| 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 | 112317.00 | 2246.34 | 0.00 | 2246.34 |
| 2025-05-08 | 100.00 | 112317.00 | 2246.34 | 0.00 | 2246.34 |
| 2025-08-08 | 100.00 | 112317.00 | 2246.34 | 0.00 | 2246.34 |
| 2025-11-08 | 100.00 | 112317.00 | 2246.34 | 0.00 | 2246.34 |
| 2026-02-08 | 0.00 | 0.00 | 2246.34 | 112317.00 | 114563.34 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CRCLO | Valor Tecnico | 112416.84 | Semana TIR | -10.23% |
| Emisor | Celulosa Argentina S.A.Celulosa Argentina S.A. | Valor Residual | 100.00% | Mes TIR | 374.77% |
| Tipo | Corporativo | Paridad | 99.90% | Semestre TIR | S/D |
| País | Argentina | TIR | 8.34% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.19 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.10 | Semana Precio | -3.27% |
| Fecha/Hora | 2024-11-12 15:53:43 | Effective Dur. | 0.09 | Mes Precio | -9.40% |
| Volumen | 1605 | Convexidad | 2.25 | Semestre Precio | S/D |
| Precio | 112300.00 | Int. Corrido | 99.84 | 1ero Enero Precio | S/D |
| Variación | -2.71% | Cupon | 2246.34 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 123530.00 | 10.00% | 0.01 | -99.84% |
| 122407.00 | 9.00% | 0.78 | -90.63% |
| 121284.00 | 8.00% | 1.56 | -81.26% |
| 120161.00 | 7.00% | 2.36 | -71.72% |
| 119038.00 | 6.00% | 3.17 | -62.02% |
| 117915.00 | 5.00% | 3.99 | -52.15% |
| 116792.00 | 4.00% | 4.83 | -42.09% |
| 115669.00 | 3.00% | 5.68 | -31.87% |
| 114546.00 | 2.00% | 6.55 | -21.44% |
| 113423.00 | 1.00% | 7.44 | -10.84% |
| 112300.00 | 0.00% | 8.34 | 0.00% |
| 111177.00 | -1.00% | 9.26 | 10.99% |
| 110054.00 | -2.00% | 10.19 | 22.20% |
| 108931.00 | -3.00% | 11.15 | 33.64% |
| 107808.00 | -4.00% | 12.12 | 45.30% |
| 106685.00 | -5.00% | 13.11 | 57.19% |
| 105562.00 | -6.00% | 14.12 | 69.31% |
| 104439.00 | -7.00% | 15.15 | 81.67% |
| 103316.00 | -8.00% | 16.20 | 94.28% |
| 102193.00 | -9.00% | 17.28 | 107.17% |
| 101070.00 | -10.00% | 18.37 | 120.30% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.09 | 9.00% | 111376.94 | -0.82% |
| 9.01 | 8.00% | 111478.40 | -0.73% |
| 8.92 | 7.00% | 111580.03 | -0.64% |
| 8.84 | 6.00% | 111681.84 | -0.55% |
| 8.76 | 5.00% | 111783.82 | -0.46% |
| 8.67 | 4.00% | 111885.97 | -0.37% |
| 8.59 | 3.00% | 111988.29 | -0.28% |
| 8.51 | 2.00% | 112090.79 | -0.19% |
| 8.42 | 1.00% | 112193.47 | -0.09% |
| 8.34 | 0.00% | 112300.00 | 0.00% |
| 8.26 | -1.00% | 112399.35 | 0.09% |
| 8.17 | -2.00% | 112502.55 | 0.18% |
| 8.09 | -3.00% | 112605.93 | 0.27% |
| 8.01 | -4.00% | 112709.48 | 0.36% |
| 7.92 | -5.00% | 112813.22 | 0.46% |
| 7.84 | -6.00% | 112917.13 | 0.55% |
| 7.76 | -7.00% | 113021.22 | 0.64% |
| 7.67 | -8.00% | 113125.49 | 0.74% |
| 7.59 | -9.00% | 113229.94 | 0.83% |
| Desarrollo TIR 8.34% | ||||
|---|---|---|---|---|
| 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 1123.17]/[(1+8.34)^(86/360)] | 2203.76 | 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 1123.17]/[(1+8.34)^(176/360)] | 2160.07 | 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 1123.17]/[(1+8.34)^(266/360)] | 2117.24 | 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 1123.17]/[(1+8.34)^(356/360)] | 2075.26 | 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 1123.17]/[(1+8.34)^(446/360)] | 2034.12 | i |
| 2026-02-08 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1123.17]/[(1+8.34)^(446/360)] | 101705.87 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-12 | (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 1123.17 x (4/90) | 99.84 |
| 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) | (86 / 360) | 0.24 | [(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 1123.17]/[(1+8.34)^(86/360)] | 2203.77 | 0.02 | 0.00 | i | |
| 2025-05-08 | (Dias para cupon / Dias Año) | (176 / 360) | 0.49 | [(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 1123.17]/[(1+8.34)^(176/360)] | 2160.09 | 0.02 | 0.01 | i | |
| 2025-08-08 | (Dias para cupon / Dias Año) | (266 / 360) | 0.74 | [(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 1123.17]/[(1+8.34)^(266/360)] | 2117.27 | 0.02 | 0.01 | i | |
| 2025-11-08 | (Dias para cupon / Dias Año) | (356 / 360) | 0.99 | [(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 1123.17]/[(1+8.34)^(356/360)] | 2075.31 | 0.02 | 0.02 | i | |
| 2026-02-08 | (Dias para cupon / Dias Año) | (446 / 360) | 1.24 | [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 1123.17]/[(1+8.34)^(446/360)]+[(0.08 x (90/360)) x 100.00% x 100.00 x 1123.17]/[(1+8.34)^(446/360)] | 103742.73 | 0.92 | 1.14 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.19 | 1.19 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.19)/(1 + 8.34/100) | 1.10 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (112196.35 - 112402.18 )/( 2 x 112300 x 0.01) | 0.09 |
| 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)] | (86 / 360) ^ 2 + (86 / 360) | 0.30 | [(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 1123.17]/[(1+8.34)^(86/360)] | 2203.77 | 652.22 | i |
| 2025-05-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (176 / 360) ^ 2 + (176 / 360) | 0.73 | [(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 1123.17]/[(1+8.34)^(176/360)] | 2160.09 | 1572.33 | i |
| 2025-08-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (266 / 360) ^ 2 + (266 / 360) | 1.28 | [(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 1123.17]/[(1+8.34)^(266/360)] | 2117.27 | 2720.37 | i |
| 2025-11-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (356 / 360) ^ 2 + (356 / 360) | 1.97 | [(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 1123.17]/[(1+8.34)^(356/360)] | 2075.31 | 4081.69 | i |
| 2026-02-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (446 / 360) ^ 2 + (446 / 360) | 2.77 | [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 1123.17]/[(1+8.34)^(446/360)]+[(0.08 x (90/360)) x 100.00% x 100.00 x 1123.17]/[(1+8.34)^(446/360)] | 103742.73 | 287754.78 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [112300 x ((1 + 8.3376874999999) ^ 2)]] x 296781.40] | 2.25 |
| 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 |