Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
---|---|---|---|---|---|
2025-06-30 | 0.00 | 0.00 | 0.00 | 183.56 | 183.56 |
Datos | |||||
---|---|---|---|---|---|
Simbolo | TZX25 | Valor Tecnico | 183.56 | Semana TIR | 34.10% |
Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -49.13% |
Tipo | Soberano | Paridad | 95.47% | Semestre TIR | 145.64% |
País | Argentina | TIR | 5.86% | 1ero Enero TIR | S/D |
Mercado | BYMA | Macaulay Dur. | 0.81 | Año TIR | S/D |
Moneda | ARS | Modified Dur. | 0.77 | Semana Precio | 0.20% |
Fecha/Hora | 2024-09-06 16:52:41 | Effective Dur. | 0.05 | Mes Precio | 10.22% |
Volumen | 423244134 | Convexidad | 1.32 | Semestre Precio | 38.81% |
Precio | 175.25 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
Variación | 0.14% | Cupon | 183.56 | Año Precio | S/D |
Sensibilidad Precio | |||
---|---|---|---|
Precio | Variación Precio | TIR | Variación TIR |
192.78 | 10.00% | -5.84 | -199.69% |
191.02 | 9.00% | -4.78 | -181.57% |
189.27 | 8.00% | -3.69 | -163.05% |
187.52 | 7.00% | -2.59 | -144.16% |
185.76 | 6.00% | -1.46 | -124.88% |
184.01 | 5.00% | -0.30 | -105.17% |
182.26 | 4.00% | 0.88 | -85.05% |
180.51 | 3.00% | 2.08 | -64.50% |
178.75 | 2.00% | 3.31 | -43.49% |
177.00 | 1.00% | 4.57 | -22.02% |
175.25 | 0.00% | 5.86 | 0.00% |
173.50 | -1.00% | 7.17 | 22.37% |
171.75 | -2.00% | 8.52 | 45.32% |
169.99 | -3.00% | 9.89 | 68.80% |
168.24 | -4.00% | 11.30 | 92.83% |
166.49 | -5.00% | 12.74 | 117.43% |
164.74 | -6.00% | 14.22 | 142.62% |
162.98 | -7.00% | 15.73 | 168.39% |
161.23 | -8.00% | 17.28 | 194.81% |
159.48 | -9.00% | 18.86 | 221.85% |
157.72 | -10.00% | 20.49 | 249.59% |
Sensibilidad TIR | |||
---|---|---|---|
TIR | Variación TIR | Precio | Variación Precio |
6.39 | 9.00% | 174.54 | -0.41% |
6.33 | 8.00% | 174.61 | -0.36% |
6.27 | 7.00% | 174.69 | -0.32% |
6.21 | 6.00% | 174.77 | -0.27% |
6.15 | 5.00% | 174.85 | -0.23% |
6.09 | 4.00% | 174.93 | -0.18% |
6.04 | 3.00% | 175.01 | -0.14% |
5.98 | 2.00% | 175.09 | -0.09% |
5.92 | 1.00% | 175.16 | -0.05% |
5.86 | 0.00% | 175.25 | 0.00% |
5.80 | -1.00% | 175.32 | 0.04% |
5.74 | -2.00% | 175.40 | 0.09% |
5.68 | -3.00% | 175.48 | 0.13% |
5.63 | -4.00% | 175.56 | 0.18% |
5.57 | -5.00% | 175.64 | 0.22% |
5.51 | -6.00% | 175.72 | 0.27% |
5.45 | -7.00% | 175.80 | 0.31% |
5.39 | -8.00% | 175.88 | 0.36% |
5.33 | -9.00% | 175.96 | 0.40% |
Desarrollo TIR 5.86% | ||||
---|---|---|---|---|
Fecha | Formula | Operacion | Factor | Tipo |
2025-06-30 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (482/360)) x 1.8356 x 100.00% x 100.00]/[(1+5.86)^(293/360)] | 0.00 | i |
2025-06-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.8356 x 1 x 100.00]/[(1+5.86)^(293/360)] | 175.24 | k |
Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
---|---|---|---|
2024-09-07 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (482/360)) x 1.84 x 1 x 100.00 x (189/482) | 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. | |
2025-06-30 | (Dias para cupon / Dias Año) | (293 / 360) | 0.81 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.8356 x 1 x 100.00]/[(1+5.86)^(293/360)]+[(0 x (482/360)) x 1.8356 x 100.00% x 100.00]/[(1+5.86)^(293/360)] | 175.25 | 1.00 | 0.81 | ki |
Desarrollo Duracion Macaulay Valor Final | |||||||||
---|---|---|---|---|---|---|---|---|---|
Formula | Operacion | Duracion Macaulay | |||||||
Suma Factores | 0.81 | 0.81 |
Desarrollo Duracion Modificada | ||
---|---|---|
Formula | Operacion | Duracion Modificada |
(Macaulay Duration)/(1 + TIR) | (0.81)/(1 + 5.86/100) | 0.77 |
Desarrollo Duracion Efectiva | ||
---|---|---|
Formula | Operacion | Duracion Efectiva |
(P+ - P-)/(2 x Po x ΔTIR) | (175.17 - 175.33 )/( 2 x 175.25 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. |
2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (293 / 360) ^ 2 + (293 / 360) | 1.48 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.8356 x 1 x 100.00]/[(1+5.86)^(293/360)]+[(0 x (482/360)) x 1.8356 x 100.00% x 100.00]/[(1+5.86)^(293/360)] | 175.25 | 258.72 | ki |
Formula Convexidad Valor Final | ||
---|---|---|
Formula | Operacion | Convexidad |
[[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [175.25 x ((1 + 5.8556875000001) ^ 2)]] x 258.72] | 1.32 |
Desarrollo CER | ||
---|---|---|
Fecha | CER | |
2024-02-14 | 244.2234 | |
2024-08-26 | 448.2893 | |
    | ||
CER Final/ CER Inicial | 1.8356 |
F. de Emision | 2024-02-28 | ||
F. de Vencimiento | 2025-06-30 | ||
Ajuste | CER | ||
Dias previos para calculo ajuste o interes | 10 | ||
Capital | íntegra al vencimiento. El capital será ajustado conforme lo estipulado en la cláusula "Ajuste de Capital". | ||
Interes | cero cupón (0) -a descuento-. | ||
Frecuencia | Sin interes. | ||
ISIN | AR0796212790 |