Miercoles | 42.0000 |
| 2024-10-03 | Jueves | 40.0600 |
| 2024-10-04 | Viernes | 40.4400 |
| 2024-10-07 | Lunes | 39.8100 |
| 2024-10-08 | Martes | 39.0600 |
| 2024-10-09 | Miercoles | 38.5000 |
| 2024-10-10 | Jueves | 38.5600 |
| 2024-10-14 | Lunes | 39.6300 |
| 2024-10-15 | Martes | 39.6900 |
| 2024-10-16 | Miercoles | 39.3800 |
| 2024-10-17 | Jueves | 40.4400 |
| 2024-10-18 | Viernes | 40.6300 |
| 2024-10-21 | Lunes | 40.2500 |
| 2024-10-22 | Martes | 41.3100 |
| 2024-10-23 | Miercoles | 42.3100 |
| 2024-10-24 | Jueves | 40.8800 |
| 2024-10-25 | Viernes | 42.3800 |
| 2024-10-28 | Lunes | 41.0600 |
| 2024-10-29 | Martes | 40.3100 |
| 2024-10-30 | Miercoles | 42.5000 |
| 2024-10-31 | Jueves | 41.4400 |
| 2024-11-01 | Viernes | 40.5600 |
| 2024-11-04 | Lunes | 37.5000 |
| 2024-11-05 | Martes | 36.6900 |
| 2024-11-06 | Miercoles | 36.6900 |
| 2024-11-07 | Jueves | 36.3100 |
| 2024-11-08 | Viernes | 35.0000 |
| 2024-11-11 | Lunes | 36.0000 |
| 2024-11-12 | Martes | 35.5000 |
| 2024-11-13 | Miercoles | 36.3800 |
| 2024-11-14 | Jueves | 36.1300 |
| 2024-11-15 | Viernes | 35.6900 |
| 2024-11-19 | Martes | 35.8100 |
| 2024-11-20 | Miercoles | 34.6900 |
| 2024-11-21 | Jueves | 36.1900 |
| Promedio Badlar | 39.1314 | |
| F. de Emision | 2023-03-14 | ||
| F. de Vencimiento | 2025-03-14 | ||
| Ajuste | Badlar | ||
| Dias previos para calculo ajuste o interes | 8 | ||
| Capital | El capital de las Obligaciones Negociables Clase 25 será amortizado íntegramente en la Fecha de Vencimiento de las Obligaciones Negociables Clase 25. | ||
| Interes | Badlar + Margen de Corte: 2,74% nominal anual | ||
| Frecuencia | Las Obligaciones Negociables Clase 25 pagarán intereses los días 14 de junio de 2023, 14 de septiembre de 2023, 14 de diciembre de 2023, 14 de marzo de 2024, 14 de junio de 2024, 14 de septiembre de 2024, 14 de diciembre de 2024 y en la Fecha de Vencimiento de las Obligaciones Negociables Clase 25 o, de no ser cualquiera de las fechas mencionadas un Día Hábil, el Día Hábil siguiente. | ||
| ISIN | ARAXIO5600W9 |