| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2028-09-12 | 0.00 | 0.00 | 0.00 | 98175.00 | 98175.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCRO | Valor Tecnico | 98175.00 | Semana TIR | 0.99% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | -23.81% |
| Tipo | Corporativo | Paridad | 63.56% | Semestre TIR | -1.36% |
| País | Argentina | TIR | 12.30% | 1ero Enero TIR | 2.80% |
| Mercado | BYMA | Macaulay Dur. | 3.91 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 3.48 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-10-09 16:07:15 | Effective Dur. | 0.43 | Mes Precio | 17.74% |
| Volumen | 0 | Convexidad | 15.20 | Semestre Precio | 20.46% |
| Precio | 62400.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 31.37% |
| Variación | 0.00% | Cupon | 98175.00 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 68640.00 | 10.00% | 9.59 | -22.00% |
| 68016.00 | 9.00% | 9.85 | -19.92% |
| 67392.00 | 8.00% | 10.11 | -17.81% |
| 66768.00 | 7.00% | 10.37 | -15.68% |
| 66144.00 | 6.00% | 10.64 | -13.52% |
| 65520.00 | 5.00% | 10.91 | -11.33% |
| 64896.00 | 4.00% | 11.18 | -9.12% |
| 64272.00 | 3.00% | 11.45 | -6.88% |
| 63648.00 | 2.00% | 11.73 | -4.61% |
| 63024.00 | 1.00% | 12.01 | -2.32% |
| 62400.00 | 0.00% | 12.30 | 0.00% |
| 61776.00 | -1.00% | 12.59 | 2.35% |
| 61152.00 | -2.00% | 12.88 | 4.73% |
| 60528.00 | -3.00% | 13.18 | 7.15% |
| 59904.00 | -4.00% | 13.48 | 9.59% |
| 59280.00 | -5.00% | 13.78 | 12.06% |
| 58656.00 | -6.00% | 14.09 | 14.58% |
| 58032.00 | -7.00% | 14.41 | 17.12% |
| 57408.00 | -8.00% | 14.72 | 19.70% |
| 56784.00 | -9.00% | 15.04 | 22.31% |
| 56160.00 | -10.00% | 15.37 | 24.95% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 13.41 | 9.00% | 60052.52 | -3.76% |
| 13.28 | 8.00% | 60307.66 | -3.35% |
| 13.16 | 7.00% | 60564.16 | -2.94% |
| 13.04 | 6.00% | 60822.03 | -2.53% |
| 12.91 | 5.00% | 61081.29 | -2.11% |
| 12.79 | 4.00% | 61341.94 | -1.70% |
| 12.67 | 3.00% | 61603.98 | -1.28% |
| 12.55 | 2.00% | 61867.43 | -0.85% |
| 12.42 | 1.00% | 62132.30 | -0.43% |
| 12.30 | 0.00% | 62400.00 | 0.00% |
| 12.18 | -1.00% | 62666.32 | 0.43% |
| 12.05 | -2.00% | 62935.49 | 0.86% |
| 11.93 | -3.00% | 63206.12 | 1.29% |
| 11.81 | -4.00% | 63478.21 | 1.73% |
| 11.69 | -5.00% | 63751.77 | 2.17% |
| 11.56 | -6.00% | 64026.82 | 2.61% |
| 11.44 | -7.00% | 64303.36 | 3.05% |
| 11.32 | -8.00% | 64581.39 | 3.50% |
| 11.19 | -9.00% | 64860.94 | 3.94% |
| Desarrollo TIR 12.30% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2028-09-12 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (1827/365)) x 981.7500 x 100.00% x 100.00]/[(1+12.30)^(1426/365)] | 0.00 | i |
| 2028-09-12 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [981.7500 x 1 x 100.00]/[(1+12.30)^(1426/365)] | 62398.59 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (1827/365)) x 981.75 x 1 x 100.00 x (401/1827) | 0.00 |
| 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. | |
| 2028-09-12 | (Dias para cupon / Dias Año) | (1426 / 365) | 3.91 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [981.7500 x 1 x 100.00]/[(1+12.30)^(1426/365)]+[(0 x (1827/365)) x 981.7500 x 100.00% x 100.00]/[(1+12.30)^(1426/365)] | 62399.27 | 1.00 | 3.91 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 3.91 | 3.91 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (3.91)/(1 + 12.30/100) | 3.48 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (62132.98 - 62667.00 )/( 2 x 62400.00 x 0.01) | 0.43 |
| 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. |
| 2028-09-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1426 / 365) ^ 2 + (1426 / 365) | 19.17 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [981.7500 x 1 x 100.00]/[(1+12.30)^(1426/365)]+[(0 x (1827/365)) x 981.7500 x 100.00% x 100.00]/[(1+12.30)^(1426/365)] | 62399.27 | 1196214.05 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [62400.00 x ((1 + 12.2996875) ^ 2)]] x 1196214.05] | 15.20 |
| F. de Emision | 2023-09-12 | ||
| F. de Vencimiento | 2028-09-12 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables será amortizado en una única cuota en la Fecha de Vencimiento de las Obligaciones Negociables Clase XXVI. | ||
| Interes | Tasa Aplicable: 0,00% (cero por ciento). | ||
| Frecuencia | Dado que la Tasa Aplicable de las Obligaciones Negociables Clase XXVI es del 0,00%, las Obligaciones Negociables Clase XXVI no devengarán intereses. | ||
| ISIN | Sin Datos |