| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-08-29 | 100.00 | 127014.00 | 5383.31 | 0.00 | 5383.31 |
| 2025-03-01 | 100.00 | 122577.00 | 5252.34 | 0.00 | 5252.34 |
| 2025-08-29 | 100.00 | 114581.00 | 4829.67 | 0.00 | 4829.67 |
| 2026-03-01 | 100.00 | 114581.00 | 4909.72 | 0.00 | 4909.72 |
| 2026-08-29 | 100.00 | 114581.00 | 4829.67 | 0.00 | 4829.67 |
| 2027-03-01 | 0.00 | 0.00 | 4909.72 | 114581.00 | 119490.72 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PECAO | Valor Tecnico | 116448.83 | Semana TIR | 20.37% |
| Emisor | Petrolera Aconcagua Energía SPetrolera Aconcagua Energía S.A. | Valor Residual | 100.00% | Mes TIR | 10.21% |
| Tipo | Corporativo | Paridad | 93.86% | Semestre TIR | 33.86% |
| País | Argentina | TIR | 12.83% | 1ero Enero TIR | -6.06% |
| Mercado | BYMA | Macaulay Dur. | 1.68 | Año TIR | 27.79% |
| Moneda | ARS | Modified Dur. | 1.49 | Semana Precio | -5.86% |
| Fecha/Hora | 2025-05-09 12:45:25 | Effective Dur. | 0.19 | Mes Precio | -16.58% |
| Volumen | 3008 | Convexidad | 3.66 | Semestre Precio | -3.29% |
| Precio | 109300.00 | Int. Corrido | 1867.83 | 1ero Enero Precio | -0.77% |
| Variación | 2.16% | Cupon | 4829.67 | Año Precio | 7.16% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 120230.00 | 10.00% | 6.63 | -48.30% |
| 119137.00 | 9.00% | 7.21 | -43.80% |
| 118044.00 | 8.00% | 7.80 | -39.23% |
| 116951.00 | 7.00% | 8.39 | -34.59% |
| 115858.00 | 6.00% | 9.00 | -29.89% |
| 114765.00 | 5.00% | 9.61 | -25.10% |
| 113672.00 | 4.00% | 10.23 | -20.24% |
| 112579.00 | 3.00% | 10.87 | -15.31% |
| 111486.00 | 2.00% | 11.51 | -10.29% |
| 110393.00 | 1.00% | 12.16 | -5.20% |
| 109300.00 | 0.00% | 12.83 | 0.00% |
| 108207.00 | -1.00% | 13.50 | 5.24% |
| 107114.00 | -2.00% | 14.19 | 10.59% |
| 106021.00 | -3.00% | 14.89 | 16.04% |
| 104928.00 | -4.00% | 15.60 | 21.57% |
| 103835.00 | -5.00% | 16.32 | 27.20% |
| 102742.00 | -6.00% | 17.05 | 32.93% |
| 101649.00 | -7.00% | 17.80 | 38.76% |
| 100556.00 | -8.00% | 18.56 | 44.70% |
| 99463.00 | -9.00% | 19.34 | 50.74% |
| 98370.00 | -10.00% | 20.13 | 56.89% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 13.98 | 9.00% | 107436.63 | -1.70% |
| 13.86 | 8.00% | 107640.48 | -1.52% |
| 13.73 | 7.00% | 107844.96 | -1.33% |
| 13.60 | 6.00% | 108050.07 | -1.14% |
| 13.47 | 5.00% | 108255.83 | -0.96% |
| 13.34 | 4.00% | 108462.23 | -0.77% |
| 13.21 | 3.00% | 108669.28 | -0.58% |
| 13.09 | 2.00% | 108876.98 | -0.39% |
| 12.96 | 1.00% | 109085.33 | -0.20% |
| 12.83 | 0.00% | 109300.00 | 0.00% |
| 12.70 | -1.00% | 109504.00 | 0.19% |
| 12.57 | -2.00% | 109714.32 | 0.38% |
| 12.45 | -3.00% | 109925.31 | 0.57% |
| 12.32 | -4.00% | 110136.96 | 0.77% |
| 12.19 | -5.00% | 110349.28 | 0.96% |
| 12.06 | -6.00% | 110562.27 | 1.15% |
| 11.93 | -7.00% | 110775.94 | 1.35% |
| 11.80 | -8.00% | 110990.28 | 1.55% |
| 11.68 | -9.00% | 111205.31 | 1.74% |
| Desarrollo TIR 12.83% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-08-29 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(111/365)] | 4655.59 | i |
| 2026-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(295/365)] | 4453.34 | i |
| 2026-08-29 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(476/365)] | 4126.20 | i |
| 2027-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(660/365)] | 3946.95 | i |
| 2027-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+12.83)^(660/365)] | 92112.27 | 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) | (0.085 x (181/365)) x 1.00 x 1 x 100.00 x 1145.81 x (70/181) | 1867.83 |
| 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. | |
| 2025-08-29 | (Dias para cupon / Dias Año) | (111 / 365) | 0.30 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(111/365)] | 4655.63 | 0.04 | 0.01 | i | |
| 2026-03-01 | (Dias para cupon / Dias Año) | (295 / 365) | 0.81 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(295/365)] | 4453.45 | 0.04 | 0.03 | i | |
| 2026-08-29 | (Dias para cupon / Dias Año) | (476 / 365) | 1.30 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(476/365)] | 4126.35 | 0.04 | 0.05 | i | |
| 2027-03-01 | (Dias para cupon / Dias Año) | (660 / 365) | 1.81 | [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+12.83)^(660/365)]+[(0.085 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(660/365)] | 96064.31 | 0.88 | 1.59 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.68 | 1.68 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.68)/(1 + 12.83/100) | 1.49 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (109090.77 - 109509.37 )/( 2 x 109300 x 0.01) | 0.19 |
| 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. |
| 2025-08-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (111 / 365) ^ 2 + (111 / 365) | 0.40 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(111/365)] | 4655.63 | 1846.39 | i |
| 2026-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (295 / 365) ^ 2 + (295 / 365) | 1.46 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(295/365)] | 4453.45 | 6508.43 | i |
| 2026-08-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (476 / 365) ^ 2 + (476 / 365) | 3.00 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(476/365)] | 4126.35 | 12398.92 | i |
| 2027-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (660 / 365) ^ 2 + (660 / 365) | 5.08 | [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+12.83)^(660/365)]+[(0.085 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.83)^(660/365)] | 96064.31 | 487802.64 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [109300 x ((1 + 12.8266875) ^ 2)]] x 508556.38] | 3.66 |
| F. de Emision | 2024-02-29 | ||
| F. de Vencimiento | 2027-03-01 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las ON Clase X será amortizado en forma íntegra en la Fecha de Vencimiento de las ON Clase X | ||
| Interes | Tasa de Corte: 8,50% | ||
| Frecuencia | 29 de agosto de 2024, 1° de marzo de 2025, 29 de agosto de 2025, 1° de marzo de 2026, 29 de agosto de 2026 y 1° de marzo de 2027. | ||
| ISIN | AR0342949143 |