| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-04-16 | 0.00 | 0.00 | 131.21 | 100.00 | 231.21 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S16A5 | Valor Tecnico | 109.96 | Semana TIR | 3.97% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -30.46% |
| Tipo | Corporativo | Paridad | 105.22% | Semestre TIR | S/D |
| País | Argentina | TIR | 36.66% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.40 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.29 | Semana Precio | 0.17% |
| Fecha/Hora | 2024-11-21 11:30:01 | Effective Dur. | 0.11 | Mes Precio | 8.33% |
| Volumen | 128895025 | Convexidad | 0.30 | Semestre Precio | S/D |
| Precio | 115.70 | Int. Corrido | 9.96 | 1ero Enero Precio | S/D |
| Variación | 0.26% | Cupon | 131.21 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 127.27 | 10.00% | 7.87 | -78.55% |
| 126.11 | 9.00% | 10.34 | -71.80% |
| 124.96 | 8.00% | 12.89 | -64.84% |
| 123.80 | 7.00% | 15.53 | -57.65% |
| 122.64 | 6.00% | 18.26 | -50.21% |
| 121.48 | 5.00% | 21.07 | -42.54% |
| 120.33 | 4.00% | 23.98 | -34.60% |
| 119.17 | 3.00% | 26.99 | -26.39% |
| 118.01 | 2.00% | 30.11 | -17.90% |
| 116.86 | 1.00% | 33.33 | -9.11% |
| 115.70 | 0.00% | 36.66 | 0.00% |
| 114.54 | -1.00% | 40.12 | 9.40% |
| 113.39 | -2.00% | 43.69 | 19.15% |
| 112.23 | -3.00% | 47.40 | 29.26% |
| 111.07 | -4.00% | 51.24 | 39.73% |
| 109.92 | -5.00% | 55.22 | 50.60% |
| 108.76 | -6.00% | 59.36 | 61.87% |
| 107.60 | -7.00% | 63.64 | 73.56% |
| 106.44 | -8.00% | 68.10 | 85.70% |
| 105.29 | -9.00% | 72.72 | 98.31% |
| 104.13 | -10.00% | 77.52 | 111.41% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 39.97 | 9.00% | 114.59 | -0.96% |
| 39.60 | 8.00% | 114.71 | -0.85% |
| 39.24 | 7.00% | 114.83 | -0.75% |
| 38.87 | 6.00% | 114.96 | -0.64% |
| 38.50 | 5.00% | 115.08 | -0.54% |
| 38.14 | 4.00% | 115.20 | -0.43% |
| 37.77 | 3.00% | 115.32 | -0.32% |
| 37.40 | 2.00% | 115.45 | -0.22% |
| 37.04 | 1.00% | 115.57 | -0.11% |
| 36.67 | 0.00% | 115.70 | 0.00% |
| 36.30 | -1.00% | 115.82 | 0.11% |
| 35.94 | -2.00% | 115.95 | 0.21% |
| 35.57 | -3.00% | 116.07 | 0.32% |
| 35.20 | -4.00% | 116.20 | 0.43% |
| 34.84 | -5.00% | 116.33 | 0.54% |
| 34.47 | -6.00% | 116.46 | 0.65% |
| 34.10 | -7.00% | 116.58 | 0.76% |
| 33.74 | -8.00% | 116.71 | 0.88% |
| 33.37 | -9.00% | 116.84 | 0.99% |
| Desarrollo TIR 36.66% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-04-16 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.039/100)^((213/360) x 12) - 1) x 100.00]/[(1+36.66)^(145/360)] | 27.52 | i |
| 2025-04-16 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+36.66)^(145/360)] | 88.18 | 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+0.039/100)^((213/360) x 12)-1] x (68/213) | 9.96 |
| 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. | |
| 2025-04-16 | (Dias para cupon / Dias Año) | (145 / 360) | 0.40 | [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+36.66)^(145/360)]+[((1+0.039/100)^((213/360) x 12) - 1) x 100.00]/[(1+36.66)^(145/360)] | 115.70 | 1.00 | 0.40 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.40 | 0.40 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.40)/(1 + 36.66/100) | 0.29 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115.57 - 115.82 )/( 2 x 115.7 x 0.01) | 0.11 |
| 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. |
| 2025-04-16 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (145 / 360) ^ 2 + (145 / 360) | 0.57 | [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+36.66)^(145/360)]+[((1+0.039/100)^((213/360) x 12) - 1) x 100.00]/[(1+36.66)^(145/360)] | 115.70 | 65.37 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [115.7 x ((1 + 36.6636875) ^ 2)]] x 65.37] | 0.30 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-04-16 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | íntegra al vencimiento. | ||
| Interes | TEM 3.90% Pagara intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento. | ||
| Frecuencia | Pagara intereses a una tasa efectiva mensual capitalizable mensualmente hasta el | ||
| ISIN | AR0615468409 |