| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 95717.00 | 95717.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZV25 | Valor Tecnico | 95717.00 | Semana TIR | -42.95% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -21.86% |
| Tipo | Soberano | Paridad | 107.90% | Semestre TIR | -7985.08% |
| País | Argentina | TIR | -8.92% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.81 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.89 | Semana Precio | 2.73% |
| Fecha/Hora | 2024-09-06 17:00:03 | Effective Dur. | -0.08 | Mes Precio | 2.95% |
| Volumen | 18541 | Convexidad | 1.78 | Semestre Precio | 22.22% |
| Precio | 103280.00 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | 2.46% | Cupon | 95717.00 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 113608.00 | 10.00% | -18.98 | 112.83% |
| 112575.20 | 9.00% | -18.07 | 102.59% |
| 111542.40 | 8.00% | -17.14 | 92.13% |
| 110509.60 | 7.00% | -16.19 | 81.45% |
| 109476.80 | 6.00% | -15.21 | 70.54% |
| 108444.00 | 5.00% | -14.22 | 59.41% |
| 107411.20 | 4.00% | -13.20 | 48.04% |
| 106378.40 | 3.00% | -12.17 | 36.42% |
| 105345.60 | 2.00% | -11.11 | 24.54% |
| 104312.80 | 1.00% | -10.03 | 12.41% |
| 103280.00 | 0.00% | -8.92 | 0.00% |
| 102247.20 | -1.00% | -7.79 | -12.69% |
| 101214.40 | -2.00% | -6.63 | -25.66% |
| 100181.60 | -3.00% | -5.45 | -38.93% |
| 99148.80 | -4.00% | -4.24 | -52.52% |
| 98116.00 | -5.00% | -3.00 | -66.42% |
| 97083.20 | -6.00% | -1.73 | -80.66% |
| 96050.40 | -7.00% | -0.43 | -95.23% |
| 95017.60 | -8.00% | 0.91 | -110.15% |
| 93984.80 | -9.00% | 2.27 | -125.45% |
| 92952.00 | -10.00% | 3.67 | -141.11% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -8.12 | -9.00% | 102544.49 | -0.71% |
| -8.21 | -8.00% | 102625.59 | -0.63% |
| -8.30 | -7.00% | 102706.82 | -0.55% |
| -8.38 | -6.00% | 102788.20 | -0.48% |
| -8.47 | -5.00% | 102869.73 | -0.40% |
| -8.56 | -4.00% | 102951.40 | -0.32% |
| -8.65 | -3.00% | 103033.21 | -0.24% |
| -8.74 | -2.00% | 103115.17 | -0.16% |
| -8.83 | -1.00% | 103197.27 | -0.08% |
| -8.92 | 0.00% | 103280.00 | 0.00% |
| -9.01 | 1.00% | 103361.92 | 0.08% |
| -9.10 | 2.00% | 103444.46 | 0.16% |
| -9.19 | 3.00% | 103527.15 | 0.24% |
| -9.28 | 4.00% | 103609.99 | 0.32% |
| -9.37 | 5.00% | 103692.98 | 0.40% |
| -9.46 | 6.00% | 103776.11 | 0.48% |
| -9.54 | 7.00% | 103859.39 | 0.56% |
| -9.63 | 8.00% | 103942.82 | 0.64% |
| -9.72 | 9.00% | 104026.40 | 0.72% |
| Desarrollo TIR -8.92% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-30 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (482/360)) x 957.1700 x 100.00% x 100.00]/[(1+-8.92)^(293/360)] | 0.00 | i |
| 2025-06-30 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 1 x 100.00]/[(1+-8.92)^(293/360)] | 103279.52 | 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 (482/360)) x 957.17 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 | [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 1 x 100.00]/[(1+-8.92)^(293/360)]+[(0 x (482/360)) x 957.1700 x 100.00% x 100.00]/[(1+-8.92)^(293/360)] | 103279.81 | 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 + -8.92/100) | 0.89 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (103362.21 - 103197.56 )/( 2 x 103280 x 0.01) | -0.08 |
| 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 | [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 1 x 100.00]/[(1+-8.92)^(293/360)]+[(0 x (482/360)) x 957.1700 x 100.00% x 100.00]/[(1+-8.92)^(293/360)] | 103279.81 | 152472.40 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [103280 x ((1 + -8.9203125000001) ^ 2)]] x 152472.40] | 1.78 |
| F. de Emision | 2024-02-28 | ||
| F. de Vencimiento | 2025-06-30 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | Integra al vencimiento al tipo de cambio aplicable. | ||
| Interes | Cero Cupon | ||
| Frecuencia | Cero Cupon | ||
| ISIN | AR0611241768 |