| 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 | 104.98 | Semana TIR | 0.13% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -8.31% |
| Tipo | Corporativo | Paridad | 100.84% | Semestre TIR | S/D |
| País | Argentina | TIR | 54.00% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.50 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.32 | Semana Precio | 0.82% |
| Fecha/Hora | 2024-10-17 17:00:23 | Effective Dur. | 0.17 | Mes Precio | 5.56% |
| Volumen | 2141990744 | Convexidad | 0.31 | Semestre Precio | S/D |
| Precio | 105.86 | Int. Corrido | 4.98 | 1ero Enero Precio | S/D |
| Variación | 0.34% | Cupon | 131.21 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116.45 | 10.00% | 27.14 | -49.75% |
| 115.39 | 9.00% | 29.49 | -45.38% |
| 114.33 | 8.00% | 31.92 | -40.90% |
| 113.27 | 7.00% | 34.41 | -36.28% |
| 112.21 | 6.00% | 36.97 | -31.54% |
| 111.15 | 5.00% | 39.61 | -26.66% |
| 110.09 | 4.00% | 42.32 | -21.63% |
| 109.04 | 3.00% | 45.11 | -16.46% |
| 107.98 | 2.00% | 47.99 | -11.14% |
| 106.92 | 1.00% | 50.95 | -5.65% |
| 105.86 | 0.00% | 54.00 | 0.00% |
| 104.80 | -1.00% | 57.14 | 5.82% |
| 103.74 | -2.00% | 60.39 | 11.83% |
| 102.68 | -3.00% | 63.73 | 18.02% |
| 101.63 | -4.00% | 67.18 | 24.40% |
| 100.57 | -5.00% | 70.73 | 30.99% |
| 99.51 | -6.00% | 74.41 | 37.79% |
| 98.45 | -7.00% | 78.20 | 44.81% |
| 97.39 | -8.00% | 82.12 | 52.07% |
| 96.33 | -9.00% | 86.16 | 59.56% |
| 95.27 | -10.00% | 90.35 | 67.31% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 58.86 | 9.00% | 104.24 | -1.53% |
| 58.32 | 8.00% | 104.41 | -1.37% |
| 57.78 | 7.00% | 104.59 | -1.20% |
| 57.24 | 6.00% | 104.77 | -1.03% |
| 56.70 | 5.00% | 104.95 | -0.86% |
| 56.16 | 4.00% | 105.13 | -0.69% |
| 55.62 | 3.00% | 105.31 | -0.52% |
| 55.08 | 2.00% | 105.49 | -0.35% |
| 54.54 | 1.00% | 105.68 | -0.17% |
| 54.00 | 0.00% | 105.86 | 0.00% |
| 53.46 | -1.00% | 106.04 | 0.17% |
| 52.92 | -2.00% | 106.23 | 0.35% |
| 52.38 | -3.00% | 106.42 | 0.53% |
| 51.84 | -4.00% | 106.61 | 0.70% |
| 51.30 | -5.00% | 106.79 | 0.88% |
| 50.76 | -6.00% | 106.98 | 1.06% |
| 50.22 | -7.00% | 107.18 | 1.24% |
| 49.68 | -8.00% | 107.37 | 1.42% |
| 49.14 | -9.00% | 107.56 | 1.61% |
| Desarrollo TIR 54.00% | ||||
|---|---|---|---|---|
| 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+54.00)^(179/360)] | 25.18 | i |
| 2025-04-16 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+54.00)^(179/360)] | 80.68 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | 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 (34/213) | 4.98 |
| 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) | (179 / 360) | 0.50 | [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+54.00)^(179/360)]+[((1+0.039/100)^((213/360) x 12) - 1) x 100.00]/[(1+54.00)^(179/360)] | 105.86 | 1.00 | 0.50 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.50 | 0.50 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.50)/(1 + 54.00/100) | 0.32 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105.68 - 106.04 )/( 2 x 105.86 x 0.01) | 0.17 |
| 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)] | (179 / 360) ^ 2 + (179 / 360) | 0.74 | [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+54.00)^(179/360)]+[((1+0.039/100)^((213/360) x 12) - 1) x 100.00]/[(1+54.00)^(179/360)] | 105.86 | 78.81 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105.86 x ((1 + 53.9996875) ^ 2)]] x 78.81] | 0.31 |
| 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 |