| 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 | 116625.00 | 4227.66 | 0.00 | 4227.66 |
| 2025-07-21 | 0.00 | 0.00 | 4153.56 | 114581.00 | 118734.56 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNMCO | Valor Tecnico | 117096.21 | Semana TIR | -56.92% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | -208.77% |
| Tipo | Corporativo | Paridad | 111.02% | Semestre TIR | -2302.55% |
| País | Argentina | TIR | -36.85% | 1ero Enero TIR | -809.93% |
| Mercado | BYMA | Macaulay Dur. | 0.20 | Año TIR | -309.48% |
| Moneda | ARS | Modified Dur. | 0.31 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-03-27 15:39:42 | Effective Dur. | -0.12 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.59 | Semestre Precio | 8.33% |
| Precio | 130000.00 | Int. Corrido | 2515.21 | 1ero Enero Precio | 6.56% |
| Variación | 0.00% | Cupon | 118734.56 | Año Precio | 1.59% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 143000.00 | 10.00% | -61.05 | 65.67% |
| 141700.00 | 9.00% | -59.20 | 60.66% |
| 140400.00 | 8.00% | -57.25 | 55.36% |
| 139100.00 | 7.00% | -55.19 | 49.76% |
| 137800.00 | 6.00% | -53.00 | 43.83% |
| 136500.00 | 5.00% | -50.69 | 37.55% |
| 135200.00 | 4.00% | -48.23 | 30.89% |
| 133900.00 | 3.00% | -45.64 | 23.84% |
| 132600.00 | 2.00% | -42.88 | 16.36% |
| 131300.00 | 1.00% | -39.95 | 8.42% |
| 130000.00 | 0.00% | -36.85 | 0.00% |
| 128700.00 | -1.00% | -33.54 | -8.97% |
| 127400.00 | -2.00% | -30.03 | -18.50% |
| 126100.00 | -3.00% | -26.30 | -28.63% |
| 124800.00 | -4.00% | -22.32 | -39.42% |
| 123500.00 | -5.00% | -18.09 | -50.91% |
| 122200.00 | -6.00% | -13.57 | -63.17% |
| 120900.00 | -7.00% | -8.76 | -76.24% |
| 119600.00 | -8.00% | -3.62 | -90.19% |
| 118300.00 | -9.00% | 1.88 | -105.09% |
| 117000.00 | -10.00% | 7.75 | -121.03% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -33.53 | -9.00% | 128695.64 | -1.00% |
| -33.90 | -8.00% | 128836.82 | -0.89% |
| -34.27 | -7.00% | 128978.96 | -0.79% |
| -34.64 | -6.00% | 129122.05 | -0.68% |
| -35.01 | -5.00% | 129266.11 | -0.56% |
| -35.38 | -4.00% | 129411.15 | -0.45% |
| -35.74 | -3.00% | 129557.19 | -0.34% |
| -36.11 | -2.00% | 129704.23 | -0.23% |
| -36.48 | -1.00% | 129852.29 | -0.11% |
| -36.85 | 0.00% | 130000.00 | 0.00% |
| -37.22 | 1.00% | 130151.52 | 0.12% |
| -37.59 | 2.00% | 130302.71 | 0.23% |
| -37.96 | 3.00% | 130454.98 | 0.35% |
| -38.32 | 4.00% | 130608.34 | 0.47% |
| -38.69 | 5.00% | 130762.79 | 0.59% |
| -39.06 | 6.00% | 130918.37 | 0.71% |
| -39.43 | 7.00% | 131075.07 | 0.83% |
| -39.80 | 8.00% | 131232.92 | 0.95% |
| -40.17 | 9.00% | 131391.92 | 1.07% |
| Desarrollo TIR -36.85% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1145.81]/[(1+-36.85)^(71/360)] | 4547.70 | i |
| 2025-07-21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+-36.85)^(71/360)] | 125453.68 | 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/MEP x (Dias Corridos / Dias entre Cupones) | (0.0725 x (180/360)) x 1.00 x 1 x 100.00 x 1145.81 x (109/180) | 2515.21 |
| 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. | |
| 2025-07-21 | (Dias para cupon / Dias Año) | (71 / 360) | 0.20 | [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 1145.81]/[(1+-36.85)^(71/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00 x 1145.81]/[(1+-36.85)^(71/360)] | 129999.76 | 1.00 | 0.20 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.20 | 0.20 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.20)/(1 + -36.85/100) | 0.31 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (130149.87 - 129850.69 )/( 2 x 130000.00 x 0.01) | -0.12 |
| 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. |
| 2025-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (71 / 360) ^ 2 + (71 / 360) | 0.24 | [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 1145.81]/[(1+-36.85)^(71/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00 x 1145.81]/[(1+-36.85)^(71/360)] | 129999.76 | 30695.39 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [130000.00 x ((1 + -36.846) ^ 2)]] x 30695.39] | 0.59 |
| 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 |