| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-09-30 | 100.00 | 79.93 | 0.20 | 0.00 | 0.20 |
| 2025-03-31 | 0.00 | 0.00 | 0.23 | 92.93 | 93.16 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TV25D | Valor Tecnico | 92.99 | Semana TIR | 757.40% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 71.63% |
| Tipo | Soberano | Paridad | 94.09% | Semestre TIR | S/D |
| País | Argentina | TIR | 19.12% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.36 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.30 | Semana Precio | -2.78% |
| Fecha/Hora | 2024-11-20 15:16:25 | Effective Dur. | 0.06 | Mes Precio | 8.36% |
| Volumen | 0 | Convexidad | 0.34 | Semestre Precio | S/D |
| Precio | 87.50 | Int. Corrido | 0.07 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 93.16 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 96.25 | 10.00% | -8.70 | -145.50% |
| 95.38 | 9.00% | -6.34 | -133.17% |
| 94.50 | 8.00% | -3.90 | -120.41% |
| 93.62 | 7.00% | -1.37 | -107.19% |
| 92.75 | 6.00% | 1.24 | -93.50% |
| 91.88 | 5.00% | 3.96 | -79.30% |
| 91.00 | 4.00% | 6.77 | -64.59% |
| 90.12 | 3.00% | 9.69 | -49.32% |
| 89.25 | 2.00% | 12.72 | -33.49% |
| 88.38 | 1.00% | 15.86 | -17.06% |
| 87.50 | 0.00% | 19.12 | 0.00% |
| 86.62 | -1.00% | 22.51 | 17.73% |
| 85.75 | -2.00% | 26.03 | 36.14% |
| 84.88 | -3.00% | 29.69 | 55.27% |
| 84.00 | -4.00% | 33.49 | 75.18% |
| 83.12 | -5.00% | 37.45 | 95.88% |
| 82.25 | -6.00% | 41.57 | 117.43% |
| 81.38 | -7.00% | 45.86 | 139.86% |
| 80.50 | -8.00% | 50.33 | 163.23% |
| 79.62 | -9.00% | 54.98 | 187.58% |
| 78.75 | -10.00% | 59.84 | 212.96% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 20.84 | 9.00% | 87.05 | -0.51% |
| 20.65 | 8.00% | 87.10 | -0.46% |
| 20.46 | 7.00% | 87.15 | -0.40% |
| 20.27 | 6.00% | 87.20 | -0.34% |
| 20.08 | 5.00% | 87.25 | -0.29% |
| 19.88 | 4.00% | 87.30 | -0.23% |
| 19.69 | 3.00% | 87.35 | -0.17% |
| 19.50 | 2.00% | 87.40 | -0.11% |
| 19.31 | 1.00% | 87.45 | -0.06% |
| 19.12 | 0.00% | 87.50 | 0.00% |
| 18.93 | -1.00% | 87.55 | 0.06% |
| 18.74 | -2.00% | 87.60 | 0.12% |
| 18.55 | -3.00% | 87.65 | 0.17% |
| 18.36 | -4.00% | 87.70 | 0.23% |
| 18.16 | -5.00% | 87.75 | 0.29% |
| 17.97 | -6.00% | 87.80 | 0.35% |
| 17.78 | -7.00% | 87.86 | 0.41% |
| 17.59 | -8.00% | 87.91 | 0.46% |
| 17.40 | -9.00% | 87.96 | 0.52% |
| Desarrollo TIR 19.12% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-31 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.005 x (180/360)) x 999.7500 x 100.00% x 100.00 x 0.00]/[(1+19.12)^(129/360)] | 0.22 | i |
| 2025-03-31 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00 x 0.00]/[(1+19.12)^(129/360)] | 87.28 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x Conversion MEP/ARS x (Dias Corridos / Dias entre Cupones) | (0.005 x (180/360)) x 999.75 x 1 x 100.00 x 0.00 x (51/180) | 0.07 |
| 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. | |
| 2025-03-31 | (Dias para cupon / Dias Año) | (129 / 360) | 0.36 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00 x 0.00]/[(1+19.12)^(129/360)]+[(0.005 x (180/360)) x 999.7500 x 100.00% x 100.00 x 0.00]/[(1+19.12)^(129/360)] | 87.50 | 1.00 | 0.36 | 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 + 19.12/100) | 0.30 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (87.45 - 87.55 )/( 2 x 87.5 x 0.01) | 0.06 |
| 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. |
| 2025-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (129 / 360) ^ 2 + (129 / 360) | 0.49 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00 x 0.00]/[(1+19.12)^(129/360)]+[(0.005 x (180/360)) x 999.7500 x 100.00% x 100.00 x 0.00]/[(1+19.12)^(129/360)] | 87.50 | 42.59 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [87.5 x ((1 + 19.121) ^ 2)]] x 42.59] | 0.34 |
| F. de Emision | 2023-09-18 | ||
| F. de Vencimiento | 2025-03-31 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | Integra al vencimiento al tipo de cambio aplicable | ||
| Interes | Tasa 0,50% | ||
| Frecuencia | Serán pagaderos los días 31 de marzo de 2024, 30 de septiembre de 2024 y 31 de marzo de 2025 | ||
| ISIN | ARARGE320EC8 |