| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-21 | 100.00 | 100.00 | 3.62 | 0.00 | 3.62 |
| 2025-01-21 | 100.00 | 100.00 | 3.62 | 0.00 | 3.62 |
| 2025-07-21 | 0.00 | 0.00 | 3.62 | 100.00 | 103.62 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNMCD | Valor Tecnico | 102.66 | Semana TIR | -2.70% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | -112.46% |
| Tipo | Corporativo | Paridad | 104.72% | Semestre TIR | -108.96% |
| País | Argentina | TIR | -0.38% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.62 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.62 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-11-15 12:35:24 | Effective Dur. | -0.00 | Mes Precio | 2.38% |
| Volumen | 0 | Convexidad | 1.01 | Semestre Precio | 1.42% |
| Precio | 107.50 | Int. Corrido | 2.66 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 3.62 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 118.25 | 10.00% | -14.63 | 3751.15% |
| 117.17 | 9.00% | -13.36 | 3416.37% |
| 116.10 | 8.00% | -12.06 | 3073.68% |
| 115.03 | 7.00% | -10.72 | 2722.32% |
| 113.95 | 6.00% | -9.36 | 2362.19% |
| 112.88 | 5.00% | -7.95 | 1993.11% |
| 111.80 | 4.00% | -6.51 | 1614.29% |
| 110.72 | 3.00% | -5.04 | 1226.00% |
| 109.65 | 2.00% | -3.53 | 827.71% |
| 108.58 | 1.00% | -1.97 | 418.90% |
| 107.50 | 0.00% | -0.38 | 0.00% |
| 106.42 | -1.00% | 1.26 | -431.97% |
| 105.35 | -2.00% | 2.94 | -874.47% |
| 104.28 | -3.00% | 4.67 | -1329.34% |
| 103.20 | -4.00% | 6.45 | -1796.66% |
| 102.12 | -5.00% | 8.27 | -2276.88% |
| 101.05 | -6.00% | 10.15 | -2770.77% |
| 99.97 | -7.00% | 12.08 | -3278.88% |
| 98.90 | -8.00% | 14.07 | -3801.55% |
| 97.83 | -9.00% | 16.11 | -4339.74% |
| 96.75 | -10.00% | 18.22 | -4893.45% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -0.35 | -9.00% | 107.48 | -0.02% |
| -0.35 | -8.00% | 107.48 | -0.02% |
| -0.35 | -7.00% | 107.48 | -0.01% |
| -0.36 | -6.00% | 107.49 | -0.01% |
| -0.36 | -5.00% | 107.49 | -0.01% |
| -0.36 | -4.00% | 107.49 | -0.01% |
| -0.37 | -3.00% | 107.49 | -0.01% |
| -0.37 | -2.00% | 107.50 | 0.00% |
| -0.38 | -1.00% | 107.50 | 0.00% |
| -0.38 | 0.00% | 107.50 | 0.00% |
| -0.38 | 1.00% | 107.50 | 0.00% |
| -0.39 | 2.00% | 107.51 | 0.01% |
| -0.39 | 3.00% | 107.51 | 0.01% |
| -0.40 | 4.00% | 107.51 | 0.01% |
| -0.40 | 5.00% | 107.51 | 0.01% |
| -0.40 | 6.00% | 107.52 | 0.02% |
| -0.41 | 7.00% | 107.52 | 0.02% |
| -0.41 | 8.00% | 107.52 | 0.02% |
| -0.41 | 9.00% | 107.52 | 0.02% |
| Desarrollo TIR -0.38% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+-0.38)^(48/360)] | 3.63 | i |
| 2025-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+-0.38)^(228/360)] | 3.63 | i |
| 2025-07-21 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+-0.38)^(228/360)] | 100.24 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.0725 x (180/360)) x 1.00 x 1 x 100.00 x (132/180) | 2.66 |
| 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) | (48 / 360) | 0.13 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+-0.38)^(48/360)] | 3.63 | 0.03 | 0.00 | i | |
| 2025-07-21 | (Dias para cupon / Dias Año) | (228 / 360) | 0.63 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+-0.38)^(228/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+-0.38)^(228/360)] | 103.87 | 0.97 | 0.61 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.62 | 0.62 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.62)/(1 + -0.38/100) | 0.62 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (107.50 - 107.50 )/( 2 x 107.50 x 0.01) | -0.00 |
| 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)] | (48 / 360) ^ 2 + (48 / 360) | 0.15 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+-0.38)^(48/360)] | 3.63 | 0.55 | i |
| 2025-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (228 / 360) ^ 2 + (228 / 360) | 1.03 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+-0.38)^(228/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+-0.38)^(228/360)] | 103.87 | 107.45 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107.50 x ((1 + -0.376) ^ 2)]] x 108.00] | 1.01 |
| 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 |