| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-12-15 | 0.00 | 0.00 | 0.00 | 111358.00 | 111358.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZVD5 | Valor Tecnico | 111358.00 | Semana TIR | -9.38% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 292.58% |
| Tipo | Soberano | Paridad | 94.74% | Semestre TIR | 97.27% |
| País | Argentina | TIR | 9.47% | 1ero Enero TIR | 19.97% |
| Mercado | BYMA | Macaulay Dur. | 0.60 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.55 | Semana Precio | -4.21% |
| Fecha/Hora | 2025-05-09 16:25:10 | Effective Dur. | 0.05 | Mes Precio | -5.38% |
| Volumen | 492413 | Convexidad | 0.80 | Semestre Precio | 11.40% |
| Precio | 105500.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 9.90% |
| Variación | 1.44% | Cupon | 111358.00 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116050.00 | 10.00% | -6.68 | -170.50% |
| 114995.00 | 9.00% | -5.24 | -155.32% |
| 113940.00 | 8.00% | -3.76 | -139.75% |
| 112885.00 | 7.00% | -2.25 | -123.80% |
| 111830.00 | 6.00% | -0.71 | -107.45% |
| 110775.00 | 5.00% | 0.88 | -90.67% |
| 109720.00 | 4.00% | 2.51 | -73.46% |
| 108665.00 | 3.00% | 4.18 | -55.81% |
| 107610.00 | 2.00% | 5.90 | -37.69% |
| 106555.00 | 1.00% | 7.66 | -19.09% |
| 105500.00 | 0.00% | 9.47 | 0.00% |
| 104445.00 | -1.00% | 11.33 | 19.63% |
| 103390.00 | -2.00% | 13.24 | 39.78% |
| 102335.00 | -3.00% | 15.20 | 60.49% |
| 101280.00 | -4.00% | 17.21 | 81.78% |
| 100225.00 | -5.00% | 19.29 | 103.69% |
| 99170.00 | -6.00% | 21.42 | 126.20% |
| 98115.00 | -7.00% | 23.61 | 149.36% |
| 97060.00 | -8.00% | 25.87 | 173.21% |
| 96005.00 | -9.00% | 28.20 | 197.76% |
| 94950.00 | -10.00% | 30.59 | 223.04% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 10.32 | 9.00% | 105012.73 | -0.46% |
| 10.23 | 8.00% | 105066.60 | -0.41% |
| 10.13 | 7.00% | 105120.55 | -0.36% |
| 10.04 | 6.00% | 105174.57 | -0.31% |
| 9.94 | 5.00% | 105228.66 | -0.26% |
| 9.85 | 4.00% | 105282.83 | -0.21% |
| 9.75 | 3.00% | 105337.07 | -0.15% |
| 9.66 | 2.00% | 105391.39 | -0.10% |
| 9.56 | 1.00% | 105445.79 | -0.05% |
| 9.47 | 0.00% | 105500.00 | 0.00% |
| 9.38 | -1.00% | 105554.80 | 0.05% |
| 9.28 | -2.00% | 105609.42 | 0.10% |
| 9.19 | -3.00% | 105664.11 | 0.16% |
| 9.09 | -4.00% | 105718.88 | 0.21% |
| 9.00 | -5.00% | 105773.73 | 0.26% |
| 8.90 | -6.00% | 105828.65 | 0.31% |
| 8.81 | -7.00% | 105883.65 | 0.36% |
| 8.71 | -8.00% | 105938.73 | 0.42% |
| 8.62 | -9.00% | 105993.88 | 0.47% |
| Desarrollo TIR 9.47% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-12-15 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (524/360)) x 1113.5800 x 100.00% x 100.00]/[(1+9.47)^(215/360)] | 0.00 | i |
| 2025-12-15 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+9.47)^(215/360)] | 105500.25 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (524/360)) x 1113.58 x 1 x 100.00 x (309/524) | 0.00 |
| 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. | |
| 2025-12-15 | (Dias para cupon / Dias Año) | (215 / 360) | 0.60 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+9.47)^(215/360)]+[(0 x (524/360)) x 1113.5800 x 100.00% x 100.00]/[(1+9.47)^(215/360)] | 105499.68 | 1.00 | 0.60 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.60 | 0.60 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.60)/(1 + 9.47/100) | 0.55 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105445.20 - 105554.23 )/( 2 x 105500 x 0.01) | 0.05 |
| 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. |
| 2025-12-15 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (215 / 360) ^ 2 + (215 / 360) | 0.95 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+9.47)^(215/360)]+[(0 x (524/360)) x 1113.5800 x 100.00% x 100.00]/[(1+9.47)^(215/360)] | 105499.68 | 100635.78 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105500 x ((1 + 9.471) ^ 2)]] x 100635.78] | 0.80 |
| F. de Emision | 2024-07-01 | ||
| F. de Vencimiento | 2025-12-15 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | Integra al vencimiento al tipo de cambio aplicable | ||
| Interes | cero cupón (0) -a descuento-. | ||
| Frecuencia | cero cupón (0) -a descuento-. | ||
| ISIN | AR0740660201 |