| 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 | 107907.00 | 4623.74 | 0.00 | 4623.74 |
| 2025-08-29 | 100.00 | 107907.00 | 4548.35 | 0.00 | 4548.35 |
| 2026-03-01 | 100.00 | 107907.00 | 4623.74 | 0.00 | 4623.74 |
| 2026-08-29 | 100.00 | 107907.00 | 4548.35 | 0.00 | 4548.35 |
| 2027-03-01 | 0.00 | 0.00 | 4623.74 | 107907.00 | 112530.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PECAO | Valor Tecnico | 110017.84 | Semana TIR | 11.21% |
| Emisor | Petrolera Aconcagua Energía SPetrolera Aconcagua Energía S.A. | Valor Residual | 100.00% | Mes TIR | 6.53% |
| Tipo | Corporativo | Paridad | 97.28% | Semestre TIR | -11.69% |
| País | Argentina | TIR | 10.12% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 2.07 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.88 | Semana Precio | -4.01% |
| Fecha/Hora | 2024-11-20 16:42:01 | Effective Dur. | 0.19 | Mes Precio | -7.85% |
| Volumen | 0 | Convexidad | 5.48 | Semestre Precio | -0.90% |
| Precio | 107030.00 | Int. Corrido | 2110.84 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 4623.74 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117733.00 | 10.00% | 5.19 | -47.85% |
| 116662.70 | 9.00% | 5.65 | -43.21% |
| 115592.40 | 8.00% | 6.12 | -38.51% |
| 114522.10 | 7.00% | 6.59 | -33.73% |
| 113451.80 | 6.00% | 7.08 | -28.89% |
| 112381.50 | 5.00% | 7.56 | -23.98% |
| 111311.20 | 4.00% | 8.06 | -18.99% |
| 110240.90 | 3.00% | 8.56 | -13.94% |
| 109170.60 | 2.00% | 9.08 | -8.79% |
| 108100.30 | 1.00% | 9.59 | -3.59% |
| 107030.00 | 0.00% | 10.12 | 0.00% |
| 105959.70 | -1.00% | 10.65 | 7.08% |
| 104889.40 | -2.00% | 11.20 | 12.55% |
| 103819.10 | -3.00% | 11.75 | 18.10% |
| 102748.80 | -4.00% | 12.31 | 23.74% |
| 101678.50 | -5.00% | 12.88 | 29.47% |
| 100608.20 | -6.00% | 13.46 | 35.29% |
| 99537.90 | -7.00% | 14.05 | 41.21% |
| 98467.60 | -8.00% | 14.65 | 47.23% |
| 97397.30 | -9.00% | 15.26 | 53.36% |
| 96327.00 | -10.00% | 15.88 | 59.58% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 10.85 | 9.00% | 105582.44 | -1.35% |
| 10.75 | 8.00% | 105779.14 | -1.17% |
| 10.65 | 7.00% | 105976.41 | -0.98% |
| 10.55 | 6.00% | 106174.24 | -0.80% |
| 10.45 | 5.00% | 106372.65 | -0.61% |
| 10.35 | 4.00% | 106571.63 | -0.43% |
| 10.25 | 3.00% | 106771.19 | -0.24% |
| 10.15 | 2.00% | 106971.32 | -0.05% |
| 9.95 | 0.00% | 107030.00 | 0.00% |
| 10.05 | 1.00% | 107172.03 | 0.13% |
| 9.85 | -1.00% | 107575.21 | 0.51% |
| 9.75 | -2.00% | 107777.67 | 0.70% |
| 9.65 | -3.00% | 107980.73 | 0.89% |
| 9.55 | -4.00% | 108184.37 | 1.08% |
| 9.45 | -5.00% | 108388.61 | 1.27% |
| 9.35 | -6.00% | 108593.44 | 1.46% |
| 9.25 | -7.00% | 108798.88 | 1.65% |
| 9.15 | -8.00% | 109004.91 | 1.85% |
| 9.05 | -9.00% | 109211.54 | 2.04% |
| Desarrollo TIR 10.12% | ||||
|---|---|---|---|---|
| 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 1079.07]/[(1+10.12)^(100/365)] | 4503.22 | 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 1079.07]/[(1+10.12)^(281/365)] | 4223.02 | 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 1079.07]/[(1+10.12)^(465/365)] | 4089.38 | 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 1079.07]/[(1+10.12)^(646/365)] | 3834.92 | 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 1079.07]/[(1+10.12)^(830/365)] | 3713.56 | i |
| 2027-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1079.07]/[(1+10.12)^(830/365)] | 86665.65 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (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 1079.07 x (84/184) | 2110.84 |
| 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) | (100 / 365) | 0.27 | [(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 1079.07]/[(1+10.12)^(100/365)] | 4503.22 | 0.04 | 0.01 | i | |
| 2025-08-29 | (Dias para cupon / Dias Año) | (281 / 365) | 0.77 | [(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 1079.07]/[(1+10.12)^(281/365)] | 4223.02 | 0.04 | 0.03 | i | |
| 2026-03-01 | (Dias para cupon / Dias Año) | (465 / 365) | 1.27 | [(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 1079.07]/[(1+10.12)^(465/365)] | 4089.38 | 0.04 | 0.05 | i | |
| 2026-08-29 | (Dias para cupon / Dias Año) | (646 / 365) | 1.77 | [(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 1079.07]/[(1+10.12)^(646/365)] | 3834.92 | 0.04 | 0.06 | i | |
| 2027-03-01 | (Dias para cupon / Dias Año) | (830 / 365) | 2.27 | [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 1079.07]/[(1+10.12)^(830/365)]+[(0.085 x (184/365)) x 100.00% x 100.00 x 1079.07]/[(1+10.12)^(830/365)] | 90379.22 | 0.84 | 1.92 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.07 | 2.07 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.07)/(1 + 10.12/100) | 1.88 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106826.04 - 107234.08 )/( 2 x 107030 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. |
| 2025-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (100 / 365) ^ 2 + (100 / 365) | 0.35 | [(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 (184/365)) x 100.00% x 100.00 x 1079.07]/[(1+10.12)^(100/365)] | 4503.22 | 1571.78 | i |
| 2025-08-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (281 / 365) ^ 2 + (281 / 365) | 1.36 | [(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 1079.07]/[(1+10.12)^(281/365)] | 4223.02 | 5754.08 | i |
| 2026-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (465 / 365) ^ 2 + (465 / 365) | 2.90 | [(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 1079.07]/[(1+10.12)^(465/365)] | 4089.38 | 11846.84 | i |
| 2026-08-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (646 / 365) ^ 2 + (646 / 365) | 4.90 | [(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 1079.07]/[(1+10.12)^(646/365)] | 3834.92 | 18799.87 | i |
| 2027-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (830 / 365) ^ 2 + (830 / 365) | 7.44 | [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 1079.07]/[(1+10.12)^(830/365)]+[(0.085 x (184/365)) x 100.00% x 100.00 x 1079.07]/[(1+10.12)^(830/365)] | 90379.22 | 672866.41 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107030 x ((1 + 10.12) ^ 2)]] x 710838.97] | 5.48 |
| 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 |