| 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 | 102.20 | Semana TIR | 14.44% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | 43.31% |
| Tipo | Corporativo | Paridad | 100.40% | Semestre TIR | 64.62% |
| País | Argentina | TIR | 5.17% | 1ero Enero TIR | 23.72% |
| Mercado | BYMA | Macaulay Dur. | 0.20 | Año TIR | 29.36% |
| Moneda | USD | Modified Dur. | 0.19 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-14 11:46:25 | Effective Dur. | 0.01 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.21 | Semestre Precio | -2.29% |
| Precio | 102.60 | Int. Corrido | 2.20 | 1ero Enero Precio | -2.19% |
| Variación | 0.00% | Cupon | 103.62 | Año Precio | -3.21% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.86 | 10.00% | -35.13 | -779.57% |
| 111.83 | 9.00% | -32.06 | -720.11% |
| 110.81 | 8.00% | -28.81 | -657.25% |
| 109.78 | 7.00% | -25.37 | -590.75% |
| 108.76 | 6.00% | -21.73 | -520.35% |
| 107.73 | 5.00% | -17.88 | -445.82% |
| 106.70 | 4.00% | -13.80 | -366.85% |
| 105.68 | 3.00% | -9.47 | -283.13% |
| 104.65 | 2.00% | -4.88 | -194.32% |
| 103.63 | 1.00% | -0.00 | -100.09% |
| 102.60 | 0.00% | 5.17 | 0.00% |
| 101.57 | -1.00% | 10.67 | 106.36% |
| 100.55 | -2.00% | 16.51 | 219.44% |
| 99.52 | -3.00% | 22.73 | 339.72% |
| 98.50 | -4.00% | 29.35 | 467.79% |
| 97.47 | -5.00% | 36.41 | 604.24% |
| 96.44 | -6.00% | 43.93 | 749.67% |
| 95.42 | -7.00% | 51.95 | 904.81% |
| 94.39 | -8.00% | 60.51 | 1070.41% |
| 93.37 | -9.00% | 69.66 | 1247.30% |
| 92.34 | -10.00% | 79.43 | 1436.41% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 5.64 | 9.00% | 102.51 | -0.09% |
| 5.58 | 8.00% | 102.52 | -0.08% |
| 5.53 | 7.00% | 102.53 | -0.07% |
| 5.48 | 6.00% | 102.54 | -0.06% |
| 5.43 | 5.00% | 102.55 | -0.05% |
| 5.38 | 4.00% | 102.56 | -0.04% |
| 5.33 | 3.00% | 102.57 | -0.03% |
| 5.27 | 2.00% | 102.58 | -0.02% |
| 5.22 | 1.00% | 102.59 | -0.01% |
| 5.17 | 0.00% | 102.60 | 0.00% |
| 5.12 | -1.00% | 102.61 | 0.01% |
| 5.07 | -2.00% | 102.62 | 0.02% |
| 5.01 | -3.00% | 102.63 | 0.03% |
| 4.96 | -4.00% | 102.64 | 0.04% |
| 4.91 | -5.00% | 102.65 | 0.05% |
| 4.86 | -6.00% | 102.66 | 0.06% |
| 4.81 | -7.00% | 102.67 | 0.07% |
| 4.76 | -8.00% | 102.68 | 0.08% |
| 4.70 | -9.00% | 102.69 | 0.09% |
| Desarrollo TIR 5.17% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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+5.17)^(71/360)] | 3.59 | i |
| 2025-07-21 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+5.17)^(71/360)] | 99.01 | 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 (Dias Corridos / Dias entre Cupones) | (0.0725 x (180/360)) x 1.00 x 1 x 100.00 x (109/180) | 2.20 |
| 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]/[(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+5.17)^(71/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+5.17)^(71/360)] | 102.60 | 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 + 5.17/100) | 0.19 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.59 - 102.61 )/( 2 x 102.60 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. |
| 2025-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (71 / 360) ^ 2 + (71 / 360) | 0.24 | [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+5.17)^(71/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+5.17)^(71/360)] | 102.60 | 24.23 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.60 x ((1 + 5.1696875000001) ^ 2)]] x 24.23] | 0.21 |
| 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 |