| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 99975.00 | 99975.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZV25 | Valor Tecnico | 99975.00 | Semana TIR | 24.85% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -32.73% |
| Tipo | Soberano | Paridad | 97.62% | Semestre TIR | 211.51% |
| País | Argentina | TIR | 4.07% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.60 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.58 | Semana Precio | -0.40% |
| Fecha/Hora | 2024-11-22 16:47:35 | Effective Dur. | 0.02 | Mes Precio | 3.06% |
| Volumen | 69523 | Convexidad | 0.89 | Semestre Precio | 5.23% |
| Precio | 97600.00 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | -0.61% | Cupon | 99975.00 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 107360.00 | 10.00% | -11.15 | -373.96% |
| 106384.00 | 9.00% | -9.79 | -340.64% |
| 105408.00 | 8.00% | -8.40 | -306.50% |
| 104432.00 | 7.00% | -6.98 | -271.50% |
| 103456.00 | 6.00% | -5.52 | -235.62% |
| 102480.00 | 5.00% | -4.02 | -198.82% |
| 101504.00 | 4.00% | -2.49 | -161.09% |
| 100528.00 | 3.00% | -0.91 | -122.38% |
| 99552.00 | 2.00% | 0.71 | -82.65% |
| 98576.00 | 1.00% | 2.37 | -41.87% |
| 97600.00 | 0.00% | 4.07 | 0.00% |
| 96624.00 | -1.00% | 5.82 | 42.99% |
| 95648.00 | -2.00% | 7.62 | 87.16% |
| 94672.00 | -3.00% | 9.46 | 132.53% |
| 93696.00 | -4.00% | 11.36 | 179.16% |
| 92720.00 | -5.00% | 13.31 | 227.09% |
| 91744.00 | -6.00% | 15.32 | 276.41% |
| 90768.00 | -7.00% | 17.38 | 327.13% |
| 89792.00 | -8.00% | 19.51 | 379.34% |
| 88816.00 | -9.00% | 21.70 | 433.06% |
| 87840.00 | -10.00% | 23.95 | 488.38% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 4.44 | 9.00% | 97393.09 | -0.21% |
| 4.40 | 8.00% | 97415.98 | -0.19% |
| 4.35 | 7.00% | 97438.88 | -0.17% |
| 4.31 | 6.00% | 97461.79 | -0.14% |
| 4.27 | 5.00% | 97484.72 | -0.12% |
| 4.23 | 4.00% | 97507.67 | -0.09% |
| 4.19 | 3.00% | 97530.62 | -0.07% |
| 4.15 | 2.00% | 97553.59 | -0.05% |
| 4.11 | 1.00% | 97576.58 | -0.02% |
| 4.07 | 0.00% | 97600.00 | 0.00% |
| 4.03 | -1.00% | 97622.60 | 0.02% |
| 3.99 | -2.00% | 97645.63 | 0.05% |
| 3.95 | -3.00% | 97668.67 | 0.07% |
| 3.91 | -4.00% | 97691.73 | 0.09% |
| 3.87 | -5.00% | 97714.80 | 0.12% |
| 3.83 | -6.00% | 97737.89 | 0.14% |
| 3.79 | -7.00% | 97760.99 | 0.16% |
| 3.74 | -8.00% | 97784.11 | 0.19% |
| 3.70 | -9.00% | 97807.24 | 0.21% |
| Desarrollo TIR 4.07% | ||||
|---|---|---|---|---|
| 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 999.7500 x 100.00% x 100.00]/[(1+4.07)^(217/360)] | 0.00 | i |
| 2025-06-30 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+4.07)^(217/360)] | 97599.58 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-23 | (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 999.75 x 1 x 100.00 x (265/482) | 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) | (217 / 360) | 0.60 | [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)] | [999.7500 x 1 x 100.00]/[(1+4.07)^(217/360)]+[(0 x (482/360)) x 999.7500 x 100.00% x 100.00]/[(1+4.07)^(217/360)] | 97599.76 | 1.00 | 0.60 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.60 | 0.60 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.60)/(1 + 4.07/100) | 0.58 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (97576.76 - 97622.77 )/( 2 x 97600 x 0.01) | 0.02 |
| 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)] | (217 / 360) ^ 2 + (217 / 360) | 0.97 | [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)] | [999.7500 x 1 x 100.00]/[(1+4.07)^(217/360)]+[(0 x (482/360)) x 999.7500 x 100.00% x 100.00]/[(1+4.07)^(217/360)] | 97599.76 | 94292.96 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [97600 x ((1 + 4.0696875) ^ 2)]] x 94292.96] | 0.89 |
| 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 |