| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-03-27 | 100.00 | 129000.00 | 3179.30 | 0.00 | 3179.30 |
| 2025-09-27 | 100.00 | 114581.00 | 2870.74 | 0.00 | 2870.74 |
| 2026-03-27 | 100.00 | 114581.00 | 2823.94 | 0.00 | 2823.94 |
| 2026-09-27 | 100.00 | 114581.00 | 2870.74 | 0.00 | 2870.74 |
| 2027-03-27 | 100.00 | 114581.00 | 2823.94 | 0.00 | 2823.94 |
| 2027-09-27 | 0.00 | 0.00 | 2870.74 | 114581.00 | 117451.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PN34O | Valor Tecnico | 115267.48 | Semana TIR | 0.00% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | 11.78% |
| Tipo | Corporativo | Paridad | 92.83% | Semestre TIR | 42.10% |
| País | Argentina | TIR | 8.54% | 1ero Enero TIR | 110.86% |
| Mercado | BYMA | Macaulay Dur. | 2.26 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 2.08 | Semana Precio | -2.78% |
| Fecha/Hora | 2025-05-09 14:59:50 | Effective Dur. | 0.18 | Mes Precio | -16.93% |
| Volumen | 58765 | Convexidad | 6.40 | Semestre Precio | -3.60% |
| Precio | 107000.00 | Int. Corrido | 686.48 | 1ero Enero Precio | -11.78% |
| Variación | -3.60% | Cupon | 2870.74 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117700.00 | 10.00% | 4.07 | -52.39% |
| 116630.00 | 9.00% | 4.49 | -47.46% |
| 115560.00 | 8.00% | 4.91 | -42.48% |
| 114490.00 | 7.00% | 5.34 | -37.43% |
| 113420.00 | 6.00% | 5.78 | -32.30% |
| 112350.00 | 5.00% | 6.23 | -27.10% |
| 111280.00 | 4.00% | 6.68 | -21.82% |
| 110210.00 | 3.00% | 7.13 | -16.48% |
| 109140.00 | 2.00% | 7.60 | -11.05% |
| 108070.00 | 1.00% | 8.07 | -5.55% |
| 107000.00 | 0.00% | 8.54 | 0.00% |
| 105930.00 | -1.00% | 9.03 | 5.70% |
| 104860.00 | -2.00% | 9.52 | 11.45% |
| 103790.00 | -3.00% | 10.02 | 17.29% |
| 102720.00 | -4.00% | 10.52 | 23.23% |
| 101650.00 | -5.00% | 11.04 | 29.24% |
| 100580.00 | -6.00% | 11.56 | 35.36% |
| 99510.00 | -7.00% | 12.09 | 41.57% |
| 98440.00 | -8.00% | 12.63 | 47.88% |
| 97370.00 | -9.00% | 13.18 | 54.30% |
| 96300.00 | -10.00% | 13.73 | 60.82% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.31 | 9.00% | 105312.97 | -1.58% |
| 9.22 | 8.00% | 105499.00 | -1.40% |
| 9.14 | 7.00% | 105685.52 | -1.23% |
| 9.05 | 6.00% | 105872.52 | -1.05% |
| 8.97 | 5.00% | 106060.01 | -0.88% |
| 8.88 | 4.00% | 106248.00 | -0.70% |
| 8.80 | 3.00% | 106436.47 | -0.53% |
| 8.71 | 2.00% | 106625.44 | -0.35% |
| 8.63 | 1.00% | 106814.91 | -0.17% |
| 8.54 | 0.00% | 107000.00 | 0.00% |
| 8.45 | -1.00% | 107195.34 | 0.18% |
| 8.37 | -2.00% | 107386.30 | 0.36% |
| 8.28 | -3.00% | 107577.77 | 0.54% |
| 8.20 | -4.00% | 107769.74 | 0.72% |
| 8.11 | -5.00% | 107962.22 | 0.90% |
| 8.03 | -6.00% | 108155.20 | 1.08% |
| 7.94 | -7.00% | 108348.70 | 1.26% |
| 7.86 | -8.00% | 108542.70 | 1.44% |
| 7.77 | -9.00% | 108737.22 | 1.62% |
| Desarrollo TIR 8.54% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(140/365)] | 2781.91 | i |
| 2026-03-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(321/365)] | 2627.58 | i |
| 2026-09-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(505/365)] | 2563.03 | i |
| 2027-03-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(686/365)] | 2420.84 | i |
| 2027-09-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(870/365)] | 2361.37 | i |
| 2027-09-27 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+8.54)^(870/365)] | 94250.16 | 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 Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0497 x (184/365)) x 1.00 x 1 x 100.00 x 1145.81 x (44/184) | 686.48 |
| 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. | |
| 2025-09-27 | (Dias para cupon / Dias Año) | (140 / 365) | 0.38 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(140/365)] | 2781.88 | 0.03 | 0.01 | i | |
| 2026-03-27 | (Dias para cupon / Dias Año) | (321 / 365) | 0.88 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(321/365)] | 2627.51 | 0.02 | 0.02 | i | |
| 2026-09-27 | (Dias para cupon / Dias Año) | (505 / 365) | 1.38 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(505/365)] | 2562.93 | 0.02 | 0.03 | i | |
| 2027-03-27 | (Dias para cupon / Dias Año) | (686 / 365) | 1.88 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(686/365)] | 2420.71 | 0.02 | 0.04 | i | |
| 2027-09-27 | (Dias para cupon / Dias Año) | (870 / 365) | 2.38 | [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 1145.81]/[(1+8.54)^(870/365)]+[(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(870/365)] | 96605.16 | 0.90 | 2.15 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.26 | 2.26 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.26)/(1 + 8.54/100) | 2.08 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106808.18 - 107188.70 )/( 2 x 107000 x 0.01) | 0.18 |
| 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. |
| 2025-09-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (140 / 365) ^ 2 + (140 / 365) | 0.53 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(140/365)] | 2781.88 | 1476.29 | i |
| 2026-03-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (321 / 365) ^ 2 + (321 / 365) | 1.65 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(321/365)] | 2627.51 | 4342.98 | i |
| 2026-09-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (505 / 365) ^ 2 + (505 / 365) | 3.30 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(505/365)] | 2562.93 | 8452.04 | i |
| 2027-03-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (686 / 365) ^ 2 + (686 / 365) | 5.41 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(686/365)] | 2420.71 | 13100.38 | i |
| 2027-09-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (870 / 365) ^ 2 + (870 / 365) | 8.06 | [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 1145.81]/[(1+8.54)^(870/365)]+[(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.54)^(870/365)] | 96605.16 | 779113.63 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107000 x ((1 + 8.543) ^ 2)]] x 806485.33] | 6.40 |
| F. de Emision | 2024-09-27 | ||
| F. de Vencimiento | 2027-09-27 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Mediante 1 (un) pago por un monto igual al 100% del capital total de las Obligaciones Negociables, pagadero en la Fecha de Vencimiento, 27/09/2027 | ||
| Interes | TNA 4.97% | ||
| Frecuencia | Las Obligaciones Negociables pagarán intereses en las siguientes fechas: 27 de marzo de 2025, 27 de septiembre de 2025, 27 de marzo de 2026, 27 de septiembre de 2026, 27 de marzo de 2027 y en la Fecha de Vencimiento | ||
| ISIN | AR0770773957 |