| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-11-08 | 100.00 | 113168.00 | 2263.36 | 0.00 | 2263.36 |
| 2025-02-08 | 100.00 | 107582.00 | 2151.64 | 0.00 | 2151.64 |
| 2025-05-08 | 100.00 | 107582.00 | 2151.64 | 0.00 | 2151.64 |
| 2025-08-08 | 100.00 | 107582.00 | 2151.64 | 0.00 | 2151.64 |
| 2025-11-08 | 100.00 | 107582.00 | 2151.64 | 0.00 | 2151.64 |
| 2026-02-08 | 0.00 | 0.00 | 2151.64 | 107582.00 | 109733.64 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CRCLO | Valor Tecnico | 107892.79 | Semana TIR | -30.59% |
| Emisor | Celulosa Argentina S.A.Celulosa Argentina S.A. | Valor Residual | 100.00% | Mes TIR | -3.72% |
| Tipo | Corporativo | Paridad | 102.87% | Semestre TIR | S/D |
| País | Argentina | TIR | 5.65% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.17 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.10 | Semana Precio | 0.25% |
| Fecha/Hora | 2024-11-20 15:28:14 | Effective Dur. | 0.06 | Mes Precio | -8.88% |
| Volumen | 0 | Convexidad | 2.29 | Semestre Precio | S/D |
| Precio | 110990.00 | Int. Corrido | 310.79 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 2151.64 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 122089.00 | 10.00% | -2.63 | -146.59% |
| 120979.10 | 9.00% | -1.87 | -133.08% |
| 119869.20 | 8.00% | -1.09 | -119.32% |
| 118759.30 | 7.00% | -0.30 | -105.33% |
| 117649.40 | 6.00% | 0.50 | -91.09% |
| 116539.50 | 5.00% | 1.32 | -76.60% |
| 115429.60 | 4.00% | 2.16 | -61.85% |
| 114319.70 | 3.00% | 3.00 | -46.83% |
| 113209.80 | 2.00% | 3.87 | -31.53% |
| 112099.90 | 1.00% | 4.75 | -15.94% |
| 110990.00 | 0.00% | 5.65 | 0.00% |
| 109880.10 | -1.00% | 6.56 | 16.11% |
| 108770.20 | -2.00% | 7.49 | 32.61% |
| 107660.30 | -3.00% | 8.44 | 49.41% |
| 106550.40 | -4.00% | 9.41 | 66.55% |
| 105440.50 | -5.00% | 10.40 | 84.03% |
| 104330.60 | -6.00% | 11.41 | 101.86% |
| 103220.70 | -7.00% | 12.43 | 120.05% |
| 102110.80 | -8.00% | 13.48 | 138.62% |
| 101000.90 | -9.00% | 14.55 | 157.55% |
| 99891.00 | -10.00% | 15.65 | 176.91% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.16 | 9.00% | 110364.92 | -0.56% |
| 6.10 | 8.00% | 110433.48 | -0.50% |
| 6.05 | 7.00% | 110502.12 | -0.44% |
| 5.99 | 6.00% | 110570.84 | -0.38% |
| 5.93 | 5.00% | 110639.63 | -0.32% |
| 5.88 | 4.00% | 110708.51 | -0.25% |
| 5.82 | 3.00% | 110777.47 | -0.19% |
| 5.76 | 2.00% | 110846.51 | -0.13% |
| 5.71 | 1.00% | 110915.63 | -0.07% |
| 5.65 | 0.00% | 110990.00 | 0.00% |
| 5.59 | -1.00% | 111054.12 | 0.06% |
| 5.54 | -2.00% | 111123.49 | 0.12% |
| 5.48 | -3.00% | 111192.93 | 0.18% |
| 5.42 | -4.00% | 111262.46 | 0.25% |
| 5.37 | -5.00% | 111332.07 | 0.31% |
| 5.31 | -6.00% | 111401.77 | 0.37% |
| 5.25 | -7.00% | 111471.54 | 0.43% |
| 5.20 | -8.00% | 111541.40 | 0.50% |
| 5.14 | -9.00% | 111611.34 | 0.56% |
| Desarrollo TIR 5.65% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-02-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(77/360)] | 2126.49 | i |
| 2025-05-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(167/360)] | 2097.48 | i |
| 2025-08-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(257/360)] | 2068.85 | i |
| 2025-11-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(347/360)] | 2040.62 | i |
| 2026-02-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(437/360)] | 2012.77 | i |
| 2026-02-08 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1075.82]/[(1+5.65)^(437/360)] | 100638.62 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.08 x (90/360)) x 1.00 x 1 x 100.00 x 1075.82 x (13/90) | 310.79 |
| 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. | |
| 2025-02-08 | (Dias para cupon / Dias Año) | (77 / 360) | 0.21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(77/360)] | 2126.51 | 0.02 | 0.00 | i | |
| 2025-05-08 | (Dias para cupon / Dias Año) | (167 / 360) | 0.46 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(167/360)] | 2097.51 | 0.02 | 0.01 | i | |
| 2025-08-08 | (Dias para cupon / Dias Año) | (257 / 360) | 0.71 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(257/360)] | 2068.90 | 0.02 | 0.01 | i | |
| 2025-11-08 | (Dias para cupon / Dias Año) | (347 / 360) | 0.96 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(347/360)] | 2040.68 | 0.02 | 0.02 | i | |
| 2026-02-08 | (Dias para cupon / Dias Año) | (437 / 360) | 1.21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1075.82]/[(1+5.65)^(437/360)]+[(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(437/360)] | 102655.30 | 0.92 | 1.12 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.17 | 1.17 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.17)/(1 + 5.65/100) | 1.10 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (110919.73 - 111058.15 )/( 2 x 110990 x 0.01) | 0.06 |
| 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. |
| 2025-02-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (77 / 360) ^ 2 + (77 / 360) | 0.26 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(77/360)] | 2126.51 | 552.12 | i |
| 2025-05-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (167 / 360) ^ 2 + (167 / 360) | 0.68 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(167/360)] | 2097.51 | 1424.38 | i |
| 2025-08-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (257 / 360) ^ 2 + (257 / 360) | 1.22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(257/360)] | 2068.90 | 2531.35 | i |
| 2025-11-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (347 / 360) ^ 2 + (347 / 360) | 1.89 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(347/360)] | 2040.68 | 3862.95 | i |
| 2026-02-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (437 / 360) ^ 2 + (437 / 360) | 2.69 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1075.82]/[(1+5.65)^(437/360)]+[(0.08 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+5.65)^(437/360)] | 102655.30 | 275877.42 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [110990 x ((1 + 5.6466875000001) ^ 2)]] x 284248.22] | 2.29 |
| F. de Emision | 2024-08-08 | ||
| F. de Vencimiento | 2026-02-08 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables Clase 20 será amortizado íntegramente en un único pago en la Fecha de Vencimiento de la Clase 20. | ||
| Interes | TNA 8% | ||
| Frecuencia | Los Intereses serán pagados trimestralmente, en forma vencida, a partir de la Fecha de Emisión y Liquidación, en las siguientes fechas: 8 de noviembre de 2024, 8 de febrero de 2025, 8 de mayo de 2025, 8 de agosto de 2025, 8 de noviembre de 2025, y 8 de febrero de 2026. | ||
| ISIN | AR0697579701 |