| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-11-11 | 67.00 | 64130.39 | 0.00 | 31586.61 | 31586.61 |
| 2025-02-11 | 34.00 | 32543.78 | 0.00 | 31586.61 | 31586.61 |
| 2025-05-11 | 0.00 | 0.00 | 0.00 | 32543.78 | 32543.78 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | ATS1O | Valor Tecnico | 95717.00 | Semana TIR | 17.01% |
| Emisor | Agrality S.A.Agrality S.A. | Valor Residual | 100.00% | Mes TIR | 120.85% |
| Tipo | Corporativo | Paridad | 95.28% | Semestre TIR | -90.05% |
| País | Argentina | TIR | 11.97% | 1ero Enero TIR | -85.80% |
| Mercado | BYMA | Macaulay Dur. | 0.43 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.38 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-07-29 12:45:30 | Effective Dur. | 0.05 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.52 | Semestre Precio | 122.44% |
| Precio | 91200.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 122.44% |
| Variación | 0.00% | Cupon | 31586.61 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 100320.00 | 10.00% | -10.30 | -186.04% |
| 99408.00 | 9.00% | -8.39 | -170.11% |
| 98496.00 | 8.00% | -6.42 | -153.64% |
| 97584.00 | 7.00% | -4.39 | -136.63% |
| 96672.00 | 6.00% | -2.28 | -119.05% |
| 95760.00 | 5.00% | -0.10 | -100.87% |
| 94848.00 | 4.00% | 2.15 | -82.07% |
| 93936.00 | 3.00% | 4.48 | -62.60% |
| 93024.00 | 2.00% | 6.89 | -42.46% |
| 92112.00 | 1.00% | 9.38 | -21.60% |
| 91200.00 | 0.00% | 11.97 | 0.00% |
| 90288.00 | -1.00% | 14.65 | 22.41% |
| 89376.00 | -2.00% | 17.43 | 45.63% |
| 88464.00 | -3.00% | 20.32 | 69.73% |
| 87552.00 | -4.00% | 23.31 | 94.73% |
| 86640.00 | -5.00% | 26.42 | 120.69% |
| 85728.00 | -6.00% | 29.65 | 147.66% |
| 84816.00 | -7.00% | 33.00 | 175.69% |
| 83904.00 | -8.00% | 36.49 | 204.84% |
| 82992.00 | -9.00% | 40.12 | 235.15% |
| 82080.00 | -10.00% | 43.89 | 266.70% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 13.05 | 9.00% | 90829.94 | -0.41% |
| 12.93 | 8.00% | 90870.83 | -0.36% |
| 12.81 | 7.00% | 90911.78 | -0.32% |
| 12.69 | 6.00% | 90952.80 | -0.27% |
| 12.57 | 5.00% | 90993.89 | -0.23% |
| 12.45 | 4.00% | 91035.04 | -0.18% |
| 12.33 | 3.00% | 91076.27 | -0.14% |
| 12.21 | 2.00% | 91117.55 | -0.09% |
| 12.09 | 1.00% | 91158.91 | -0.05% |
| 11.97 | 0.00% | 91200.00 | 0.00% |
| 11.85 | -1.00% | 91241.82 | 0.05% |
| 11.73 | -2.00% | 91283.38 | 0.09% |
| 11.61 | -3.00% | 91325.00 | 0.14% |
| 11.49 | -4.00% | 91366.70 | 0.18% |
| 11.37 | -5.00% | 91408.46 | 0.23% |
| 11.25 | -6.00% | 91450.29 | 0.27% |
| 11.13 | -7.00% | 91492.19 | 0.32% |
| 11.01 | -8.00% | 91534.15 | 0.37% |
| 10.89 | -9.00% | 91576.19 | 0.41% |
| Desarrollo TIR 11.97% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-11 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 0.33 x 100.00]/[(1+11.97)^(65/365)] | 30957.00 | k |
| 2025-02-11 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 0.33 x 100.00]/[(1+11.97)^(157/365)] | 30087.26 | 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 957.1700 x 34.00% x 100.00]/[(1+11.97)^(246/365)] | 0.00 | i |
| 2025-05-11 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 0.34 x 100.00]/[(1+11.97)^(246/365)] | 30156.07 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (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 957.17 x 1 x 100.00 x (485/731) | 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. | |
| 2024-11-11 | (Dias para cupon / Dias Año) | (65 / 365) | 0.18 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 0.33 x 100.00]/[(1+11.97)^(65/365)] | 30956.95 | 0.34 | 0.06 | k | |
| 2025-02-11 | (Dias para cupon / Dias Año) | (157 / 365) | 0.43 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 0.33 x 100.00]/[(1+11.97)^(157/365)] | 30087.14 | 0.33 | 0.14 | k | |
| 2025-05-11 | (Dias para cupon / Dias Año) | (246 / 365) | 0.67 | [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)] | [957.1700 x 0.34 x 100.00]/[(1+11.97)^(246/365)]+[(0 x (731/365)) x 957.1700 x 34.00% x 100.00]/[(1+11.97)^(246/365)] | 30155.89 | 0.33 | 0.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.43 | 0.43 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.43)/(1 + 11.97/100) | 0.38 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (91158.56 - 91241.48 )/( 2 x 91200.00 x 0.01) | 0.05 |
| 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. |
| 2024-11-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (65 / 365) ^ 2 + (65 / 365) | 0.21 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 0.33 x 100.00]/[(1+11.97)^(65/365)] | 30956.95 | 6494.63 | k |
| 2025-02-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (157 / 365) ^ 2 + (157 / 365) | 0.62 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 0.33 x 100.00]/[(1+11.97)^(157/365)] | 30087.14 | 18508.25 | k |
| 2025-05-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (246 / 365) ^ 2 + (246 / 365) | 1.13 | [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)] | [957.1700 x 0.34 x 100.00]/[(1+11.97)^(246/365)]+[(0 x (731/365)) x 957.1700 x 34.00% x 100.00]/[(1+11.97)^(246/365)] | 30155.89 | 34022.23 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [91200.00 x ((1 + 11.971) ^ 2)]] x 59025.11] | 0.52 |
| 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 |