| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-05-28 | 100.00 | 100.00 | 18.33 | 0.00 | 18.33 |
| 2024-08-28 | 100.00 | 100.00 | 9.13 | 0.00 | 9.13 |
| 2024-11-28 | 100.00 | 100.00 | 10.18 | 0.00 | 10.18 |
| 2025-02-28 | 0.00 | 0.00 | 10.18 | 100.00 | 110.18 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | IRCKO | Valor Tecnico | 109.41 | Semana TIR | -53.94% |
| Emisor | IRSA S.A.IRSA S.A. | Valor Residual | 100.00% | Mes TIR | -67.10% |
| Tipo | Corporativo | Paridad | 104.97% | Semestre TIR | -80.90% |
| País | Argentina | TIR | 20.69% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.25 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.21 | Semana Precio | 5.37% |
| Fecha/Hora | 2024-11-20 16:47:10 | Effective Dur. | 0.04 | Mes Precio | 12.60% |
| Volumen | 0 | Convexidad | 0.22 | Semestre Precio | -2.67% |
| Precio | 114.85 | Int. Corrido | 9.41 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 10.18 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 126.33 | 10.00% | -17.57 | -184.90% |
| 125.19 | 9.00% | -14.52 | -170.13% |
| 124.04 | 8.00% | -11.31 | -154.66% |
| 122.89 | 7.00% | -7.96 | -138.45% |
| 121.74 | 6.00% | -4.44 | -121.44% |
| 120.59 | 5.00% | -0.75 | -103.61% |
| 119.44 | 4.00% | 3.13 | -84.88% |
| 118.30 | 3.00% | 7.20 | -65.22% |
| 117.15 | 2.00% | 11.47 | -44.57% |
| 116.00 | 1.00% | 15.97 | -22.86% |
| 114.85 | 0.00% | 20.69 | 0.00% |
| 113.70 | -1.00% | 25.67 | 24.00% |
| 112.55 | -2.00% | 30.91 | 49.30% |
| 111.40 | -3.00% | 36.42 | 75.96% |
| 110.26 | -4.00% | 42.24 | 104.06% |
| 109.11 | -5.00% | 48.37 | 133.69% |
| 107.96 | -6.00% | 54.85 | 164.97% |
| 106.81 | -7.00% | 61.69 | 198.00% |
| 105.66 | -8.00% | 68.91 | 232.90% |
| 104.51 | -9.00% | 76.55 | 269.81% |
| 103.36 | -10.00% | 84.63 | 308.86% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 22.56 | 9.00% | 114.41 | -0.38% |
| 22.36 | 8.00% | 114.46 | -0.34% |
| 22.15 | 7.00% | 114.51 | -0.30% |
| 21.94 | 6.00% | 114.56 | -0.26% |
| 21.74 | 5.00% | 114.60 | -0.21% |
| 21.53 | 4.00% | 114.65 | -0.17% |
| 21.32 | 3.00% | 114.70 | -0.13% |
| 21.11 | 2.00% | 114.75 | -0.09% |
| 20.91 | 1.00% | 114.80 | -0.04% |
| 20.70 | 0.00% | 114.85 | 0.00% |
| 20.49 | -1.00% | 114.90 | 0.04% |
| 20.29 | -2.00% | 114.95 | 0.08% |
| 20.08 | -3.00% | 115.00 | 0.13% |
| 19.87 | -4.00% | 115.05 | 0.17% |
| 19.66 | -5.00% | 115.10 | 0.21% |
| 19.46 | -6.00% | 115.14 | 0.26% |
| 19.25 | -7.00% | 115.19 | 0.30% |
| 19.04 | -8.00% | 115.24 | 0.34% |
| 18.84 | -9.00% | 115.29 | 0.39% |
| Desarrollo TIR 20.69% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-28 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 0.9900) x (92/365)) x 100.00% x 100.00]/[(1+20.69)^(7/365)] | 10.15 | i |
| 2025-02-28 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 0.9900) x (92/365)) x 100.00% x 100.00]/[(1+20.69)^(99/365)] | 9.68 | i |
| 2025-02-28 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+20.69)^(99/365)] | 95.03 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4040 x (92/365)) x 1 x 100.00 x (85/92) | 9.41 |
| 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. | |
| 2024-11-28 | (Dias para cupon / Dias Año) | (7 / 365) | 0.02 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 0.9900) x (92/365)) x 100.00% x 100.00]/[(1+20.69)^(7/365)] | 10.15 | 0.09 | 0.00 | i | |
| 2025-02-28 | (Dias para cupon / Dias Año) | (99 / 365) | 0.27 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+20.69)^(99/365)]+[((39.4117 + 0.9900) x (92/365)) x 100.00% x 100.00]/[(1+20.69)^(99/365)] | 104.70 | 0.91 | 0.25 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.25 | 0.25 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.25)/(1 + 20.69/100) | 0.21 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (114.80 - 114.90 )/( 2 x 114.85 x 0.01) | 0.04 |
| 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. |
| 2024-11-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (7 / 365) ^ 2 + (7 / 365) | 0.02 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 0.9900) x (92/365)) x 100.00% x 100.00]/[(1+20.69)^(7/365)] | 10.15 | 0.20 | i |
| 2025-02-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (99 / 365) ^ 2 + (99 / 365) | 0.34 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+20.69)^(99/365)]+[((39.4117 + 0.9900) x (92/365)) x 100.00% x 100.00]/[(1+20.69)^(99/365)] | 104.70 | 36.10 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [114.85 x ((1 + 20.6946875) ^ 2)]] x 36.30] | 0.22 |
| Desarrollo Badlar | ||
|---|---|---|
| Fecha | Dia | Badlar |
| 2024-08-12 | Lunes | 37.1900 |
| 2024-08-13 | Martes | 37.9400 |
| 2024-08-14 | Miercoles | 38.3800 |
| 2024-08-15 | Jueves | 38.5000 |
| 2024-08-16 | Viernes | 38.5000 |
| 2024-08-19 | Lunes | 39.4400 |
| 2024-08-20 | Martes | 38.3800 |
| 2024-08-22 | Jueves | 39.2500 |
| 2024-08-23 | Viernes | 41.2500 |
| 2024-08-26 | Lunes | 39.1300 |
| 2024-08-27 | Martes | 38.3800 |
| 2024-08-28 | Miercoles | 41.1900 |
| 2024-08-29 | Jueves | 38.8100 |
| 2024-08-30 | Viernes | 39.4400 |
| 2024-09-02 | Lunes | 40.1300 |
| 2024-09-03 | Martes | 37.3800 |
| 2024-09-04 | Miercoles | 39.4400 |
| 2024-09-05 | Jueves | 37.7500 |
| 2024-09-06 | Viernes | 38.1300 |
| 2024-09-09 | Lunes | 38.0000 |
| 2024-09-10 | Martes | 37.8800 |
| 2024-09-11 | Miercoles | 38.6300 |
| 2024-09-12 | Jueves | 39.3100 |
| 2024-09-13 | Viernes | 39.2500 |
| 2024-09-16 | Lunes | 38.6300 |
| 2024-09-17 | Martes | 39.1300 |
| 2024-09-18 | Miercoles | 39.2500 |
| 2024-09-19 | Jueves | 39.4400 |
| 2024-09-20 | Viernes | 40.1300 |
| 2024-09-23 | Lunes | 41.6900 |
| 2024-09-24 | Martes | 40.0600 |
| 2024-09-25 | Miercoles | 42.0000 |
| 2024-09-26 | Jueves | 39.6300 |
| 2024-09-27 | Viernes | 40.6300 |
| 2024-09-30 | Lunes | 40.9400 |
| 2024-10-01 | Martes | 39.7500 |
| 2024-10-02 | Miercoles | 42.0000 |
| 2024-10-03 | Jueves | 40.0600 |
| 2024-10-04 | Viernes | 40.4400 |
| 2024-10-07 | Lunes | 39.8100 |
| 2024-10-08 | Martes | 39.0600 |
| 2024-10-09 | Miercoles | 38.5000 |
| 2024-10-10 | Jueves | 38.5600 |
| 2024-10-14 | Lunes | 39.6300 |
| 2024-10-15 | Martes | 39.6900 |
| 2024-10-16 | Miercoles | 39.3800 |
| 2024-10-17 | Jueves | 40.4400 |
| 2024-10-18 | Viernes | 40.6300 |
| 2024-10-21 | Lunes | 40.2500 |
| 2024-10-22 | Martes | 41.3100 |
| 2024-10-23 | Miercoles | 42.3100 |
| 2024-10-24 | Jueves | 40.8800 |
| 2024-10-25 | Viernes | 42.3800 |
| 2024-10-28 | Lunes | 41.0600 |
| 2024-10-29 | Martes | 40.3100 |
| 2024-10-30 | Miercoles | 42.5000 |
| 2024-10-31 | Jueves | 41.4400 |
| 2024-11-01 | Viernes | 40.5600 |
| 2024-11-04 | Lunes | 37.5000 |
| 2024-11-05 | Martes | 36.6900 |
| 2024-11-06 | Miercoles | 36.6900 |
| 2024-11-07 | Jueves | 36.3100 |
| 2024-11-08 | Viernes | 35.0000 |
| 2024-11-11 | Lunes | 36.0000 |
| Promedio Badlar | 39.4117 | |
| F. de Emision | 2024-02-28 | ||
| F. de Vencimiento | 2025-02-28 | ||
| Ajuste | Badlar | ||
| Dias previos para calculo ajuste o interes | 7 | ||
| Capital | El capital de las Obligaciones Negociables Clase XIX será amortizado en 1 (una) sola cuota, a ser pagadera en Dólares Estadounidenses en la Fecha de Vencimiento. | ||
| Interes | Margen de Corte de la Clase XIX: 0, 99% | ||
| Frecuencia | Los intereses de las Obligaciones Negociables Clase XIX serán pagaderos en efectivo en forma trimestral hasta la Fecha de Vencimiento desde la Fecha de Emisión y Liquidación, en las fechas que se detallan a continuación: los intereses bajo las Obligaciones Negociables serán pagados el 28 de mayo de 2024, 28 de agosto de 2024, 28 de noviembre de 2024 y en la Fecha de Vencimiento. | ||
| ISIN | AR0185328686 |