| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-07-28 | 0.00 | 0.00 | 0.00 | 114367.00 | 114367.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YCA6O | Valor Tecnico | 114367.00 | Semana TIR | -457.49% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | -155.51% |
| Tipo | Corporativo | Paridad | 105.81% | Semestre TIR | -534.32% |
| País | Argentina | TIR | -22.69% | 1ero Enero TIR | -211.58% |
| Mercado | BYMA | Macaulay Dur. | 0.22 | Año TIR | -3186.32% |
| Moneda | ARS | Modified Dur. | 0.28 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-02-13 16:52:00 | Effective Dur. | -0.06 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.45 | Semestre Precio | 1.85% |
| Precio | 121010.00 | Int. Corrido | 0.00 | 1ero Enero Precio | -2.41% |
| Variación | 0.00% | Cupon | 114367.00 | Año Precio | 10.66% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 133111.00 | 10.00% | -49.92 | 115.55% |
| 131900.90 | 9.00% | -47.79 | 106.37% |
| 130690.80 | 8.00% | -45.56 | 96.70% |
| 129480.70 | 7.00% | -43.20 | 86.52% |
| 128270.60 | 6.00% | -40.72 | 75.80% |
| 127060.50 | 5.00% | -38.10 | 64.50% |
| 125850.40 | 4.00% | -35.34 | 52.59% |
| 124640.30 | 3.00% | -32.43 | 40.02% |
| 123430.20 | 2.00% | -29.36 | 26.75% |
| 122220.10 | 1.00% | -26.11 | 12.75% |
| 121010.00 | 0.00% | -22.69 | 0.00% |
| 119799.90 | -1.00% | -19.06 | -17.70% |
| 118589.80 | -2.00% | -15.23 | -34.25% |
| 117379.70 | -3.00% | -11.17 | -51.75% |
| 116169.60 | -4.00% | -6.88 | -70.30% |
| 114959.50 | -5.00% | -2.33 | -89.95% |
| 113749.40 | -6.00% | 2.50 | -110.79% |
| 112539.30 | -7.00% | 7.62 | -132.89% |
| 111329.20 | -8.00% | 13.05 | -156.36% |
| 110119.10 | -9.00% | 18.83 | -181.28% |
| 108909.00 | -10.00% | 24.96 | -207.78% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -21.08 | -9.00% | 120463.96 | -0.45% |
| -21.31 | -8.00% | 120541.67 | -0.39% |
| -21.54 | -7.00% | 120619.66 | -0.32% |
| -21.77 | -6.00% | 120697.94 | -0.26% |
| -22.00 | -5.00% | 120776.49 | -0.19% |
| -22.23 | -4.00% | 120855.33 | -0.13% |
| -22.47 | -3.00% | 120934.46 | -0.06% |
| -23.16 | 0.00% | 121010.00 | 0.00% |
| -22.70 | -2.00% | 121013.88 | 0.00% |
| -22.93 | -1.00% | 121093.58 | 0.07% |
| -23.39 | 1.00% | 121253.88 | 0.20% |
| -23.62 | 2.00% | 121334.47 | 0.27% |
| -23.85 | 3.00% | 121415.36 | 0.33% |
| -24.09 | 4.00% | 121496.55 | 0.40% |
| -24.32 | 5.00% | 121578.04 | 0.47% |
| -24.55 | 6.00% | 121659.83 | 0.54% |
| -24.78 | 7.00% | 121741.94 | 0.60% |
| -25.01 | 8.00% | 121824.35 | 0.67% |
| -25.24 | 9.00% | 121907.07 | 0.74% |
| Desarrollo TIR -22.69% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-28 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1143.67]/[(1+-22.69)^(79/360)] | 121011.54 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | Sin interes | 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. | |
| 2025-07-28 | (Dias para cupon / Dias Año) | (79 / 360) | 0.22 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1143.67]/[(1+-22.69)^(79/360)] | 121009.95 | 1.00 | 0.22 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.22 | 0.22 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.22)/(1 + -22.69/100) | 0.28 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (121088.01 - 120932.17 )/( 2 x 121010.00 x 0.01) | -0.06 |
| 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. |
| 2025-07-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (79 / 360) ^ 2 + (79 / 360) | 0.27 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1143.67]/[(1+-22.69)^(79/360)] | 121009.95 | 32382.30 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [121010.00 x ((1 + -22.685375) ^ 2)]] x 32382.30] | 0.45 |
| F. de Emision | 2015-04-28 | ||
| F. de Vencimiento | 2025-07-28 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables será amortizado en un único pago a la Fecha de Vencimiento. | ||
| Interes | Tasa de interés fija del 8,50%. | ||
| Frecuencia | Las Fechas de Pago de Intereses serán el 28 de enero y el 28 de julio de cada año, comenzando el 28 de enero de 2016. La última Fecha de Pago de Intereses será en la Fecha de Vencimiento. | ||
| ISIN | USP989MJBE04 |