| 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 | 10.37 | 0.00 | 10.37 |
| 2025-03-07 | 0.00 | 0.00 | 10.26 | 100.00 | 110.26 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | DNC4O | Valor Tecnico | 104.56 | Semana TIR | -3.85% |
| Emisor | Edenor S.A.Edenor S.A. | Valor Residual | 100.00% | Mes TIR | 11.83% |
| Tipo | Corporativo | Paridad | 98.03% | Semestre TIR | -63.84% |
| País | Argentina | TIR | 56.44% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.36 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.23 | Semana Precio | 1.59% |
| Fecha/Hora | 2024-10-17 16:56:49 | Effective Dur. | 0.13 | Mes Precio | 2.76% |
| Volumen | 1601851 | Convexidad | 0.20 | Semestre Precio | -5.96% |
| Precio | 102.50 | Int. Corrido | 4.56 | 1ero Enero Precio | S/D |
| Variación | -1.44% | Cupon | 10.37 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.75 | 10.00% | 20.36 | -63.92% |
| 111.72 | 9.00% | 23.42 | -58.51% |
| 110.70 | 8.00% | 26.58 | -52.90% |
| 109.67 | 7.00% | 29.86 | -47.09% |
| 108.65 | 6.00% | 33.26 | -41.07% |
| 107.62 | 5.00% | 36.78 | -34.84% |
| 106.60 | 4.00% | 40.43 | -28.37% |
| 105.58 | 3.00% | 44.21 | -21.67% |
| 104.55 | 2.00% | 48.14 | -14.71% |
| 103.53 | 1.00% | 52.21 | -7.49% |
| 102.50 | 0.00% | 56.44 | 0.00% |
| 101.47 | -1.00% | 60.84 | 7.79% |
| 100.45 | -2.00% | 65.40 | 15.88% |
| 99.42 | -3.00% | 70.15 | 24.29% |
| 98.40 | -4.00% | 75.09 | 33.04% |
| 97.38 | -5.00% | 80.22 | 42.14% |
| 96.35 | -6.00% | 85.57 | 51.61% |
| 95.33 | -7.00% | 91.13 | 61.47% |
| 94.30 | -8.00% | 96.93 | 71.74% |
| 93.28 | -9.00% | 102.98 | 82.45% |
| 92.25 | -10.00% | 109.28 | 93.62% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 61.52 | 9.00% | 101.32 | -1.15% |
| 60.96 | 8.00% | 101.45 | -1.03% |
| 60.39 | 7.00% | 101.58 | -0.90% |
| 59.83 | 6.00% | 101.71 | -0.77% |
| 59.26 | 5.00% | 101.84 | -0.65% |
| 58.70 | 4.00% | 101.97 | -0.52% |
| 58.13 | 3.00% | 102.10 | -0.39% |
| 57.57 | 2.00% | 102.23 | -0.26% |
| 57.00 | 1.00% | 102.37 | -0.13% |
| 56.44 | 0.00% | 102.50 | 0.00% |
| 55.88 | -1.00% | 102.63 | 0.13% |
| 55.31 | -2.00% | 102.77 | 0.26% |
| 54.75 | -3.00% | 102.91 | 0.40% |
| 54.18 | -4.00% | 103.04 | 0.53% |
| 53.62 | -5.00% | 103.18 | 0.66% |
| 53.05 | -6.00% | 103.32 | 0.80% |
| 52.49 | -7.00% | 103.46 | 0.93% |
| 51.92 | -8.00% | 103.60 | 1.07% |
| 51.36 | -9.00% | 103.74 | 1.21% |
| Desarrollo TIR 56.44% | ||||
|---|---|---|---|---|
| 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)] | [((38.6086 + 3.0000) x (91/365)) x 100.00% x 100.00]/[(1+56.44)^(51/365)] | 9.74 | i |
| 2025-03-07 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((38.6086 + 3.0000) x (90/365)) x 100.00% x 100.00]/[(1+56.44)^(141/365)] | 8.63 | i |
| 2025-03-07 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+56.44)^(141/365)] | 84.12 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4161 x (91/365)) x 1 x 100.00 x (40/91) | 4.56 |
| 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) | (51 / 365) | 0.14 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((38.6086 + 3.0000) x (91/365)) x 100.00% x 100.00]/[(1+56.44)^(51/365)] | 9.74 | 0.10 | 0.01 | i | |
| 2025-03-07 | (Dias para cupon / Dias Año) | (141 / 365) | 0.39 | [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+56.44)^(141/365)]+[((38.6086 + 3.0000) x (90/365)) x 100.00% x 100.00]/[(1+56.44)^(141/365)] | 92.76 | 0.90 | 0.35 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.36 | 0.36 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.36)/(1 + 56.44/100) | 0.23 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.37 - 102.63 )/( 2 x 102.5 x 0.01) | 0.13 |
| 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)] | (51 / 365) ^ 2 + (51 / 365) | 0.16 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((38.6086 + 3.0000) x (91/365)) x 100.00% x 100.00]/[(1+56.44)^(51/365)] | 9.74 | 1.55 | i |
| 2025-03-07 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (141 / 365) ^ 2 + (141 / 365) | 0.54 | [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+56.44)^(141/365)]+[((38.6086 + 3.0000) x (90/365)) x 100.00% x 100.00]/[(1+56.44)^(141/365)] | 92.76 | 49.67 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.5 x ((1 + 56.442) ^ 2)]] x 51.22] | 0.20 |
| Desarrollo Badlar | ||
|---|---|---|
| Fecha | Dia | Badlar |
| 2024-07-05 | Viernes | 33.8800 |
| 2024-07-08 | Lunes | 36.0000 |
| 2024-07-10 | Miercoles | 35.8100 |
| 2024-07-11 | Jueves | 34.2500 |
| 2024-07-12 | Viernes | 35.5600 |
| 2024-07-15 | Lunes | 37.0600 |
| 2024-07-16 | Martes | 36.0600 |
| 2024-07-17 | Miercoles | 36.5000 |
| 2024-07-18 | Jueves | 37.5000 |
| 2024-07-19 | Viernes | 37.8800 |
| 2024-07-22 | Lunes | 37.8800 |
| 2024-07-23 | Martes | 38.6900 |
| 2024-07-24 | Miercoles | 40.4400 |
| 2024-07-25 | Jueves | 38.1300 |
| 2024-07-26 | Viernes | 38.1300 |
| 2024-07-29 | Lunes | 38.1900 |
| 2024-07-30 | Martes | 37.6900 |
| 2024-07-31 | Miercoles | 39.1900 |
| 2024-08-01 | Jueves | 37.5000 |
| 2024-08-02 | Viernes | 40.2500 |
| 2024-08-05 | Lunes | 37.5000 |
| 2024-08-06 | Martes | 36.7500 |
| 2024-08-07 | Miercoles | 37.9400 |
| 2024-08-08 | Jueves | 38.3800 |
| 2024-08-09 | Viernes | 37.1300 |
| 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 |
| Promedio Badlar | 38.6086 | |
| 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 |