| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-11-05 | 100.00 | 100.00 | 11.80 | 0.00 | 11.80 |
| 2025-02-05 | 100.00 | 100.00 | 11.82 | 0.00 | 11.82 |
| 2025-05-05 | 100.00 | 100.00 | 11.44 | 0.00 | 11.44 |
| 2025-08-05 | 0.00 | 0.00 | 11.82 | 100.00 | 111.82 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | DNC6O | Valor Tecnico | 102.06 | Semana TIR | 5.43% |
| Emisor | Edenor S.A.Edenor S.A. | Valor Residual | 100.00% | Mes TIR | -30.02% |
| Tipo | Corporativo | Paridad | 104.45% | Semestre TIR | S/D |
| País | Argentina | TIR | 45.21% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.63 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.43 | Semana Precio | -0.37% |
| Fecha/Hora | 2024-11-19 13:36:50 | Effective Dur. | 0.20 | Mes Precio | 1.04% |
| Volumen | 0 | Convexidad | 0.50 | Semestre Precio | S/D |
| Precio | 106.60 | Int. Corrido | 2.06 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 11.82 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117.26 | 10.00% | 24.89 | -44.95% |
| 116.19 | 9.00% | 26.70 | -40.94% |
| 115.13 | 8.00% | 28.56 | -36.83% |
| 114.06 | 7.00% | 30.46 | -32.62% |
| 113.00 | 6.00% | 32.41 | -28.31% |
| 111.93 | 5.00% | 34.41 | -23.89% |
| 110.86 | 4.00% | 36.46 | -19.35% |
| 109.80 | 3.00% | 38.56 | -14.70% |
| 108.73 | 2.00% | 40.72 | -9.93% |
| 107.67 | 1.00% | 42.94 | -5.03% |
| 106.60 | 0.00% | 45.21 | 0.00% |
| 105.53 | -1.00% | 47.54 | 5.16% |
| 104.47 | -2.00% | 49.94 | 10.46% |
| 103.40 | -3.00% | 52.40 | 15.91% |
| 102.34 | -4.00% | 54.94 | 21.52% |
| 101.27 | -5.00% | 57.54 | 27.27% |
| 100.20 | -6.00% | 60.22 | 33.20% |
| 99.14 | -7.00% | 62.97 | 39.29% |
| 98.07 | -8.00% | 65.80 | 45.55% |
| 97.01 | -9.00% | 68.72 | 52.01% |
| 95.94 | -10.00% | 71.73 | 58.65% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 49.28 | 9.00% | 104.76 | -1.73% |
| 48.83 | 8.00% | 104.96 | -1.54% |
| 48.37 | 7.00% | 105.16 | -1.35% |
| 47.92 | 6.00% | 105.36 | -1.16% |
| 47.47 | 5.00% | 105.57 | -0.97% |
| 47.02 | 4.00% | 105.77 | -0.78% |
| 46.57 | 3.00% | 105.98 | -0.58% |
| 46.11 | 2.00% | 106.18 | -0.39% |
| 45.66 | 1.00% | 106.39 | -0.20% |
| 45.21 | 0.00% | 106.60 | 0.00% |
| 44.76 | -1.00% | 106.81 | 0.20% |
| 44.31 | -2.00% | 107.02 | 0.39% |
| 43.85 | -3.00% | 107.23 | 0.59% |
| 43.40 | -4.00% | 107.45 | 0.79% |
| 42.95 | -5.00% | 107.66 | 0.99% |
| 42.50 | -6.00% | 107.87 | 1.20% |
| 42.05 | -7.00% | 108.09 | 1.40% |
| 41.59 | -8.00% | 108.31 | 1.60% |
| 41.14 | -9.00% | 108.53 | 1.81% |
| Desarrollo TIR 45.21% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-02-05 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 7.5000) x (92/365)) x 100.00% x 100.00]/[(1+45.21)^(76/365)] | 10.94 | i |
| 2025-05-05 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 7.5000) x (89/365)) x 100.00% x 100.00]/[(1+45.21)^(165/365)] | 9.66 | i |
| 2025-08-05 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 7.5000) x (92/365)) x 100.00% x 100.00]/[(1+45.21)^(257/365)] | 9.09 | i |
| 2025-08-05 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+45.21)^(257/365)] | 76.90 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4691 x (92/365)) x 1 x 100.00 x (16/92) | 2.06 |
| 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. | |
| 2025-02-05 | (Dias para cupon / Dias Año) | (76 / 365) | 0.21 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 7.5000) x (92/365)) x 100.00% x 100.00]/[(1+45.21)^(76/365)] | 10.94 | 0.10 | 0.02 | i | |
| 2025-05-05 | (Dias para cupon / Dias Año) | (165 / 365) | 0.45 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 7.5000) x (89/365)) x 100.00% x 100.00]/[(1+45.21)^(165/365)] | 9.66 | 0.09 | 0.04 | i | |
| 2025-08-05 | (Dias para cupon / Dias Año) | (257 / 365) | 0.70 | [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+45.21)^(257/365)]+[((39.4117 + 7.5000) x (92/365)) x 100.00% x 100.00]/[(1+45.21)^(257/365)] | 86.00 | 0.81 | 0.57 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.63 | 0.63 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.63)/(1 + 45.21/100) | 0.43 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106.39 - 106.81 )/( 2 x 106.6 x 0.01) | 0.20 |
| 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. |
| 2025-02-05 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (76 / 365) ^ 2 + (76 / 365) | 0.25 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 7.5000) x (92/365)) x 100.00% x 100.00]/[(1+45.21)^(76/365)] | 10.94 | 2.75 | i |
| 2025-05-05 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (165 / 365) ^ 2 + (165 / 365) | 0.66 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 7.5000) x (89/365)) x 100.00% x 100.00]/[(1+45.21)^(165/365)] | 9.66 | 6.34 | i |
| 2025-08-05 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (257 / 365) ^ 2 + (257 / 365) | 1.20 | [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+45.21)^(257/365)]+[((39.4117 + 7.5000) x (92/365)) x 100.00% x 100.00]/[(1+45.21)^(257/365)] | 86.00 | 103.18 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [106.6 x ((1 + 45.2096875) ^ 2)]] x 112.28] | 0.50 |
| 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 | 2024-08-05 | ||
| F. de Vencimiento | 2025-08-05 | ||
| Ajuste | Badlar | ||
| Dias previos para calculo ajuste o interes | 7 | ||
| Capital | El capital de las Obligaciones Negociables Clase 6 será repagado en un único pago en la Fecha de Vencimiento de la Clase 6, es decir el 05 de agosto de 2025. | ||
| Interes | BADLAR + Margen Aplicable: 7,00% | ||
| Frecuencia | Los intereses de las Obligaciones Negociables Clase 6 serán pagados trimestralmente, en forma vencida a contar desde la Fecha de Emisión y Liquidación, los días 05 de noviembre 2024, 05 de febrero de 2025, 05 de mayo de 2025 y en la Fecha de Vencimiento de las Obligaciones Negociables Clase 6. | ||
| ISIN | Sin Datos |