| 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 | 115776.00 | 4960.92 | 0.00 | 4960.92 |
| 2025-08-29 | 100.00 | 115776.00 | 4880.04 | 0.00 | 4880.04 |
| 2026-03-01 | 100.00 | 115776.00 | 4960.92 | 0.00 | 4960.92 |
| 2026-08-29 | 100.00 | 115776.00 | 4880.04 | 0.00 | 4880.04 |
| 2027-03-01 | 0.00 | 0.00 | 4960.92 | 115776.00 | 120736.92 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PECAO | Valor Tecnico | 117097.12 | Semana TIR | 66.00% |
| Emisor | Petrolera Aconcagua Energía SPetrolera Aconcagua Energía S.A. | Valor Residual | 100.00% | Mes TIR | 32.36% |
| Tipo | Corporativo | Paridad | 99.19% | Semestre TIR | -19.29% |
| País | Argentina | TIR | 9.08% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 2.17 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.99 | Semana Precio | -4.80% |
| Fecha/Hora | 2024-10-17 14:37:07 | Effective Dur. | 0.18 | Mes Precio | -8.36% |
| Volumen | 100 | Convexidad | 6.01 | Semestre Precio | 17.11% |
| Precio | 116150.00 | Int. Corrido | 1321.12 | 1ero Enero Precio | S/D |
| Variación | 0.96% | Cupon | 4960.92 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 127765.00 | 10.00% | 4.41 | -51.44% |
| 126603.50 | 9.00% | 4.85 | -46.62% |
| 125442.00 | 8.00% | 5.29 | -41.74% |
| 124280.50 | 7.00% | 5.74 | -36.78% |
| 123119.00 | 6.00% | 6.20 | -31.75% |
| 121957.50 | 5.00% | 6.66 | -26.65% |
| 120796.00 | 4.00% | 7.13 | -21.48% |
| 119634.50 | 3.00% | 7.61 | -16.23% |
| 118473.00 | 2.00% | 8.09 | -10.91% |
| 117311.50 | 1.00% | 8.58 | -5.50% |
| 116150.00 | 0.00% | 9.08 | 0.00% |
| 114988.50 | -1.00% | 9.58 | 5.56% |
| 113827.00 | -2.00% | 10.10 | 11.21% |
| 112665.50 | -3.00% | 10.62 | 16.97% |
| 111504.00 | -4.00% | 11.15 | 22.80% |
| 110342.50 | -5.00% | 11.69 | 28.73% |
| 109181.00 | -6.00% | 12.24 | 34.75% |
| 108019.50 | -7.00% | 12.79 | 40.89% |
| 106858.00 | -8.00% | 13.36 | 47.10% |
| 105696.50 | -9.00% | 13.93 | 53.43% |
| 104535.00 | -10.00% | 14.52 | 59.87% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.90 | 9.00% | 114279.39 | -1.61% |
| 9.81 | 8.00% | 114484.62 | -1.43% |
| 9.72 | 7.00% | 114690.41 | -1.26% |
| 9.62 | 6.00% | 114896.76 | -1.08% |
| 9.53 | 5.00% | 115103.68 | -0.90% |
| 9.44 | 4.00% | 115311.16 | -0.72% |
| 9.35 | 3.00% | 115519.21 | -0.54% |
| 9.26 | 2.00% | 115727.83 | -0.36% |
| 9.17 | 1.00% | 115937.02 | -0.18% |
| 9.08 | 0.00% | 116150.00 | 0.00% |
| 8.99 | -1.00% | 116357.13 | 0.18% |
| 8.90 | -2.00% | 116568.04 | 0.36% |
| 8.81 | -3.00% | 116779.54 | 0.54% |
| 8.72 | -4.00% | 116991.62 | 0.72% |
| 8.63 | -5.00% | 117204.29 | 0.91% |
| 8.54 | -6.00% | 117417.54 | 1.09% |
| 8.44 | -7.00% | 117631.38 | 1.28% |
| 8.35 | -8.00% | 117845.80 | 1.46% |
| 8.26 | -9.00% | 118060.83 | 1.65% |
| Desarrollo TIR 9.08% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-01 | [(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 1157.76]/[(1+9.08)^(135/365)] | 4803.99 | i |
| 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 1157.76]/[(1+9.08)^(316/365)] | 4526.32 | 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 1157.76]/[(1+9.08)^(500/365)] | 4404.10 | 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 1157.76]/[(1+9.08)^(681/365)] | 4149.54 | 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 1157.76]/[(1+9.08)^(865/365)] | 4037.49 | i |
| 2027-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1157.76]/[(1+9.08)^(865/365)] | 94225.35 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | (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 (184/365)) x 1.00 x 1 x 100.00 x 1157.76 x (49/184) | 1321.12 |
| 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. | |
| 2025-03-01 | (Dias para cupon / Dias Año) | (135 / 365) | 0.37 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (184/365)) x 100.00% x 100.00 x 1157.76]/[(1+9.08)^(135/365)] | 4804.01 | 0.04 | 0.02 | i | |
| 2025-08-29 | (Dias para cupon / Dias Año) | (316 / 365) | 0.87 | [(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 1157.76]/[(1+9.08)^(316/365)] | 4526.37 | 0.04 | 0.03 | i | |
| 2026-03-01 | (Dias para cupon / Dias Año) | (500 / 365) | 1.37 | [(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 1157.76]/[(1+9.08)^(500/365)] | 4404.17 | 0.04 | 0.05 | i | |
| 2026-08-29 | (Dias para cupon / Dias Año) | (681 / 365) | 1.87 | [(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 1157.76]/[(1+9.08)^(681/365)] | 4149.63 | 0.04 | 0.07 | i | |
| 2027-03-01 | (Dias para cupon / Dias Año) | (865 / 365) | 2.37 | [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 1157.76]/[(1+9.08)^(865/365)]+[(0.085 x (184/365)) x 100.00% x 100.00 x 1157.76]/[(1+9.08)^(865/365)] | 98265.64 | 0.85 | 2.00 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.17 | 2.17 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.17)/(1 + 9.08/100) | 1.99 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115940.08 - 116360.14 )/( 2 x 116150 x 0.01) | 0.18 |
| 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. |
| 2025-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (135 / 365) ^ 2 + (135 / 365) | 0.51 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (184/365)) x 100.00% x 100.00 x 1157.76]/[(1+9.08)^(135/365)] | 4804.01 | 2434.01 | i |
| 2025-08-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (316 / 365) ^ 2 + (316 / 365) | 1.62 | [(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 1157.76]/[(1+9.08)^(316/365)] | 4526.37 | 7311.36 | i |
| 2026-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (500 / 365) ^ 2 + (500 / 365) | 3.25 | [(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 1157.76]/[(1+9.08)^(500/365)] | 4404.17 | 14297.64 | i |
| 2026-08-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (681 / 365) ^ 2 + (681 / 365) | 5.35 | [(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 1157.76]/[(1+9.08)^(681/365)] | 4149.63 | 22187.22 | i |
| 2027-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (865 / 365) ^ 2 + (865 / 365) | 7.99 | [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 1157.76]/[(1+9.08)^(865/365)]+[(0.085 x (184/365)) x 100.00% x 100.00 x 1157.76]/[(1+9.08)^(865/365)] | 98265.64 | 784760.60 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [116150 x ((1 + 9.0786874999999) ^ 2)]] x 830990.82] | 6.01 |
| 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 |