| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-02-21 | 100.00 | 83785.00 | 422.37 | 0.00 | 422.37 |
| 2024-05-21 | 100.00 | 88925.00 | 438.53 | 0.00 | 438.53 |
| 2024-08-21 | 100.00 | 94533.00 | 476.55 | 0.00 | 476.55 |
| 2024-11-21 | 100.00 | 99975.00 | 503.98 | 0.00 | 503.98 |
| 2025-02-21 | 0.00 | 0.00 | 503.98 | 99975.00 | 100478.98 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | AER6O | Valor Tecnico | 100473.51 | Semana TIR | 14.17% |
| Emisor | Aeropuertos Argentina 2000 S.AAeropuertos Argentina 2000 S.A. | Valor Residual | 100.00% | Mes TIR | 80.41% |
| Tipo | Corporativo | Paridad | 71.66% | Semestre TIR | 680.04% |
| País | Argentina | TIR | 280.19% | 1ero Enero TIR | 2045.03% |
| Mercado | BYMA | Macaulay Dur. | 0.25 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.07 | Semana Precio | 0.00% |
| Fecha/Hora | Effective Dur. | 0.19 | Mes Precio | 0.00% | |
| Volumen | 0 | Convexidad | 0.02 | Semestre Precio | 0.00% |
| Precio | 72000.00 | Int. Corrido | 498.51 | 1ero Enero Precio | -0.62% |
| Variación | 0.00% | Cupon | 503.98 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 79200.00 | 10.00% | 160.90 | -42.57% |
| 78480.00 | 9.00% | 170.48 | -39.15% |
| 77760.00 | 8.00% | 180.51 | -35.58% |
| 77040.00 | 7.00% | 191.01 | -31.83% |
| 76320.00 | 6.00% | 202.01 | -27.90% |
| 75600.00 | 5.00% | 213.53 | -23.79% |
| 74880.00 | 4.00% | 225.61 | -19.48% |
| 74160.00 | 3.00% | 238.28 | -14.96% |
| 73440.00 | 2.00% | 251.58 | -10.21% |
| 72720.00 | 1.00% | 265.53 | -5.23% |
| 72000.00 | 0.00% | 280.19 | 0.00% |
| 71280.00 | -1.00% | 295.60 | 5.50% |
| 70560.00 | -2.00% | 311.80 | 11.28% |
| 69840.00 | -3.00% | 328.83 | 17.36% |
| 69120.00 | -4.00% | 346.77 | 23.76% |
| 68400.00 | -5.00% | 365.65 | 30.50% |
| 67680.00 | -6.00% | 385.54 | 37.60% |
| 66960.00 | -7.00% | 406.52 | 45.09% |
| 66240.00 | -8.00% | 428.64 | 52.98% |
| 65520.00 | -9.00% | 451.99 | 61.31% |
| 64800.00 | -10.00% | 476.64 | 70.11% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 305.41 | 9.00% | 70839.70 | -1.61% |
| 302.61 | 8.00% | 70964.12 | -1.44% |
| 299.80 | 7.00% | 71089.62 | -1.26% |
| 297.00 | 6.00% | 71216.23 | -1.09% |
| 294.20 | 5.00% | 71343.97 | -0.91% |
| 291.40 | 4.00% | 71472.85 | -0.73% |
| 288.60 | 3.00% | 71602.89 | -0.55% |
| 285.79 | 2.00% | 71734.12 | -0.37% |
| 282.99 | 1.00% | 71866.55 | -0.19% |
| 280.19 | 0.00% | 72000.00 | 0.00% |
| 277.39 | -1.00% | 72135.09 | 0.19% |
| 274.59 | -2.00% | 72271.24 | 0.38% |
| 271.78 | -3.00% | 72408.68 | 0.57% |
| 268.98 | -4.00% | 72547.43 | 0.76% |
| 266.18 | -5.00% | 72687.50 | 0.95% |
| 263.38 | -6.00% | 72828.92 | 1.15% |
| 260.58 | -7.00% | 72971.72 | 1.35% |
| 257.77 | -8.00% | 73115.92 | 1.55% |
| 254.97 | -9.00% | 73261.54 | 1.75% |
| Desarrollo TIR 280.19% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-21 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.02 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+280.19)^(1/365)] | 502.14 | i |
| 2025-02-21 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.02 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+280.19)^(93/365)] | 358.62 | i |
| 2025-02-21 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+280.19)^(93/365)] | 71139.44 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-20 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.02 x (92/365)) x 999.75 x 1 x 100.00 x (91/92) | 498.51 |
| 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. | |
| 2024-11-21 | (Dias para cupon / Dias Año) | (1 / 365) | 0.00 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.02 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+280.19)^(1/365)] | 502.14 | 0.01 | 0.00 | i | |
| 2025-02-21 | (Dias para cupon / Dias Año) | (93 / 365) | 0.25 | [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+280.19)^(93/365)]+[(0.02 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+280.19)^(93/365)] | 71497.82 | 0.99 | 0.25 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.25 | 0.25 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.25)/(1 + 280.19/100) | 0.07 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (71866.31 - 72134.85 )/( 2 x 72000.00 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. |
| 2024-11-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1 / 365) ^ 2 + (1 / 365) | 0.00 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.02 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+280.19)^(1/365)] | 502.14 | 1.38 | i |
| 2025-02-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (93 / 365) ^ 2 + (93 / 365) | 0.32 | [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+280.19)^(93/365)]+[(0.02 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+280.19)^(93/365)] | 71497.82 | 22858.91 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [72000.00 x ((1 + 280.195) ^ 2)]] x 22860.29] | 0.02 |
| F. de Emision | 2022-02-21 | ||
| F. de Vencimiento | 2025-02-21 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables Clase 6 será amortizado íntegramente en un único pago a ser realizado el 21 de febrero de 2025 | ||
| Interes | 2% nominal anual. | ||
| Frecuencia | 21 de febrero de 2022, 21 de mayo de 2022, 21 de agosto de 2022, 21 de noviembre de 2022, 21 de febrero de 2023, 21 de mayo de 2023, 21 de agosto de 2023, 21 de noviembre de 2023, 21 de febrero de 2024, 21 de mayo de 2024, 21 de agosto de 2024, 21 de noviembre de 2024 y 21 de febrero de 2025. | ||
| ISIN | Sin Datos |