| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-09-30 | 0.00 | 0.00 | 0.20 | 79.13 | 79.32 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T2V4D | Valor Tecnico | 79.31 | Semana TIR | 244.55% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 827.79% |
| Tipo | Soberano | Paridad | 90.50% | Semestre TIR | S/D |
| País | Argentina | TIR | 1210.77% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.04 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.00 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-08-28 11:00:26 | Effective Dur. | 0.04 | Mes Precio | 8.74% |
| Volumen | 0 | Convexidad | 0.00 | Semestre Precio | S/D |
| Precio | 71.77 | Int. Corrido | 0.18 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 79.32 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 78.95 | 10.00% | 13.02 | -98.92% |
| 78.23 | 9.00% | 42.93 | -96.45% |
| 77.51 | 8.00% | 81.16 | -93.30% |
| 76.79 | 7.00% | 130.12 | -89.25% |
| 76.08 | 6.00% | 192.96 | -84.06% |
| 75.36 | 5.00% | 273.82 | -77.38% |
| 74.64 | 4.00% | 378.11 | -68.77% |
| 73.92 | 3.00% | 512.95 | -57.63% |
| 73.21 | 2.00% | 687.74 | -43.20% |
| 72.49 | 1.00% | 914.86 | -24.44% |
| 71.77 | 0.00% | 1210.77 | 0.00% |
| 71.05 | -1.00% | 1597.33 | 31.93% |
| 70.33 | -2.00% | 2103.65 | 73.74% |
| 69.62 | -3.00% | 2768.68 | 128.67% |
| 68.90 | -4.00% | 3644.64 | 201.02% |
| 68.18 | -5.00% | 4801.72 | 296.58% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 1319.74 | 9.00% | 71.55 | -0.31% |
| 1307.63 | 8.00% | 71.57 | -0.28% |
| 1295.52 | 7.00% | 71.60 | -0.24% |
| 1283.42 | 6.00% | 71.62 | -0.21% |
| 1271.31 | 5.00% | 71.64 | -0.18% |
| 1259.20 | 4.00% | 71.67 | -0.14% |
| 1247.09 | 3.00% | 71.69 | -0.11% |
| 1234.99 | 2.00% | 71.72 | -0.07% |
| 1222.88 | 1.00% | 71.74 | -0.04% |
| 1210.77 | 0.00% | 71.77 | 0.00% |
| 1198.66 | -1.00% | 71.80 | 0.04% |
| 1186.55 | -2.00% | 71.82 | 0.07% |
| 1174.45 | -3.00% | 71.85 | 0.11% |
| 1162.34 | -4.00% | 71.88 | 0.15% |
| 1150.23 | -5.00% | 71.90 | 0.18% |
| 1138.12 | -6.00% | 71.93 | 0.22% |
| 1126.02 | -7.00% | 71.96 | 0.26% |
| 1113.91 | -8.00% | 71.98 | 0.30% |
| 1101.80 | -9.00% | 72.01 | 0.34% |
| Desarrollo TIR 1210.77% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-09-30 | [(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 961.7500 x 100.00% x 100.00 x 0.00]/[(1+1210.77)^(14/360)] | 0.18 | i |
| 2024-09-30 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [961.7500 x 1 x 100.00 x 0.00]/[(1+1210.77)^(14/360)] | 71.59 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-16 | (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 961.75 x 1 x 100.00 x 0.00 x (166/180) | 0.18 |
| 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. | |
| 2024-09-30 | (Dias para cupon / Dias Año) | (14 / 360) | 0.04 | [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)] | [961.7500 x 1 x 100.00 x 0.00]/[(1+1210.77)^(14/360)]+[(0.005 x (180/360)) x 961.7500 x 100.00% x 100.00 x 0.00]/[(1+1210.77)^(14/360)] | 71.77 | 1.00 | 0.04 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.04 | 0.04 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.04)/(1 + 1210.77/100) | 0.00 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (71.74 - 71.80 )/( 2 x 71.77 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. |
| 2024-09-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (14 / 360) ^ 2 + (14 / 360) | 0.04 | [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)] | [961.7500 x 1 x 100.00 x 0.00]/[(1+1210.77)^(14/360)]+[(0.005 x (180/360)) x 961.7500 x 100.00% x 100.00 x 0.00]/[(1+1210.77)^(14/360)] | 71.77 | 2.90 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [71.77 x ((1 + 1210.772) ^ 2)]] x 2.90] | 0.00 |
| F. de Emision | 2023-05-19 | ||
| F. de Vencimiento | 2024-09-30 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | Integra al vencimiento al tipo de cambio aplicable | ||
| Interes | 0.50% | ||
| Frecuencia | Los días 30 de septiembre de 2023, 30 de marzo de 2024 y 30 de septiembre de 2024. | ||
| ISIN | ARARGE320DR8 |