| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-01-17 | 0.00 | 0.00 | 131.18 | 100.00 | 231.18 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S17E5 | Valor Tecnico | 121.75 | Semana TIR | -3.96% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -23.01% |
| Tipo | Soberano | Paridad | 102.34% | Semestre TIR | S/D |
| País | Argentina | TIR | 39.25% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.16 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.11 | Semana Precio | 0.85% |
| Fecha/Hora | 2024-11-20 16:56:45 | Effective Dur. | 0.04 | Mes Precio | 4.80% |
| Volumen | 0 | Convexidad | 0.09 | Semestre Precio | S/D |
| Precio | 124.60 | Int. Corrido | 21.75 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 131.18 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 137.06 | 10.00% | -24.55 | -162.54% |
| 135.81 | 9.00% | -19.98 | -150.91% |
| 134.57 | 8.00% | -15.10 | -138.47% |
| 133.32 | 7.00% | -9.87 | -125.14% |
| 132.08 | 6.00% | -4.26 | -110.85% |
| 130.83 | 5.00% | 1.76 | -95.52% |
| 129.58 | 4.00% | 8.21 | -79.07% |
| 128.34 | 3.00% | 15.15 | -61.41% |
| 127.09 | 2.00% | 22.60 | -42.42% |
| 125.85 | 1.00% | 30.62 | -21.99% |
| 124.60 | 0.00% | 39.25 | 0.00% |
| 123.35 | -1.00% | 48.54 | 23.67% |
| 122.11 | -2.00% | 58.56 | 49.19% |
| 120.86 | -3.00% | 69.36 | 76.72% |
| 119.62 | -4.00% | 81.03 | 106.45% |
| 118.37 | -5.00% | 93.64 | 138.56% |
| 117.12 | -6.00% | 107.27 | 173.29% |
| 115.88 | -7.00% | 122.02 | 210.88% |
| 114.63 | -8.00% | 138.00 | 251.59% |
| 113.39 | -9.00% | 155.32 | 295.72% |
| 112.14 | -10.00% | 174.12 | 343.61% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 42.78 | 9.00% | 124.11 | -0.39% |
| 42.39 | 8.00% | 124.17 | -0.35% |
| 42.00 | 7.00% | 124.22 | -0.30% |
| 41.60 | 6.00% | 124.27 | -0.26% |
| 41.21 | 5.00% | 124.33 | -0.22% |
| 40.82 | 4.00% | 124.38 | -0.17% |
| 40.43 | 3.00% | 124.44 | -0.13% |
| 40.03 | 2.00% | 124.49 | -0.09% |
| 39.64 | 1.00% | 124.54 | -0.04% |
| 39.25 | 0.00% | 124.60 | 0.00% |
| 38.86 | -1.00% | 124.65 | 0.04% |
| 38.47 | -2.00% | 124.71 | 0.09% |
| 38.07 | -3.00% | 124.76 | 0.13% |
| 37.68 | -4.00% | 124.82 | 0.18% |
| 37.29 | -5.00% | 124.87 | 0.22% |
| 36.90 | -6.00% | 124.93 | 0.27% |
| 36.50 | -7.00% | 124.99 | 0.31% |
| 36.11 | -8.00% | 125.04 | 0.35% |
| 35.72 | -9.00% | 125.10 | 0.40% |
| Desarrollo TIR 39.25% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-17 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.045/100)^((185/360) x 12) - 1) x 100.00]/[(1+39.25)^(56/360)] | 29.62 | i |
| 2025-01-17 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+39.25)^(56/360)] | 94.98 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.045/100)^((185/360) x 12)-1] x (129/185) | 21.75 |
| 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. | |
| 2025-01-17 | (Dias para cupon / Dias Año) | (56 / 360) | 0.16 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+39.25)^(56/360)]+[((1+0.045/100)^((185/360) x 12) - 1) x 100.00]/[(1+39.25)^(56/360)] | 124.60 | 1.00 | 0.16 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.16 | 0.16 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.16)/(1 + 39.25/100) | 0.11 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (124.55 - 124.65 )/( 2 x 124.6 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. |
| 2025-01-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (56 / 360) ^ 2 + (56 / 360) | 0.18 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+39.25)^(56/360)]+[((1+0.045/100)^((185/360) x 12) - 1) x 100.00]/[(1+39.25)^(56/360)] | 124.60 | 22.40 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124.6 x ((1 + 39.2456875) ^ 2)]] x 22.40] | 0.09 |
| F. de Emision | 2024-07-12 | ||
| F. de Vencimiento | 2025-01-17 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | 4.50% mensual. TEM. | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, la que será determinada en la licitación. Los intereses serán calculados sobre la base de meses de treinta (30) días y años de trescientos sesenta (360) días | ||
| ISIN | AR0963902454 |