| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-06-08 | 100.00 | 100.00 | 17.52 | 0.00 | 17.52 |
| 2024-09-08 | 100.00 | 100.00 | 10.37 | 0.00 | 10.37 |
| 2024-12-08 | 100.00 | 100.00 | 11.07 | 0.00 | 11.07 |
| 2025-03-08 | 0.00 | 0.00 | 10.95 | 100.00 | 110.95 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MRCVO | Valor Tecnico | 109.13 | Semana TIR | -15.48% |
| Emisor | Generación Mediterranea S.A. Generación Mediterranea S.A. y Central Termica Roca S.A. | Valor Residual | 100.00% | Mes TIR | 29.73% |
| Tipo | Corporativo | Paridad | 101.63% | Semestre TIR | -61.54% |
| País | Argentina | TIR | 43.02% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.27 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.19 | Semana Precio | 2.21% |
| Fecha/Hora | 2024-11-22 15:44:45 | Effective Dur. | 0.08 | Mes Precio | 0.82% |
| Volumen | 30469 | Convexidad | 0.17 | Semestre Precio | -6.02% |
| Precio | 110.90 | Int. Corrido | 9.13 | 1ero Enero Precio | S/D |
| Variación | -0.05% | Cupon | 11.07 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 121.99 | 10.00% | 0.10 | -99.76% |
| 120.88 | 9.00% | 3.57 | -91.69% |
| 119.77 | 8.00% | 7.20 | -83.26% |
| 118.66 | 7.00% | 10.99 | -74.45% |
| 117.55 | 6.00% | 14.96 | -65.23% |
| 116.45 | 5.00% | 19.11 | -55.58% |
| 115.34 | 4.00% | 23.46 | -45.48% |
| 114.23 | 3.00% | 28.01 | -34.90% |
| 113.12 | 2.00% | 32.78 | -23.81% |
| 112.01 | 1.00% | 37.78 | -12.19% |
| 110.90 | 0.00% | 43.02 | 0.00% |
| 109.79 | -1.00% | 48.53 | 12.81% |
| 108.68 | -2.00% | 54.31 | 26.25% |
| 107.57 | -3.00% | 60.38 | 40.36% |
| 106.46 | -4.00% | 66.77 | 55.21% |
| 105.36 | -5.00% | 73.49 | 70.82% |
| 104.25 | -6.00% | 80.55 | 87.25% |
| 103.14 | -7.00% | 88.00 | 104.54% |
| 102.03 | -8.00% | 95.84 | 122.77% |
| 100.92 | -9.00% | 104.10 | 141.99% |
| 99.81 | -10.00% | 112.83 | 162.27% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 46.89 | 9.00% | 110.12 | -0.71% |
| 46.46 | 8.00% | 110.20 | -0.63% |
| 46.03 | 7.00% | 110.29 | -0.55% |
| 45.60 | 6.00% | 110.37 | -0.47% |
| 45.17 | 5.00% | 110.46 | -0.40% |
| 44.74 | 4.00% | 110.55 | -0.32% |
| 44.31 | 3.00% | 110.64 | -0.24% |
| 43.88 | 2.00% | 110.72 | -0.16% |
| 43.45 | 1.00% | 110.81 | -0.08% |
| 43.02 | 0.00% | 110.90 | 0.00% |
| 42.59 | -1.00% | 110.99 | 0.08% |
| 42.16 | -2.00% | 111.08 | 0.16% |
| 41.73 | -3.00% | 111.17 | 0.24% |
| 41.30 | -4.00% | 111.26 | 0.32% |
| 40.87 | -5.00% | 111.35 | 0.40% |
| 40.44 | -6.00% | 111.44 | 0.49% |
| 40.01 | -7.00% | 111.53 | 0.57% |
| 39.58 | -8.00% | 111.62 | 0.65% |
| 39.15 | -9.00% | 111.71 | 0.73% |
| Desarrollo TIR 43.02% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-12-08 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 5.0000) x (91/365)) x 100.00% x 100.00]/[(1+43.02)^(16/365)] | 10.90 | i |
| 2025-03-08 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 5.0000) x (90/365)) x 100.00% x 100.00]/[(1+43.02)^(106/365)] | 9.87 | i |
| 2025-03-08 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+43.02)^(106/365)] | 90.13 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4441 x (91/365)) x 1 x 100.00 x (75/91) | 9.13 |
| 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. | |
| 2024-12-08 | (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 + 5.0000) x (91/365)) x 100.00% x 100.00]/[(1+43.02)^(16/365)] | 10.90 | 0.10 | 0.00 | i | |
| 2025-03-08 | (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+43.02)^(106/365)]+[((39.4117 + 5.0000) x (90/365)) x 100.00% x 100.00]/[(1+43.02)^(106/365)] | 100.00 | 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 + 43.02/100) | 0.19 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (110.81 - 110.99 )/( 2 x 110.9 x 0.01) | 0.08 |
| 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. |
| 2024-12-08 | [(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 + 5.0000) x (91/365)) x 100.00% x 100.00]/[(1+43.02)^(16/365)] | 10.90 | 0.50 | i |
| 2025-03-08 | [(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+43.02)^(106/365)]+[((39.4117 + 5.0000) x (90/365)) x 100.00% x 100.00]/[(1+43.02)^(106/365)] | 100.00 | 37.47 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [110.9 x ((1 + 43.023) ^ 2)]] x 37.97] | 0.17 |
| 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 | 2024-03-08 | ||
| F. de Vencimiento | 2025-03-08 | ||
| Ajuste | Badlar | ||
| Dias previos para calculo ajuste o interes | 8 | ||
| Capital | Las Obligaciones Negociables Clase XXIX serán amortizadas íntegramente en un único pago en la Fecha de Vencimiento de la Clase XXIX, es decir, el 8 de marzo de 2025. | ||
| Interes | Badlar + 5.00% | ||
| Frecuencia | Los intereses de las Obligaciones Negociables Clase XXIX se pagarán trimestralmente en forma vencida, en las siguientes fechas: 8 de junio de 2024, 8 de septiembre de 2024, 8 de diciembre de 2024, y en la Fecha de Vencimiento de la Clase XXV, es decir, el 8 de marzo de 2025. | ||
| ISIN | Sin Datos |