| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-11-11 | 67.00 | 66849.25 | 0.00 | 32925.75 | 32925.75 |
| 2025-02-11 | 34.00 | 35925.42 | 0.00 | 34868.79 | 34868.79 |
| 2025-05-11 | 0.00 | 0.00 | 0.00 | 36103.92 | 36103.92 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | ATS1O | Valor Tecnico | 36103.92 | Semana TIR | S/D |
| Emisor | Agrality S.A.Agrality S.A. | Valor Residual | 34.00% | Mes TIR | S/D |
| Tipo | Corporativo | Paridad | 252.60% | Semestre TIR | -333.29% |
| País | Argentina | TIR | -98.96% | 1ero Enero TIR | -46.99% |
| Mercado | BYMA | Macaulay Dur. | 0.20 | Año TIR | -154.09% |
| Moneda | ARS | Modified Dur. | 19.57 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-07-29 12:45:30 | Effective Dur. | -50.21 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 2271.52 | Semestre Precio | 0.00% |
| Precio | 91200.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 0.00% |
| Variación | 0.00% | Cupon | 36103.92 | Año Precio | 122.44% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 100320.00 | 10.00% | 0.00 | 0.00% |
| 99408.00 | 9.00% | 0.00 | 0.00% |
| 98496.00 | 8.00% | 0.00 | 0.00% |
| 97584.00 | 7.00% | 0.00 | 0.00% |
| 96672.00 | 6.00% | 0.00 | 0.00% |
| 95760.00 | 5.00% | 0.00 | 0.00% |
| 94848.00 | 4.00% | 0.00 | 0.00% |
| 93936.00 | 3.00% | 0.00 | 0.00% |
| 93024.00 | 2.00% | 0.00 | 0.00% |
| 92112.00 | 1.00% | 0.00 | 0.00% |
| 91200.00 | 0.00% | -98.96 | 0.00% |
| 90288.00 | -1.00% | -98.91 | -0.05% |
| 89376.00 | -2.00% | -98.86 | -0.11% |
| 88464.00 | -3.00% | -98.80 | -0.17% |
| 87552.00 | -4.00% | -98.73 | -0.23% |
| 86640.00 | -5.00% | -98.67 | -0.30% |
| 85728.00 | -6.00% | -98.59 | -0.37% |
| 84816.00 | -7.00% | -98.52 | -0.45% |
| 83904.00 | -8.00% | -98.44 | -0.53% |
| 82992.00 | -9.00% | -98.35 | -0.61% |
| 82080.00 | -10.00% | -98.26 | -0.71% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| Desarrollo TIR -98.96% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-11 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (731/365)) x 1061.8800 x 34.00% x 100.00]/[(1+-98.96)^(74/365)] | 0.00 | i |
| 2025-05-11 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1061.8800 x 0.34 x 100.00]/[(1+-98.96)^(74/365)] | 91113.03 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-02-26 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (731/365)) x 1061.88 x 1 x 100.00 x (657/731) | 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. | |
| 2025-05-11 | (Dias para cupon / Dias Año) | (74 / 365) | 0.20 | [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)] | [1061.8800 x 0.34 x 100.00]/[(1+-98.96)^(74/365)]+[(0 x (731/365)) x 1061.8800 x 34.00% x 100.00]/[(1+-98.96)^(74/365)] | 91184.24 | 1.00 | 0.20 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.20 | 0.20 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.20)/(1 + -98.96/100) | 19.57 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (171182.56 - 79594.21 )/( 2 x 91200.00 x 0.01) | -50.21 |
| 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. |
| 2025-05-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (74 / 365) ^ 2 + (74 / 365) | 0.24 | [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)] | [1061.8800 x 0.34 x 100.00]/[(1+-98.96)^(74/365)]+[(0 x (731/365)) x 1061.8800 x 34.00% x 100.00]/[(1+-98.96)^(74/365)] | 91184.24 | 22234.65 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [91200.00 x ((1 + -98.964) ^ 2)]] x 22234.65] | 2271.52 |
| F. de Emision | 2023-05-11 | ||
| F. de Vencimiento | 2025-05-11 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 6 | ||
| Capital | 11-11-24 33%, 11-02-25 33%, 11-05-25 34% | ||
| Interes | 0% nominal anual. | ||
| Frecuencia | Sin pago intereses tasa 0%. | ||
| ISIN | Sin Datos |