| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 111358.00 | 111358.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZV25 | Valor Tecnico | 111358.00 | Semana TIR | -89.45% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 107.38% |
| Tipo | Soberano | Paridad | 99.77% | Semestre TIR | -48.06% |
| País | Argentina | TIR | 1.68% | 1ero Enero TIR | 448.19% |
| Mercado | BYMA | Macaulay Dur. | 0.14 | Año TIR | 142.75% |
| Moneda | ARS | Modified Dur. | 0.14 | Semana Precio | -2.84% |
| Fecha/Hora | 2025-05-09 17:00:18 | Effective Dur. | 0.00 | Mes Precio | -2.63% |
| Volumen | 6055206 | Convexidad | 0.15 | Semestre Precio | 13.72% |
| Precio | 111100.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 7.34% |
| Variación | 1.28% | Cupon | 111358.00 | Año Precio | 20.24% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 122210.00 | 10.00% | -48.80 | -3005.03% |
| 121099.00 | 9.00% | -45.32 | -2797.91% |
| 119988.00 | 8.00% | -41.57 | -2574.62% |
| 118877.00 | 7.00% | -37.53 | -2333.75% |
| 117766.00 | 6.00% | -33.16 | -2073.62% |
| 116655.00 | 5.00% | -28.44 | -1792.62% |
| 115544.00 | 4.00% | -23.33 | -1488.79% |
| 114433.00 | 3.00% | -17.81 | -1160.03% |
| 113322.00 | 2.00% | -11.83 | -803.98% |
| 112211.00 | 1.00% | -5.35 | -418.17% |
| 111100.00 | 0.00% | 1.68 | 0.00% |
| 109989.00 | -1.00% | 9.32 | 454.48% |
| 108878.00 | -2.00% | 17.61 | 947.94% |
| 107767.00 | -3.00% | 26.62 | 1484.45% |
| 106656.00 | -4.00% | 36.43 | 2068.29% |
| 105545.00 | -5.00% | 47.11 | 2704.24% |
| 104434.00 | -6.00% | 58.76 | 3397.48% |
| 103323.00 | -7.00% | 71.47 | 4153.92% |
| 102212.00 | -8.00% | 85.35 | 4980.07% |
| 101101.00 | -9.00% | 100.52 | 5883.28% |
| 99990.00 | -10.00% | 117.12 | 6871.65% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 1.83 | 9.00% | 111077.69 | -0.02% |
| 1.81 | 8.00% | 111080.24 | -0.02% |
| 1.80 | 7.00% | 111082.79 | -0.02% |
| 1.78 | 6.00% | 111085.33 | -0.01% |
| 1.76 | 5.00% | 111087.88 | -0.01% |
| 1.75 | 4.00% | 111090.43 | -0.01% |
| 1.73 | 3.00% | 111092.97 | -0.01% |
| 1.71 | 2.00% | 111095.52 | 0.00% |
| 1.70 | 1.00% | 111098.07 | 0.00% |
| 1.68 | 0.00% | 111100.00 | 0.00% |
| 1.66 | -1.00% | 111103.17 | 0.00% |
| 1.65 | -2.00% | 111105.72 | 0.01% |
| 1.63 | -3.00% | 111108.27 | 0.01% |
| 1.61 | -4.00% | 111110.82 | 0.01% |
| 1.60 | -5.00% | 111113.37 | 0.01% |
| 1.58 | -6.00% | 111115.93 | 0.01% |
| 1.56 | -7.00% | 111118.48 | 0.02% |
| 1.55 | -8.00% | 111121.03 | 0.02% |
| 1.53 | -9.00% | 111123.59 | 0.02% |
| Desarrollo TIR 1.68% | ||||
|---|---|---|---|---|
| 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 1113.5800 x 100.00% x 100.00]/[(1+1.68)^(50/360)] | 0.00 | i |
| 2025-06-30 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+1.68)^(50/360)] | 111100.62 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (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 1113.58 x 1 x 100.00 x (432/482) | 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) | (50 / 360) | 0.14 | [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)] | [1113.5800 x 1 x 100.00]/[(1+1.68)^(50/360)]+[(0 x (482/360)) x 1113.5800 x 100.00% x 100.00]/[(1+1.68)^(50/360)] | 111099.86 | 1.00 | 0.14 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.14 | 0.14 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.14)/(1 + 1.68/100) | 0.14 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (111097.31 - 111102.42 )/( 2 x 111100 x 0.01) | 0.00 |
| 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)] | (50 / 360) ^ 2 + (50 / 360) | 0.16 | [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)] | [1113.5800 x 1 x 100.00]/[(1+1.68)^(50/360)]+[(0 x (482/360)) x 1113.5800 x 100.00% x 100.00]/[(1+1.68)^(50/360)] | 111099.86 | 17573.67 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [111100 x ((1 + 1.685) ^ 2)]] x 17573.67] | 0.15 |
| 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 |