| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-06-07 | 100.00 | 100.00 | 17.01 | 0.00 | 17.01 |
| 2024-09-07 | 100.00 | 100.00 | 9.88 | 0.00 | 9.88 |
| 2024-12-07 | 100.00 | 100.00 | 10.57 | 0.00 | 10.57 |
| 2025-03-07 | 0.00 | 0.00 | 10.46 | 100.00 | 110.46 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | DNC4O | Valor Tecnico | 108.71 | Semana TIR | 2.88% |
| Emisor | Edenor S.A.Edenor S.A. | Valor Residual | 100.00% | Mes TIR | -7.86% |
| Tipo | Corporativo | Paridad | 100.26% | Semestre TIR | -58.12% |
| País | Argentina | TIR | 47.82% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.27 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.18 | Semana Precio | 0.46% |
| Fecha/Hora | 2024-11-20 17:00:28 | Effective Dur. | 0.09 | Mes Precio | 4.66% |
| Volumen | 0 | Convexidad | 0.16 | Semestre Precio | -5.87% |
| Precio | 109.00 | Int. Corrido | 8.71 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 10.57 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 119.90 | 10.00% | 3.56 | -92.56% |
| 118.81 | 9.00% | 7.14 | -85.07% |
| 117.72 | 8.00% | 10.88 | -77.25% |
| 116.63 | 7.00% | 14.79 | -69.07% |
| 115.54 | 6.00% | 18.88 | -60.51% |
| 114.45 | 5.00% | 23.17 | -51.56% |
| 113.36 | 4.00% | 27.65 | -42.19% |
| 112.27 | 3.00% | 32.34 | -32.37% |
| 111.18 | 2.00% | 37.26 | -22.09% |
| 110.09 | 1.00% | 42.41 | -11.30% |
| 109.00 | 0.00% | 47.82 | 0.00% |
| 107.91 | -1.00% | 53.50 | 11.87% |
| 106.82 | -2.00% | 59.45 | 24.33% |
| 105.73 | -3.00% | 65.71 | 37.42% |
| 104.64 | -4.00% | 72.29 | 51.18% |
| 103.55 | -5.00% | 79.21 | 65.64% |
| 102.46 | -6.00% | 86.49 | 80.87% |
| 101.37 | -7.00% | 94.16 | 96.90% |
| 100.28 | -8.00% | 102.23 | 113.78% |
| 99.19 | -9.00% | 110.74 | 131.58% |
| 98.10 | -10.00% | 119.72 | 150.35% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 52.12 | 9.00% | 108.17 | -0.76% |
| 51.65 | 8.00% | 108.26 | -0.68% |
| 51.17 | 7.00% | 108.35 | -0.60% |
| 50.69 | 6.00% | 108.44 | -0.51% |
| 50.21 | 5.00% | 108.53 | -0.43% |
| 49.73 | 4.00% | 108.63 | -0.34% |
| 49.25 | 3.00% | 108.72 | -0.26% |
| 48.78 | 2.00% | 108.81 | -0.17% |
| 48.30 | 1.00% | 108.91 | -0.09% |
| 47.82 | 0.00% | 109.00 | 0.00% |
| 47.34 | -1.00% | 109.09 | 0.09% |
| 46.86 | -2.00% | 109.19 | 0.17% |
| 46.39 | -3.00% | 109.28 | 0.26% |
| 45.91 | -4.00% | 109.38 | 0.35% |
| 45.43 | -5.00% | 109.48 | 0.44% |
| 44.95 | -6.00% | 109.57 | 0.52% |
| 44.47 | -7.00% | 109.67 | 0.61% |
| 43.99 | -8.00% | 109.77 | 0.70% |
| 43.52 | -9.00% | 109.86 | 0.79% |
| Desarrollo TIR 47.82% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-12-07 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 3.0000) x (91/365)) x 100.00% x 100.00]/[(1+47.82)^(16/365)] | 10.39 | i |
| 2025-03-07 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 3.0000) x (90/365)) x 100.00% x 100.00]/[(1+47.82)^(106/365)] | 9.34 | i |
| 2025-03-07 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+47.82)^(106/365)] | 89.27 | 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) | (0.4241 x (91/365)) x 1 x 100.00 x (75/91) | 8.71 |
| 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. | |
| 2024-12-07 | (Dias para cupon / Dias Año) | (16 / 365) | 0.04 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 3.0000) x (91/365)) x 100.00% x 100.00]/[(1+47.82)^(16/365)] | 10.39 | 0.10 | 0.00 | i | |
| 2025-03-07 | (Dias para cupon / Dias Año) | (106 / 365) | 0.29 | [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+47.82)^(106/365)]+[((39.4117 + 3.0000) x (90/365)) x 100.00% x 100.00]/[(1+47.82)^(106/365)] | 98.61 | 0.90 | 0.26 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.27 | 0.27 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.27)/(1 + 47.82/100) | 0.18 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (108.91 - 109.09 )/( 2 x 109 x 0.01) | 0.09 |
| 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. |
| 2024-12-07 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (16 / 365) ^ 2 + (16 / 365) | 0.05 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 3.0000) x (91/365)) x 100.00% x 100.00]/[(1+47.82)^(16/365)] | 10.39 | 0.48 | i |
| 2025-03-07 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (106 / 365) ^ 2 + (106 / 365) | 0.37 | [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+47.82)^(106/365)]+[((39.4117 + 3.0000) x (90/365)) x 100.00% x 100.00]/[(1+47.82)^(106/365)] | 98.61 | 36.95 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [109 x ((1 + 47.822) ^ 2)]] x 37.43] | 0.16 |
| 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 | 2024-03-07 | ||
| F. de Vencimiento | 2025-03-07 | ||
| Ajuste | Badlar | ||
| Dias previos para calculo ajuste o interes | 7 | ||
| Capital | El capital de las Obligaciones Negociables Clase 4 será repagado en un único pago en la Fecha de Vencimiento de la Clase 4, es decir el 07 de marzo de 2025. | ||
| Interes | Badlar + 3.00% | ||
| Frecuencia | Los intereses de las Obligaciones Negociables Clase 4 serán pagados trimestralmente, en forma vencida a partir de la Fecha de Emisión y Liquidación, los días 7 de junio de 2024, 7 de septiembre de 2024, 7 de diciembre de 2024 y en la Fecha de Vencimiento de las Obligaciones Negociables Clase 4. | ||
| ISIN | Sin Datos |