| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2028-09-12 | 0.00 | 0.00 | 0.00 | 111750.00 | 111750.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCRO | Valor Tecnico | 111750.00 | Semana TIR | -7.96% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 10.72% |
| Tipo | Corporativo | Paridad | 57.99% | Semestre TIR | 39.41% |
| País | Argentina | TIR | 17.68% | 1ero Enero TIR | 23.82% |
| Mercado | BYMA | Macaulay Dur. | 3.35 | Año TIR | 31.60% |
| Moneda | ARS | Modified Dur. | 2.84 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-02-26 16:40:14 | Effective Dur. | 0.50 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 10.51 | Semestre Precio | 2.86% |
| Precio | 64800.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 2.86% |
| Variación | 0.00% | Cupon | 111750.00 | Año Precio | 27.06% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 71280.00 | 10.00% | 14.37 | -18.70% |
| 70632.00 | 9.00% | 14.69 | -16.93% |
| 69984.00 | 8.00% | 15.00 | -15.14% |
| 69336.00 | 7.00% | 15.32 | -13.33% |
| 68688.00 | 6.00% | 15.65 | -11.50% |
| 68040.00 | 5.00% | 15.98 | -9.64% |
| 67392.00 | 4.00% | 16.31 | -7.76% |
| 66744.00 | 3.00% | 16.64 | -5.87% |
| 66096.00 | 2.00% | 16.98 | -3.94% |
| 65448.00 | 1.00% | 17.33 | -1.99% |
| 64800.00 | 0.00% | 17.68 | 0.00% |
| 64152.00 | -1.00% | 18.03 | 1.99% |
| 63504.00 | -2.00% | 18.39 | 4.01% |
| 62856.00 | -3.00% | 18.75 | 6.07% |
| 62208.00 | -4.00% | 19.12 | 8.15% |
| 61560.00 | -5.00% | 19.49 | 10.26% |
| 60912.00 | -6.00% | 19.87 | 12.40% |
| 60264.00 | -7.00% | 20.26 | 14.57% |
| 59616.00 | -8.00% | 20.65 | 16.77% |
| 58968.00 | -9.00% | 21.04 | 19.01% |
| 58320.00 | -10.00% | 21.44 | 21.27% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 19.27 | 9.00% | 61945.62 | -4.40% |
| 19.09 | 8.00% | 62254.03 | -3.93% |
| 18.92 | 7.00% | 62564.44 | -3.45% |
| 18.74 | 6.00% | 62876.87 | -2.97% |
| 18.56 | 5.00% | 63191.33 | -2.48% |
| 18.39 | 4.00% | 63507.83 | -1.99% |
| 18.21 | 3.00% | 63826.39 | -1.50% |
| 18.03 | 2.00% | 64147.03 | -1.01% |
| 17.86 | 1.00% | 64469.77 | -0.51% |
| 17.68 | 0.00% | 64800.00 | 0.00% |
| 17.50 | -1.00% | 65121.59 | 0.50% |
| 17.33 | -2.00% | 65450.71 | 1.00% |
| 17.15 | -3.00% | 65782.00 | 1.52% |
| 16.97 | -4.00% | 66115.47 | 2.03% |
| 16.80 | -5.00% | 66451.13 | 2.55% |
| 16.62 | -6.00% | 66789.01 | 3.07% |
| 16.44 | -7.00% | 67129.13 | 3.59% |
| 16.27 | -8.00% | 67471.50 | 4.12% |
| 16.09 | -9.00% | 67816.14 | 4.65% |
| Desarrollo TIR 17.68% | ||||
|---|---|---|---|---|
| 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 1117.5000 x 100.00% x 100.00]/[(1+17.68)^(1222/365)] | 0.00 | i |
| 2028-09-12 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1117.5000 x 1 x 100.00]/[(1+17.68)^(1222/365)] | 64794.61 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (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 1117.50 x 1 x 100.00 x (605/1827) | 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) | (1222 / 365) | 3.35 | [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)] | [1117.5000 x 1 x 100.00]/[(1+17.68)^(1222/365)]+[(0 x (1827/365)) x 1117.5000 x 100.00% x 100.00]/[(1+17.68)^(1222/365)] | 64798.88 | 1.00 | 3.35 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 3.35 | 3.35 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (3.35)/(1 + 17.68/100) | 2.84 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (64474.04 - 65125.84 )/( 2 x 64800.00 x 0.01) | 0.50 |
| 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)] | (1222 / 365) ^ 2 + (1222 / 365) | 14.56 | [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)] | [1117.5000 x 1 x 100.00]/[(1+17.68)^(1222/365)]+[(0 x (1827/365)) x 1117.5000 x 100.00% x 100.00]/[(1+17.68)^(1222/365)] | 64798.88 | 943256.65 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [64800.00 x ((1 + 17.6776875) ^ 2)]] x 943256.65] | 10.51 |
| 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 |