| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-11-08 | 100.00 | 100.00 | 2.00 | 0.00 | 2.00 |
| 2025-02-08 | 100.00 | 100.00 | 2.00 | 0.00 | 2.00 |
| 2025-05-08 | 100.00 | 100.00 | 2.00 | 0.00 | 2.00 |
| 2025-08-08 | 100.00 | 100.00 | 2.00 | 0.00 | 2.00 |
| 2025-11-08 | 100.00 | 100.00 | 2.00 | 0.00 | 2.00 |
| 2026-02-08 | 0.00 | 0.00 | 2.00 | 100.00 | 102.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CRCLD | Valor Tecnico | 100.04 | Semana TIR | -2.34% |
| Emisor | Celulosa Argentina S.A.Celulosa Argentina S.A. | Valor Residual | 100.00% | Mes TIR | 85.85% |
| Tipo | Corporativo | Paridad | 51.98% | Semestre TIR | 2306.95% |
| País | Argentina | TIR | 166.32% | 1ero Enero TIR | 1609.35% |
| Mercado | BYMA | Macaulay Dur. | 0.72 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.27 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-05-05 12:25:58 | Effective Dur. | 0.45 | Mes Precio | -20.00% |
| Volumen | 0 | Convexidad | 0.18 | Semestre Precio | -48.77% |
| Precio | 52.00 | Int. Corrido | 0.04 | 1ero Enero Precio | -47.84% |
| Variación | 0.00% | Cupon | 2.00 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 57.20 | 10.00% | 133.47 | -19.75% |
| 56.68 | 9.00% | 136.43 | -17.97% |
| 56.16 | 8.00% | 139.46 | -16.15% |
| 55.64 | 7.00% | 142.55 | -14.29% |
| 55.12 | 6.00% | 145.72 | -12.39% |
| 54.60 | 5.00% | 148.96 | -10.44% |
| 54.08 | 4.00% | 152.27 | -8.45% |
| 53.56 | 3.00% | 155.66 | -6.41% |
| 53.04 | 2.00% | 159.13 | -4.32% |
| 52.52 | 1.00% | 162.68 | -2.19% |
| 52.00 | 0.00% | 166.32 | 0.00% |
| 51.48 | -1.00% | 170.05 | 2.24% |
| 50.96 | -2.00% | 173.87 | 4.54% |
| 50.44 | -3.00% | 177.78 | 6.89% |
| 49.92 | -4.00% | 181.79 | 9.30% |
| 49.40 | -5.00% | 185.90 | 11.77% |
| 48.88 | -6.00% | 190.12 | 14.31% |
| 48.36 | -7.00% | 194.44 | 16.91% |
| 47.84 | -8.00% | 198.88 | 19.58% |
| 47.32 | -9.00% | 203.44 | 22.32% |
| 46.80 | -10.00% | 208.12 | 25.13% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 181.29 | 9.00% | 49.98 | -3.88% |
| 179.63 | 8.00% | 50.20 | -3.46% |
| 177.96 | 7.00% | 50.42 | -3.05% |
| 176.30 | 6.00% | 50.64 | -2.62% |
| 174.64 | 5.00% | 50.86 | -2.20% |
| 172.97 | 4.00% | 51.08 | -1.77% |
| 171.31 | 3.00% | 51.31 | -1.33% |
| 169.65 | 2.00% | 51.54 | -0.89% |
| 167.98 | 1.00% | 51.77 | -0.45% |
| 166.32 | 0.00% | 52.00 | 0.00% |
| 164.66 | -1.00% | 52.24 | 0.45% |
| 162.99 | -2.00% | 52.48 | 0.91% |
| 161.33 | -3.00% | 52.72 | 1.38% |
| 159.67 | -4.00% | 52.96 | 1.85% |
| 158.00 | -5.00% | 53.21 | 2.32% |
| 156.34 | -6.00% | 53.46 | 2.80% |
| 154.68 | -7.00% | 53.71 | 3.29% |
| 153.01 | -8.00% | 53.96 | 3.78% |
| 151.35 | -9.00% | 54.22 | 4.28% |
| Desarrollo TIR 166.32% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-08-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00]/[(1+166.32)^(88/360)] | 1.57 | i |
| 2025-11-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00]/[(1+166.32)^(178/360)] | 1.23 | i |
| 2026-02-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00]/[(1+166.32)^(268/360)] | 0.96 | i |
| 2026-02-08 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+166.32)^(268/360)] | 48.23 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.08 x (90/360)) x 1.00 x 1 x 100.00 x (2/90) | 0.04 |
| 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. | |
| 2025-08-08 | (Dias para cupon / Dias Año) | (88 / 360) | 0.24 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00]/[(1+166.32)^(88/360)] | 1.57 | 0.03 | 0.01 | i | |
| 2025-11-08 | (Dias para cupon / Dias Año) | (178 / 360) | 0.49 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00]/[(1+166.32)^(178/360)] | 1.23 | 0.02 | 0.01 | i | |
| 2026-02-08 | (Dias para cupon / Dias Año) | (268 / 360) | 0.74 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+166.32)^(268/360)]+[(0.08 x (90/360)) x 100.00% x 100.00]/[(1+166.32)^(268/360)] | 49.19 | 0.95 | 0.70 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.72 | 0.72 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.72)/(1 + 166.32/100) | 0.27 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (51.77 - 52.24 )/( 2 x 52.00 x 0.01) | 0.45 |
| 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. |
| 2025-08-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (88 / 360) ^ 2 + (88 / 360) | 0.30 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00]/[(1+166.32)^(88/360)] | 1.57 | 0.48 | i |
| 2025-11-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (178 / 360) ^ 2 + (178 / 360) | 0.74 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (90/360)) x 100.00% x 100.00]/[(1+166.32)^(178/360)] | 1.23 | 0.91 | i |
| 2026-02-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (268 / 360) ^ 2 + (268 / 360) | 1.30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+166.32)^(268/360)]+[(0.08 x (90/360)) x 100.00% x 100.00]/[(1+166.32)^(268/360)] | 49.19 | 63.88 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [52.00 x ((1 + 166.322) ^ 2)]] x 65.27] | 0.18 |
| 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 |