| 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 | 33991.50 | 0.00 | 32991.75 | 32991.75 |
| 2025-05-11 | 0.00 | 0.00 | 0.00 | 33991.50 | 33991.50 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | ATS1O | Valor Tecnico | 66983.25 | Semana TIR | -3.35% |
| Emisor | Agrality S.A.Agrality S.A. | Valor Residual | 67.00% | Mes TIR | -301.00% |
| Tipo | Corporativo | Paridad | 136.15% | Semestre TIR | -129.04% |
| País | Argentina | TIR | -58.37% | 1ero Enero TIR | -169.23% |
| Mercado | BYMA | Macaulay Dur. | 0.36 | Año TIR | -441.98% |
| Moneda | ARS | Modified Dur. | 0.86 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-07-29 12:45:30 | Effective Dur. | -0.50 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 2.90 | Semestre Precio | 122.44% |
| Precio | 91200.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 122.44% |
| Variación | 0.00% | Cupon | 32991.75 | Año Precio | 122.44% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 100320.00 | 10.00% | -68.04 | 16.57% |
| 99408.00 | 9.00% | -67.22 | 15.17% |
| 98496.00 | 8.00% | -66.38 | 13.72% |
| 97584.00 | 7.00% | -65.50 | 12.22% |
| 96672.00 | 6.00% | -64.60 | 10.66% |
| 95760.00 | 5.00% | -63.65 | 9.05% |
| 94848.00 | 4.00% | -62.67 | 7.37% |
| 93936.00 | 3.00% | -61.66 | 5.63% |
| 93024.00 | 2.00% | -60.60 | 3.83% |
| 92112.00 | 1.00% | -59.51 | 1.95% |
| 91200.00 | 0.00% | -58.37 | 0.00% |
| 90288.00 | -1.00% | -57.19 | -2.03% |
| 89376.00 | -2.00% | -55.96 | -4.14% |
| 88464.00 | -3.00% | -54.67 | -6.33% |
| 87552.00 | -4.00% | -53.34 | -8.62% |
| 86640.00 | -5.00% | -51.95 | -11.00% |
| 85728.00 | -6.00% | -50.50 | -13.48% |
| 84816.00 | -7.00% | -48.99 | -16.07% |
| 83904.00 | -8.00% | -47.41 | -18.77% |
| 82992.00 | -9.00% | -45.77 | -21.59% |
| 82080.00 | -10.00% | -44.05 | -24.53% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -53.12 | -9.00% | 87403.31 | -4.16% |
| -53.70 | -8.00% | 87795.06 | -3.73% |
| -54.28 | -7.00% | 88193.77 | -3.30% |
| -54.87 | -6.00% | 88599.67 | -2.85% |
| -55.45 | -5.00% | 89012.97 | -2.40% |
| -56.04 | -4.00% | 89433.92 | -1.94% |
| -56.62 | -3.00% | 89862.76 | -1.47% |
| -57.20 | -2.00% | 90299.75 | -0.99% |
| -57.79 | -1.00% | 90745.15 | -0.50% |
| -58.37 | 0.00% | 91200.00 | 0.00% |
| -58.95 | 1.00% | 91662.37 | 0.51% |
| -59.54 | 2.00% | 92134.79 | 1.02% |
| -60.12 | 3.00% | 92616.85 | 1.55% |
| -60.70 | 4.00% | 93108.89 | 2.09% |
| -61.29 | 5.00% | 93611.26 | 2.64% |
| -61.87 | 6.00% | 94124.36 | 3.21% |
| -62.46 | 7.00% | 94648.58 | 3.78% |
| -63.04 | 8.00% | 95184.34 | 4.37% |
| -63.62 | 9.00% | 95732.09 | 4.97% |
| Desarrollo TIR -58.37% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-02-11 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.33 x 100.00]/[(1+-58.37)^(81/365)] | 40074.29 | k |
| 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 999.7500 x 34.00% x 100.00]/[(1+-58.37)^(170/365)] | 0.00 | i |
| 2025-05-11 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.34 x 100.00]/[(1+-58.37)^(170/365)] | 51124.97 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | (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 999.75 x 1 x 100.00 x (561/731) | 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. | |
| 2025-02-11 | (Dias para cupon / Dias Año) | (81 / 365) | 0.22 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.33 x 100.00]/[(1+-58.37)^(81/365)] | 40074.36 | 0.44 | 0.10 | k | |
| 2025-05-11 | (Dias para cupon / Dias Año) | (170 / 365) | 0.47 | [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 0.34 x 100.00]/[(1+-58.37)^(170/365)]+[(0 x (731/365)) x 999.7500 x 34.00% x 100.00]/[(1+-58.37)^(170/365)] | 51125.15 | 0.56 | 0.26 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.36 | 0.36 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.36)/(1 + -58.37/100) | 0.86 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (91662.63 - 90745.40 )/( 2 x 91200.00 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. |
| 2025-02-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (81 / 365) ^ 2 + (81 / 365) | 0.27 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.33 x 100.00]/[(1+-58.37)^(81/365)] | 40074.36 | 10866.78 | k |
| 2025-05-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (170 / 365) ^ 2 + (170 / 365) | 0.68 | [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 0.34 x 100.00]/[(1+-58.37)^(170/365)]+[(0 x (731/365)) x 999.7500 x 34.00% x 100.00]/[(1+-58.37)^(170/365)] | 51125.15 | 34902.10 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [91200.00 x ((1 + -58.37031640625) ^ 2)]] x 45768.88] | 2.90 |
| 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 |