| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-09-30 | 0.00 | 0.00 | 159.73 | 100.00 | 259.73 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S30S5 | Valor Tecnico | 106.97 | Semana TIR | -15.57% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -34.40% |
| Tipo | Soberano | Paridad | 114.99% | Semestre TIR | S/D |
| País | Argentina | TIR | 34.43% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.88 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.66 | Semana Precio | 4.86% |
| Fecha/Hora | 2024-11-12 17:00:19 | Effective Dur. | 0.23 | Mes Precio | 16.05% |
| Volumen | 5715125319 | Convexidad | 0.92 | Semestre Precio | S/D |
| Precio | 123.00 | Int. Corrido | 6.97 | 1ero Enero Precio | S/D |
| Variación | 2.84% | Cupon | 159.73 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 135.30 | 10.00% | 20.68 | -39.94% |
| 134.07 | 9.00% | 21.93 | -36.30% |
| 132.84 | 8.00% | 23.21 | -32.59% |
| 131.61 | 7.00% | 24.51 | -28.80% |
| 130.38 | 6.00% | 25.85 | -24.93% |
| 129.15 | 5.00% | 27.20 | -20.99% |
| 127.92 | 4.00% | 28.59 | -16.97% |
| 126.69 | 3.00% | 30.00 | -12.86% |
| 125.46 | 2.00% | 31.45 | -8.67% |
| 124.23 | 1.00% | 32.92 | -4.39% |
| 123.00 | 0.00% | 34.43 | 0.00% |
| 121.77 | -1.00% | 35.96 | 4.46% |
| 120.54 | -2.00% | 37.54 | 9.02% |
| 119.31 | -3.00% | 39.14 | 13.69% |
| 118.08 | -4.00% | 40.78 | 18.46% |
| 116.85 | -5.00% | 42.46 | 23.33% |
| 115.62 | -6.00% | 44.18 | 28.32% |
| 114.39 | -7.00% | 45.94 | 33.42% |
| 113.16 | -8.00% | 47.73 | 38.64% |
| 111.93 | -9.00% | 49.57 | 43.98% |
| 110.70 | -10.00% | 51.46 | 49.45% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.53 | 9.00% | 120.55 | -2.00% |
| 37.18 | 8.00% | 120.81 | -1.78% |
| 36.84 | 7.00% | 121.08 | -1.56% |
| 36.50 | 6.00% | 121.35 | -1.34% |
| 36.15 | 5.00% | 121.62 | -1.12% |
| 35.81 | 4.00% | 121.89 | -0.90% |
| 35.46 | 3.00% | 122.17 | -0.68% |
| 35.12 | 2.00% | 122.44 | -0.45% |
| 34.77 | 1.00% | 122.72 | -0.23% |
| 34.43 | 0.00% | 123.00 | 0.00% |
| 34.09 | -1.00% | 123.28 | 0.22% |
| 33.74 | -2.00% | 123.56 | 0.45% |
| 33.40 | -3.00% | 123.84 | 0.68% |
| 33.05 | -4.00% | 124.12 | 0.91% |
| 32.71 | -5.00% | 124.40 | 1.14% |
| 32.36 | -6.00% | 124.69 | 1.37% |
| 32.02 | -7.00% | 124.98 | 1.61% |
| 31.68 | -8.00% | 125.27 | 1.84% |
| 31.33 | -9.00% | 125.56 | 2.08% |
| Desarrollo TIR 34.43% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-30 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0398/100)^((360/360) x 12) - 1) x 100.00]/[(1+34.43)^(318/360)] | 46.00 | i |
| 2025-09-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.43)^(318/360)] | 77.00 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-12 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.0398/100)^((360/360) x 12)-1] x (42/360) | 6.97 |
| 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. | |
| 2025-09-30 | (Dias para cupon / Dias Año) | (318 / 360) | 0.88 | [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+34.43)^(318/360)]+[((1+0.0398/100)^((360/360) x 12) - 1) x 100.00]/[(1+34.43)^(318/360)] | 123.00 | 1.00 | 0.88 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.88 | 0.88 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.88)/(1 + 34.43/100) | 0.66 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (122.72 - 123.28 )/( 2 x 123 x 0.01) | 0.23 |
| 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. |
| 2025-09-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (318 / 360) ^ 2 + (318 / 360) | 1.66 | [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+34.43)^(318/360)]+[((1+0.0398/100)^((360/360) x 12) - 1) x 100.00]/[(1+34.43)^(318/360)] | 123.00 | 204.62 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [123 x ((1 + 34.4256875) ^ 2)]] x 204.62] | 0.92 |
| F. de Emision | 2024-09-30 | ||
| F. de Vencimiento | 2025-09-30 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.98% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 30-09-2025 | ||
| ISIN | AR0145235914 |