| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 201.24 | 201.24 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZX25 | Valor Tecnico | 201.24 | Semana TIR | 18.38% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -56.91% |
| Tipo | Soberano | Paridad | 97.10% | Semestre TIR | 157.61% |
| País | Argentina | TIR | 4.96% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.61 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.58 | Semana Precio | 0.41% |
| Fecha/Hora | 2024-11-20 17:00:25 | Effective Dur. | 0.03 | Mes Precio | 8.59% |
| Volumen | 0 | Convexidad | 0.89 | Semestre Precio | 19.11% |
| Precio | 195.40 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 201.24 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 214.94 | 10.00% | -10.26 | -306.88% |
| 212.99 | 9.00% | -8.90 | -279.52% |
| 211.03 | 8.00% | -7.51 | -251.46% |
| 209.08 | 7.00% | -6.09 | -222.74% |
| 207.12 | 6.00% | -4.63 | -193.28% |
| 205.17 | 5.00% | -3.13 | -163.09% |
| 203.22 | 4.00% | -1.59 | -132.13% |
| 201.26 | 3.00% | -0.02 | -100.36% |
| 199.31 | 2.00% | 1.60 | -67.78% |
| 197.35 | 1.00% | 3.26 | -34.34% |
| 195.40 | 0.00% | 4.96 | 0.00% |
| 193.45 | -1.00% | 6.71 | 35.25% |
| 191.49 | -2.00% | 8.50 | 71.46% |
| 189.54 | -3.00% | 10.35 | 108.65% |
| 187.58 | -4.00% | 12.24 | 146.87% |
| 185.63 | -5.00% | 14.19 | 186.16% |
| 183.68 | -6.00% | 16.20 | 226.57% |
| 181.72 | -7.00% | 18.26 | 268.12% |
| 179.77 | -8.00% | 20.38 | 310.87% |
| 177.81 | -9.00% | 22.56 | 354.87% |
| 175.86 | -10.00% | 24.81 | 400.16% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 5.41 | 9.00% | 194.90 | -0.26% |
| 5.36 | 8.00% | 194.95 | -0.23% |
| 5.31 | 7.00% | 195.01 | -0.20% |
| 5.26 | 6.00% | 195.06 | -0.17% |
| 5.21 | 5.00% | 195.12 | -0.14% |
| 5.16 | 4.00% | 195.18 | -0.12% |
| 5.11 | 3.00% | 195.23 | -0.09% |
| 5.06 | 2.00% | 195.29 | -0.06% |
| 5.01 | 1.00% | 195.34 | -0.03% |
| 4.96 | 0.00% | 195.40 | 0.00% |
| 4.91 | -1.00% | 195.46 | 0.03% |
| 4.86 | -2.00% | 195.51 | 0.06% |
| 4.81 | -3.00% | 195.57 | 0.09% |
| 4.76 | -4.00% | 195.62 | 0.11% |
| 4.71 | -5.00% | 195.68 | 0.14% |
| 4.66 | -6.00% | 195.74 | 0.17% |
| 4.61 | -7.00% | 195.79 | 0.20% |
| 4.56 | -8.00% | 195.85 | 0.23% |
| 4.51 | -9.00% | 195.91 | 0.26% |
| Desarrollo TIR 4.96% | ||||
|---|---|---|---|---|
| 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 2.0124 x 100.00% x 100.00]/[(1+4.96)^(219/360)] | 0.00 | i |
| 2025-06-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [2.0124 x 1 x 100.00]/[(1+4.96)^(219/360)] | 195.40 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (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 2.01 x 1 x 100.00 x (263/482) | 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) | (219 / 360) | 0.61 | [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)] | [2.0124 x 1 x 100.00]/[(1+4.96)^(219/360)]+[(0 x (482/360)) x 2.0124 x 100.00% x 100.00]/[(1+4.96)^(219/360)] | 195.40 | 1.00 | 0.61 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.61 | 0.61 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.61)/(1 + 4.96/100) | 0.58 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (195.34 - 195.46 )/( 2 x 195.4 x 0.01) | 0.03 |
| 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)] | (219 / 360) ^ 2 + (219 / 360) | 0.98 | [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)] | [2.0124 x 1 x 100.00]/[(1+4.96)^(219/360)]+[(0 x (482/360)) x 2.0124 x 100.00% x 100.00]/[(1+4.96)^(219/360)] | 195.40 | 191.18 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [195.4 x ((1 + 4.9596875000001) ^ 2)]] x 191.18] | 0.89 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2024-02-14 | 244.2234 | |
| 2024-11-07 | 491.4735 | |
| CER Final/ CER Inicial | 2.0124 | |
| 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 |