| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-04-17 | 100.00 | 110454.00 | 2741.23 | 0.00 | 2741.23 |
| 2024-10-17 | 100.00 | 118679.00 | 2945.35 | 0.00 | 2945.35 |
| 2025-04-17 | 100.00 | 118318.00 | 2920.35 | 0.00 | 2920.35 |
| 2025-10-18 | 0.00 | 0.00 | 2893.20 | 115944.00 | 118837.20 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNUCO | Valor Tecnico | 116305.65 | Semana TIR | -19.86% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | -3220.35% |
| Tipo | Corporativo | Paridad | 126.39% | Semestre TIR | -312.08% |
| País | Argentina | TIR | -38.25% | 1ero Enero TIR | -379.53% |
| Mercado | BYMA | Macaulay Dur. | 0.44 | Año TIR | -777.96% |
| Moneda | ARS | Modified Dur. | 0.71 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-11 13:12:29 | Effective Dur. | -0.27 | Mes Precio | 2.44% |
| Volumen | 0 | Convexidad | 1.67 | Semestre Precio | 10.53% |
| Precio | 147000.00 | Int. Corrido | 361.65 | 1ero Enero Precio | 10.53% |
| Variación | 0.00% | Cupon | 118837.20 | Año Precio | 37.38% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 161700.00 | 10.00% | -50.25 | 31.38% |
| 160230.00 | 9.00% | -49.21 | 28.66% |
| 158760.00 | 8.00% | -48.14 | 25.86% |
| 157290.00 | 7.00% | -47.03 | 22.97% |
| 155820.00 | 6.00% | -45.90 | 19.99% |
| 154350.00 | 5.00% | -44.72 | 16.92% |
| 152880.00 | 4.00% | -43.51 | 13.74% |
| 151410.00 | 3.00% | -42.26 | 10.47% |
| 149940.00 | 2.00% | -40.97 | 7.10% |
| 148470.00 | 1.00% | -39.63 | 3.61% |
| 147000.00 | 0.00% | -38.25 | 0.00% |
| 145530.00 | -1.00% | -36.83 | -3.71% |
| 144060.00 | -2.00% | -35.36 | -7.55% |
| 142590.00 | -3.00% | -33.84 | -11.53% |
| 141120.00 | -4.00% | -32.27 | -15.64% |
| 139650.00 | -5.00% | -30.64 | -19.89% |
| 138180.00 | -6.00% | -28.96 | -24.30% |
| 136710.00 | -7.00% | -27.21 | -28.86% |
| 135240.00 | -8.00% | -25.41 | -33.58% |
| 133770.00 | -9.00% | -23.54 | -38.47% |
| 132300.00 | -10.00% | -21.60 | -43.54% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -34.81 | -9.00% | 143518.89 | -2.37% |
| -35.19 | -8.00% | 143891.90 | -2.11% |
| -35.57 | -7.00% | 144268.09 | -1.86% |
| -35.95 | -6.00% | 144647.52 | -1.60% |
| -36.34 | -5.00% | 145030.22 | -1.34% |
| -36.72 | -4.00% | 145416.25 | -1.08% |
| -37.10 | -3.00% | 145805.66 | -0.81% |
| -37.48 | -2.00% | 146198.50 | -0.55% |
| -37.87 | -1.00% | 146594.82 | -0.28% |
| -38.25 | 0.00% | 147000.00 | 0.00% |
| -38.63 | 1.00% | 147398.10 | 0.27% |
| -39.02 | 2.00% | 147805.18 | 0.55% |
| -39.40 | 3.00% | 148215.95 | 0.83% |
| -39.78 | 4.00% | 148630.47 | 1.11% |
| -40.16 | 5.00% | 149048.81 | 1.39% |
| -40.55 | 6.00% | 149471.02 | 1.68% |
| -40.93 | 7.00% | 149897.16 | 1.97% |
| -41.31 | 8.00% | 150327.29 | 2.26% |
| -41.69 | 9.00% | 150761.48 | 2.56% |
| Desarrollo TIR -38.25% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-10-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0495 x (184/365)) x 100.00% x 100.00 x 1159.44]/[(1+-38.25)^(161/365)] | 3578.72 | i |
| 2025-10-18 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1159.44]/[(1+-38.25)^(161/365)] | 143415.95 | 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) | (0.0495 x (184/365)) x 1.00 x 1 x 100.00 x 1159.44 x (23/184) | 361.65 |
| 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. | |
| 2025-10-18 | (Dias para cupon / Dias Año) | (161 / 365) | 0.44 | [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+-38.25)^(161/365)]+[(0.0495 x (184/365)) x 100.00% x 100.00 x 1159.44]/[(1+-38.25)^(161/365)] | 146999.20 | 1.00 | 0.44 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.44 | 0.44 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.44)/(1 + -38.25/100) | 0.71 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (147402.72 - 146599.26 )/( 2 x 147000.00 x 0.01) | -0.27 |
| 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. |
| 2025-10-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (161 / 365) ^ 2 + (161 / 365) | 0.64 | [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+-38.25)^(161/365)]+[(0.0495 x (184/365)) x 100.00% x 100.00 x 1159.44]/[(1+-38.25)^(161/365)] | 146999.20 | 93441.73 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [147000.00 x ((1 + -38.2543125) ^ 2)]] x 93441.73] | 1.67 |
| F. de Emision | 2023-10-17 | ||
| F. de Vencimiento | 2025-10-18 | ||
| 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 | Las Obligaciones Negociables devengarán intereses sobre el monto de capital no amortizado, a una tasa de interés fija del 4,95% nominal anual. | ||
| Frecuencia | Las Obligaciones Negociables pagarán intereses en las siguientes fechas: 17 de abril de 2024, 17 de octubre de 2024, 17 de abril 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 | AR0999289439 |