| 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 | 110687.00 | 2732.00 | 0.00 | 2732.00 |
| 2025-10-18 | 0.00 | 0.00 | 2762.02 | 110687.00 | 113449.02 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNUCO | Valor Tecnico | 111197.37 | Semana TIR | -47.05% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | -137.59% |
| Tipo | Corporativo | Paridad | 119.61% | Semestre TIR | -272.47% |
| País | Argentina | TIR | -13.97% | 1ero Enero TIR | -266.86% |
| Mercado | BYMA | Macaulay Dur. | 0.90 | Año TIR | -844.64% |
| Moneda | ARS | Modified Dur. | 1.04 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-09-09 14:44:34 | Effective Dur. | -0.15 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 2.31 | Semestre Precio | 24.30% |
| Precio | 133000.00 | Int. Corrido | 510.37 | 1ero Enero Precio | 46.15% |
| Variación | 0.00% | Cupon | 2732.00 | Año Precio | 42.36% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 146300.00 | 10.00% | -22.63 | 61.98% |
| 144970.00 | 9.00% | -21.84 | 56.33% |
| 143640.00 | 8.00% | -21.03 | 50.56% |
| 142310.00 | 7.00% | -20.21 | 44.68% |
| 140980.00 | 6.00% | -19.37 | 38.69% |
| 139650.00 | 5.00% | -18.52 | 32.57% |
| 138320.00 | 4.00% | -17.65 | 26.32% |
| 136990.00 | 3.00% | -16.76 | 19.96% |
| 135660.00 | 2.00% | -15.85 | 13.45% |
| 134330.00 | 1.00% | -14.92 | 6.81% |
| 133000.00 | 0.00% | -13.97 | 0.00% |
| 131670.00 | -1.00% | -13.01 | -6.90% |
| 130340.00 | -2.00% | -12.02 | -13.97% |
| 129010.00 | -3.00% | -11.01 | -21.21% |
| 127680.00 | -4.00% | -9.98 | -28.60% |
| 126350.00 | -5.00% | -8.92 | -36.15% |
| 125020.00 | -6.00% | -7.84 | -43.87% |
| 123690.00 | -7.00% | -6.74 | -51.78% |
| 122360.00 | -8.00% | -5.61 | -59.87% |
| 121030.00 | -9.00% | -4.45 | -68.14% |
| 119700.00 | -10.00% | -3.27 | -76.60% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -12.71 | -9.00% | 131270.88 | -1.30% |
| -12.85 | -8.00% | 131459.94 | -1.16% |
| -12.99 | -7.00% | 131649.57 | -1.02% |
| -13.13 | -6.00% | 131839.79 | -0.87% |
| -13.27 | -5.00% | 132030.59 | -0.73% |
| -13.41 | -4.00% | 132221.98 | -0.58% |
| -13.55 | -3.00% | 132413.95 | -0.44% |
| -13.69 | -2.00% | 132606.52 | -0.30% |
| -13.83 | -1.00% | 132799.68 | -0.15% |
| -13.97 | 0.00% | 133000.00 | 0.00% |
| -14.11 | 1.00% | 133187.80 | 0.14% |
| -14.25 | 2.00% | 133382.77 | 0.29% |
| -14.39 | 3.00% | 133578.34 | 0.43% |
| -14.53 | 4.00% | 133774.51 | 0.58% |
| -14.67 | 5.00% | 133971.30 | 0.73% |
| -14.81 | 6.00% | 134168.71 | 0.88% |
| -14.95 | 7.00% | 134366.73 | 1.03% |
| -15.09 | 8.00% | 134565.37 | 1.18% |
| -15.23 | 9.00% | 134764.63 | 1.33% |
| Desarrollo TIR -13.97% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-04-17 | [(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 (182/365)) x 100.00% x 100.00 x 1106.87]/[(1+-13.97)^(148/365)] | 2903.88 | i |
| 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 1106.87]/[(1+-13.97)^(332/365)] | 3167.15 | i |
| 2025-10-18 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1106.87]/[(1+-13.97)^(332/365)] | 126922.42 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-20 | (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 (182/365)) x 1.00 x 1 x 100.00 x 1106.87 x (34/182) | 510.37 |
| 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. | |
| 2025-04-17 | (Dias para cupon / Dias Año) | (148 / 365) | 0.41 | [(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 (182/365)) x 100.00% x 100.00 x 1106.87]/[(1+-13.97)^(148/365)] | 2903.94 | 0.02 | 0.01 | i | |
| 2025-10-18 | (Dias para cupon / Dias Año) | (332 / 365) | 0.91 | [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 1106.87]/[(1+-13.97)^(332/365)]+[(0.0495 x (184/365)) x 100.00% x 100.00 x 1106.87]/[(1+-13.97)^(332/365)] | 130095.50 | 0.98 | 0.89 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.90 | 0.90 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.90)/(1 + -13.97/100) | 1.04 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (133193.87 - 132805.60 )/( 2 x 133000.00 x 0.01) | -0.15 |
| 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. |
| 2025-04-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (148 / 365) ^ 2 + (148 / 365) | 0.57 | [(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 (182/365)) x 100.00% x 100.00 x 1106.87]/[(1+-13.97)^(148/365)] | 2903.94 | 1654.93 | i |
| 2025-10-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (332 / 365) ^ 2 + (332 / 365) | 1.74 | [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 1106.87]/[(1+-13.97)^(332/365)]+[(0.0495 x (184/365)) x 100.00% x 100.00 x 1106.87]/[(1+-13.97)^(332/365)] | 130095.50 | 225968.24 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [133000.00 x ((1 + -13.9743125) ^ 2)]] x 227623.17] | 2.31 |
| 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 |