| 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 | 124449.00 | 4511.28 | 0.00 | 4511.28 |
| 2025-07-21 | 0.00 | 0.00 | 4511.28 | 124449.00 | 128960.28 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNMCO | Valor Tecnico | 125601.88 | Semana TIR | -166.18% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | -824.00% |
| Tipo | Corporativo | Paridad | 111.46% | Semestre TIR | 50.51% |
| País | Argentina | TIR | -5.43% | 1ero Enero TIR | -213.94% |
| Mercado | BYMA | Macaulay Dur. | 0.86 | Año TIR | -125.27% |
| Moneda | ARS | Modified Dur. | 0.90 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-08-08 12:47:05 | Effective Dur. | -0.05 | Mes Precio | -1.06% |
| Volumen | 0 | Convexidad | 1.78 | Semestre Precio | 9.41% |
| Precio | 140000.00 | Int. Corrido | 1152.88 | 1ero Enero Precio | 33.33% |
| Variación | 0.00% | Cupon | 4511.28 | Año Precio | 150.67% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 154000.00 | 10.00% | -15.39 | 183.43% |
| 152600.00 | 9.00% | -14.48 | 166.74% |
| 151200.00 | 8.00% | -13.56 | 149.69% |
| 149800.00 | 7.00% | -12.61 | 132.32% |
| 148400.00 | 6.00% | -11.65 | 114.57% |
| 147000.00 | 5.00% | -10.67 | 96.47% |
| 145600.00 | 4.00% | -9.66 | 77.97% |
| 144200.00 | 3.00% | -8.64 | 59.09% |
| 142800.00 | 2.00% | -7.59 | 39.81% |
| 141400.00 | 1.00% | -6.52 | 20.11% |
| 140000.00 | 0.00% | -5.43 | 0.00% |
| 138600.00 | -1.00% | -4.31 | -20.60% |
| 137200.00 | -2.00% | -3.17 | -41.64% |
| 135800.00 | -3.00% | -2.00 | -63.14% |
| 134400.00 | -4.00% | -0.81 | -85.15% |
| 133000.00 | -5.00% | 0.42 | -107.65% |
| 131600.00 | -6.00% | 1.67 | -130.67% |
| 130200.00 | -7.00% | 2.95 | -154.24% |
| 128800.00 | -8.00% | 4.26 | -178.36% |
| 127400.00 | -9.00% | 5.60 | -203.06% |
| 126000.00 | -10.00% | 6.97 | -228.36% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -4.94 | -9.00% | 139385.40 | -0.44% |
| -5.00 | -8.00% | 139453.57 | -0.39% |
| -5.05 | -7.00% | 139521.81 | -0.34% |
| -5.10 | -6.00% | 139590.13 | -0.29% |
| -5.16 | -5.00% | 139658.51 | -0.24% |
| -5.21 | -4.00% | 139726.98 | -0.20% |
| -5.27 | -3.00% | 139795.51 | -0.15% |
| -5.32 | -2.00% | 139864.12 | -0.10% |
| -5.38 | -1.00% | 139932.80 | -0.05% |
| -5.43 | 0.00% | 140000.00 | 0.00% |
| -5.48 | 1.00% | 140070.38 | 0.05% |
| -5.54 | 2.00% | 140139.29 | 0.10% |
| -5.59 | 3.00% | 140208.26 | 0.15% |
| -5.65 | 4.00% | 140277.31 | 0.20% |
| -5.70 | 5.00% | 140346.44 | 0.25% |
| -5.76 | 6.00% | 140415.64 | 0.30% |
| -5.81 | 7.00% | 140484.91 | 0.35% |
| -5.86 | 8.00% | 140554.26 | 0.40% |
| -5.92 | 9.00% | 140623.68 | 0.45% |
| Desarrollo TIR -5.43% | ||||
|---|---|---|---|---|
| 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 1244.49]/[(1+-5.43)^(134/360)] | 4606.01 | 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 1244.49]/[(1+-5.43)^(314/360)] | 4736.39 | i |
| 2025-07-21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+-5.43)^(314/360)] | 130659.15 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (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 1244.49 x (46/180) | 1152.88 |
| 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) | (134 / 360) | 0.37 | [(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 1244.49]/[(1+-5.43)^(134/360)] | 4605.97 | 0.03 | 0.01 | i | |
| 2025-07-21 | (Dias para cupon / Dias Año) | (314 / 360) | 0.87 | [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 1244.49]/[(1+-5.43)^(314/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00 x 1244.49]/[(1+-5.43)^(314/360)] | 135393.05 | 0.97 | 0.84 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.86 | 0.86 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.86)/(1 + -5.43/100) | 0.90 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (140067.82 - 139930.29 )/( 2 x 140000.00 x 0.01) | -0.05 |
| 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)] | (134 / 360) ^ 2 + (134 / 360) | 0.51 | [(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 1244.49]/[(1+-5.43)^(134/360)] | 4605.97 | 2352.60 | i |
| 2025-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (314 / 360) ^ 2 + (314 / 360) | 1.63 | [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 1244.49]/[(1+-5.43)^(314/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00 x 1244.49]/[(1+-5.43)^(314/360)] | 135393.05 | 221096.02 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [140000.00 x ((1 + -5.428) ^ 2)]] x 223448.62] | 1.78 |
| 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 |