| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-16 | 0.00 | 0.00 | 136.86 | 100.00 | 236.86 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S16Y5 | Valor Tecnico | 110.31 | Semana TIR | 6.85% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -27.33% |
| Tipo | Corporativo | Paridad | 106.41% | Semestre TIR | S/D |
| País | Argentina | TIR | 37.12% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.49 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.35 | Semana Precio | -0.27% |
| Fecha/Hora | 2024-11-20 16:52:50 | Effective Dur. | 0.13 | Mes Precio | 8.49% |
| Volumen | 0 | Convexidad | 0.38 | Semestre Precio | S/D |
| Precio | 117.39 | Int. Corrido | 10.31 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 136.86 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 129.13 | 10.00% | 12.71 | -65.76% |
| 127.96 | 9.00% | 14.84 | -60.01% |
| 126.78 | 8.00% | 17.04 | -54.09% |
| 125.61 | 7.00% | 19.31 | -47.99% |
| 124.43 | 6.00% | 21.63 | -41.72% |
| 123.26 | 5.00% | 24.03 | -35.27% |
| 122.09 | 4.00% | 26.49 | -28.63% |
| 120.91 | 3.00% | 29.03 | -21.79% |
| 119.74 | 2.00% | 31.65 | -14.74% |
| 118.56 | 1.00% | 34.34 | -7.48% |
| 117.39 | 0.00% | 37.12 | 0.00% |
| 116.22 | -1.00% | 39.99 | 7.72% |
| 115.04 | -2.00% | 42.94 | 15.68% |
| 113.87 | -3.00% | 45.99 | 23.89% |
| 112.69 | -4.00% | 49.13 | 32.36% |
| 111.52 | -5.00% | 52.38 | 41.11% |
| 110.35 | -6.00% | 55.73 | 50.15% |
| 109.17 | -7.00% | 59.20 | 59.48% |
| 108.00 | -8.00% | 62.78 | 69.12% |
| 106.82 | -9.00% | 66.48 | 79.09% |
| 105.65 | -10.00% | 70.31 | 89.41% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 40.46 | 9.00% | 116.02 | -1.16% |
| 40.09 | 8.00% | 116.17 | -1.04% |
| 39.72 | 7.00% | 116.32 | -0.91% |
| 39.35 | 6.00% | 116.47 | -0.78% |
| 38.98 | 5.00% | 116.63 | -0.65% |
| 38.60 | 4.00% | 116.78 | -0.52% |
| 38.23 | 3.00% | 116.93 | -0.39% |
| 37.86 | 2.00% | 117.08 | -0.26% |
| 37.49 | 1.00% | 117.24 | -0.13% |
| 37.12 | 0.00% | 117.39 | 0.00% |
| 36.75 | -1.00% | 117.55 | 0.13% |
| 36.38 | -2.00% | 117.70 | 0.26% |
| 36.01 | -3.00% | 117.86 | 0.40% |
| 35.64 | -4.00% | 118.01 | 0.53% |
| 35.26 | -5.00% | 118.17 | 0.66% |
| 34.89 | -6.00% | 118.33 | 0.80% |
| 34.52 | -7.00% | 118.49 | 0.93% |
| 34.15 | -8.00% | 118.65 | 1.07% |
| 33.78 | -9.00% | 118.81 | 1.21% |
| Desarrollo TIR 37.12% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-16 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395/100)^((243/360) x 12) - 1) x 100.00]/[(1+37.12)^(175/360)] | 31.62 | i |
| 2025-05-16 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+37.12)^(175/360)] | 85.77 | 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+0.0395/100)^((243/360) x 12)-1] x (68/243) | 10.31 |
| 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. | |
| 2025-05-16 | (Dias para cupon / Dias Año) | (175 / 360) | 0.49 | [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+37.12)^(175/360)]+[((1+0.0395/100)^((243/360) x 12) - 1) x 100.00]/[(1+37.12)^(175/360)] | 117.39 | 1.00 | 0.49 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.49 | 0.49 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.49)/(1 + 37.12/100) | 0.35 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (117.24 - 117.54 )/( 2 x 117.39 x 0.01) | 0.13 |
| 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. |
| 2025-05-16 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (175 / 360) ^ 2 + (175 / 360) | 0.72 | [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+37.12)^(175/360)]+[((1+0.0395/100)^((243/360) x 12) - 1) x 100.00]/[(1+37.12)^(175/360)] | 117.39 | 84.80 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [117.39 x ((1 + 37.121) ^ 2)]] x 84.80] | 0.38 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-05-16 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | íntegra al vencimiento. | ||
| Interes | TEM 3.95% 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 | AR0637806511 |