| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-01-21 | 100.00 | 123795.00 | 4487.57 | 0.00 | 4487.57 |
| 2024-07-21 | 100.00 | 133185.00 | 4827.96 | 0.00 | 4827.96 |
| 2025-01-21 | 100.00 | 107582.00 | 3899.85 | 0.00 | 3899.85 |
| 2025-07-21 | 0.00 | 0.00 | 3899.85 | 107582.00 | 111481.85 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNMCO | Valor Tecnico | 110181.90 | Semana TIR | -149.62% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | -115.90% |
| Tipo | Corporativo | Paridad | 105.63% | Semestre TIR | 33.33% |
| País | Argentina | TIR | -1.32% | 1ero Enero TIR | -127.70% |
| Mercado | BYMA | Macaulay Dur. | 0.65 | Año TIR | -110.54% |
| Moneda | ARS | Modified Dur. | 0.66 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-11-14 16:39:21 | Effective Dur. | -0.01 | Mes Precio | -1.37% |
| Volumen | 0 | Convexidad | 1.11 | Semestre Precio | -9.05% |
| Precio | 116380.00 | Int. Corrido | 2599.90 | 1ero Enero Precio | 10.84% |
| Variación | 0.00% | Cupon | 3899.85 | Año Precio | 34.86% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 128018.00 | 10.00% | -14.77 | 1018.72% |
| 126854.20 | 9.00% | -13.56 | 927.50% |
| 125690.40 | 8.00% | -12.33 | 834.07% |
| 124526.60 | 7.00% | -11.07 | 738.45% |
| 123362.80 | 6.00% | -9.78 | 640.56% |
| 122199.00 | 5.00% | -8.45 | 540.24% |
| 121035.20 | 4.00% | -7.09 | 437.42% |
| 119871.40 | 3.00% | -5.70 | 332.08% |
| 118707.60 | 2.00% | -4.28 | 224.09% |
| 117543.80 | 1.00% | -2.82 | 113.30% |
| 116380.00 | 0.00% | -1.32 | 0.00% |
| 115216.20 | -1.00% | 0.22 | -116.76% |
| 114052.40 | -2.00% | 1.80 | -236.34% |
| 112888.60 | -3.00% | 3.42 | -359.11% |
| 111724.80 | -4.00% | 5.08 | -485.13% |
| 110561.00 | -5.00% | 6.79 | -614.56% |
| 109397.20 | -6.00% | 8.55 | -747.55% |
| 108233.40 | -7.00% | 10.35 | -884.13% |
| 107069.60 | -8.00% | 12.21 | -1024.64% |
| 105905.80 | -9.00% | 14.11 | -1169.02% |
| 104742.00 | -10.00% | 16.07 | -1317.59% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -1.20 | -9.00% | 116291.34 | -0.08% |
| -1.21 | -8.00% | 116301.44 | -0.07% |
| -1.23 | -7.00% | 116311.54 | -0.06% |
| -1.24 | -6.00% | 116321.64 | -0.05% |
| -1.25 | -5.00% | 116331.74 | -0.04% |
| -1.27 | -4.00% | 116341.85 | -0.03% |
| -1.28 | -3.00% | 116351.96 | -0.02% |
| -1.29 | -2.00% | 116362.07 | -0.02% |
| -1.31 | -1.00% | 116372.19 | -0.01% |
| -1.32 | 0.00% | 116380.00 | 0.00% |
| -1.33 | 1.00% | 116392.42 | 0.01% |
| -1.35 | 2.00% | 116402.54 | 0.02% |
| -1.36 | 3.00% | 116412.66 | 0.03% |
| -1.37 | 4.00% | 116422.79 | 0.04% |
| -1.39 | 5.00% | 116432.92 | 0.05% |
| -1.40 | 6.00% | 116443.05 | 0.05% |
| -1.41 | 7.00% | 116453.18 | 0.06% |
| -1.43 | 8.00% | 116463.31 | 0.07% |
| -1.44 | 9.00% | 116473.45 | 0.08% |
| Desarrollo TIR -1.32% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+-1.32)^(60/360)] | 3908.49 | i |
| 2025-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+-1.32)^(240/360)] | 3934.55 | i |
| 2025-07-21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1075.82]/[(1+-1.32)^(240/360)] | 108539.26 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0725 x (180/360)) x 1.00 x 1 x 100.00 x 1075.82 x (120/180) | 2599.90 |
| 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. | |
| 2025-01-21 | (Dias para cupon / Dias Año) | (60 / 360) | 0.17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+-1.32)^(60/360)] | 3908.47 | 0.03 | 0.01 | i | |
| 2025-07-21 | (Dias para cupon / Dias Año) | (240 / 360) | 0.67 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1075.82]/[(1+-1.32)^(240/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+-1.32)^(240/360)] | 112470.77 | 0.97 | 0.64 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.65 | 0.65 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.65)/(1 + -1.32/100) | 0.66 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (116389.32 - 116369.15 )/( 2 x 116380.00 x 0.01) | -0.01 |
| 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. |
| 2025-01-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (60 / 360) ^ 2 + (60 / 360) | 0.19 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+-1.32)^(60/360)] | 3908.47 | 759.98 | i |
| 2025-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (240 / 360) ^ 2 + (240 / 360) | 1.11 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1075.82]/[(1+-1.32)^(240/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+-1.32)^(240/360)] | 112470.77 | 124967.52 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [116380.00 x ((1 + -1.316) ^ 2)]] x 125727.50] | 1.11 |
| F. de Emision | 2022-07-21 | ||
| F. de Vencimiento | 2025-07-21 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Nuevas Obligaciones Negociables será amortizado íntegramente en una cuota, pagadera en la Fecha de Vencimiento. | ||
| Interes | Tasa de interés fija del 7,250% nominal anual. | ||
| Frecuencia | Los intereses se devengarán desde la Fecha de Liquidación de la Oferta de Canje y serán pagaderos semestralmente, en forma vencida, el 21 de julio y 21 de enero de cada año, comenzando el 21 de enero de 2023. | ||
| ISIN | XS2502495786 |