| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2028-09-12 | 0.00 | 0.00 | 0.00 | 99975.00 | 99975.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCRO | Valor Tecnico | 99975.00 | Semana TIR | 0.55% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 3.79% |
| Tipo | Corporativo | Paridad | 63.02% | Semestre TIR | -6.33% |
| País | Argentina | TIR | 12.88% | 1ero Enero TIR | 7.73% |
| Mercado | BYMA | Macaulay Dur. | 3.81 | Año TIR | 321.57% |
| Moneda | ARS | Modified Dur. | 3.38 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-11-07 15:30:25 | Effective Dur. | 0.43 | Mes Precio | 0.96% |
| Volumen | 0 | Convexidad | 14.39 | Semestre Precio | 23.53% |
| Precio | 63000.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 32.63% |
| Variación | 0.00% | Cupon | 99975.00 | Año Precio | 32.63% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 69300.00 | 10.00% | 10.09 | -21.62% |
| 68670.00 | 9.00% | 10.36 | -19.58% |
| 68040.00 | 8.00% | 10.63 | -17.50% |
| 67410.00 | 7.00% | 10.90 | -15.40% |
| 66780.00 | 6.00% | 11.17 | -13.28% |
| 66150.00 | 5.00% | 11.45 | -11.13% |
| 65520.00 | 4.00% | 11.73 | -8.96% |
| 64890.00 | 3.00% | 12.01 | -6.75% |
| 64260.00 | 2.00% | 12.30 | -4.52% |
| 63630.00 | 1.00% | 12.59 | -2.26% |
| 63000.00 | 0.00% | 12.88 | 0.00% |
| 62370.00 | -1.00% | 13.18 | 2.33% |
| 61740.00 | -2.00% | 13.48 | 4.68% |
| 61110.00 | -3.00% | 13.79 | 7.05% |
| 60480.00 | -4.00% | 14.10 | 9.46% |
| 59850.00 | -5.00% | 14.41 | 11.90% |
| 59220.00 | -6.00% | 14.73 | 14.36% |
| 58590.00 | -7.00% | 15.05 | 16.87% |
| 57960.00 | -8.00% | 15.38 | 19.41% |
| 57330.00 | -9.00% | 15.71 | 21.98% |
| 56700.00 | -10.00% | 16.05 | 24.59% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 14.04 | 9.00% | 60598.29 | -3.81% |
| 13.91 | 8.00% | 60859.83 | -3.40% |
| 13.78 | 7.00% | 61122.79 | -2.98% |
| 13.65 | 6.00% | 61387.19 | -2.56% |
| 13.52 | 5.00% | 61653.04 | -2.14% |
| 13.40 | 4.00% | 61920.34 | -1.71% |
| 13.27 | 3.00% | 62189.11 | -1.29% |
| 13.14 | 2.00% | 62459.35 | -0.86% |
| 13.01 | 1.00% | 62731.08 | -0.43% |
| 12.88 | 0.00% | 63000.00 | 0.00% |
| 12.75 | -1.00% | 63279.02 | 0.44% |
| 12.62 | -2.00% | 63555.26 | 0.88% |
| 12.49 | -3.00% | 63833.02 | 1.32% |
| 12.36 | -4.00% | 64112.32 | 1.77% |
| 12.24 | -5.00% | 64393.16 | 2.21% |
| 12.11 | -6.00% | 64675.55 | 2.66% |
| 11.98 | -7.00% | 64959.52 | 3.11% |
| 11.85 | -8.00% | 65245.05 | 3.56% |
| 11.72 | -9.00% | 65532.17 | 4.02% |
| Desarrollo TIR 12.88% | ||||
|---|---|---|---|---|
| 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 999.7500 x 100.00% x 100.00]/[(1+12.88)^(1391/365)] | 0.00 | i |
| 2028-09-12 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+12.88)^(1391/365)] | 63004.30 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (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 999.75 x 1 x 100.00 x (436/1827) | 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) | (1391 / 365) | 3.81 | [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)] | [999.7500 x 1 x 100.00]/[(1+12.88)^(1391/365)]+[(0 x (1827/365)) x 999.7500 x 100.00% x 100.00]/[(1+12.88)^(1391/365)] | 62997.92 | 1.00 | 3.81 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 3.81 | 3.81 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (3.81)/(1 + 12.88/100) | 3.38 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (62724.67 - 63272.67 )/( 2 x 63000.00 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)] | (1391 / 365) ^ 2 + (1391 / 365) | 18.33 | [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)] | [999.7500 x 1 x 100.00]/[(1+12.88)^(1391/365)]+[(0 x (1827/365)) x 999.7500 x 100.00% x 100.00]/[(1+12.88)^(1391/365)] | 62997.92 | 1155026.93 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [63000.00 x ((1 + 12.883) ^ 2)]] x 1155026.93] | 14.39 |
| 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 |