Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
---|---|---|---|---|---|
2025-06-30 | 0.00 | 0.00 | 146.61 | 100.00 | 246.61 |
Datos | |||||
---|---|---|---|---|---|
Simbolo | S30J5 | Valor Tecnico | 112.58 | Semana TIR | 3.73% |
Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -29.08% |
Tipo | Soberano | Paridad | 107.65% | Semestre TIR | S/D |
País | Argentina | TIR | 36.73% | 1ero Enero TIR | S/D |
Mercado | BYMA | Macaulay Dur. | 0.61 | Año TIR | S/D |
Moneda | ARS | Modified Dur. | 0.44 | Semana Precio | 0.00% |
Fecha/Hora | 2024-11-20 17:00:11 | Effective Dur. | 0.16 | Mes Precio | 10.33% |
Volumen | 0 | Convexidad | 0.52 | Semestre Precio | S/D |
Precio | 121.20 | Int. Corrido | 12.58 | 1ero Enero Precio | S/D |
Variación | 0.00% | Cupon | 146.61 | Año Precio | S/D |
Sensibilidad Precio | |||
---|---|---|---|
Precio | Variación Precio | TIR | Variación TIR |
133.32 | 10.00% | 16.90 | -53.98% |
132.11 | 9.00% | 18.67 | -49.17% |
130.90 | 8.00% | 20.48 | -44.23% |
129.68 | 7.00% | 22.34 | -39.18% |
128.47 | 6.00% | 24.24 | -34.00% |
127.26 | 5.00% | 26.19 | -28.68% |
126.05 | 4.00% | 28.19 | -23.24% |
124.84 | 3.00% | 30.25 | -17.65% |
123.62 | 2.00% | 32.35 | -11.92% |
122.41 | 1.00% | 34.51 | -6.04% |
121.20 | 0.00% | 36.73 | 0.00% |
119.99 | -1.00% | 39.01 | 6.21% |
118.78 | -2.00% | 41.35 | 12.58% |
117.56 | -3.00% | 43.75 | 19.12% |
116.35 | -4.00% | 46.22 | 25.84% |
115.14 | -5.00% | 48.76 | 32.75% |
113.93 | -6.00% | 51.37 | 39.86% |
112.72 | -7.00% | 54.06 | 47.17% |
111.50 | -8.00% | 56.82 | 54.69% |
110.29 | -9.00% | 59.66 | 62.43% |
109.08 | -10.00% | 62.59 | 70.40% |
Sensibilidad TIR | |||
---|---|---|---|
TIR | Variación TIR | Precio | Variación Precio |
40.04 | 9.00% | 119.45 | -1.44% |
39.67 | 8.00% | 119.64 | -1.28% |
39.30 | 7.00% | 119.83 | -1.13% |
38.93 | 6.00% | 120.03 | -0.97% |
38.57 | 5.00% | 120.22 | -0.81% |
38.20 | 4.00% | 120.42 | -0.65% |
37.83 | 3.00% | 120.61 | -0.49% |
37.46 | 2.00% | 120.81 | -0.32% |
37.10 | 1.00% | 121.00 | -0.16% |
36.73 | 0.00% | 121.20 | 0.00% |
36.36 | -1.00% | 121.40 | 0.16% |
36.00 | -2.00% | 121.60 | 0.33% |
35.63 | -3.00% | 121.80 | 0.49% |
35.26 | -4.00% | 122.00 | 0.66% |
34.89 | -5.00% | 122.20 | 0.83% |
34.53 | -6.00% | 122.40 | 0.99% |
34.16 | -7.00% | 122.61 | 1.16% |
33.79 | -8.00% | 122.81 | 1.33% |
33.42 | -9.00% | 123.02 | 1.50% |
Desarrollo TIR 36.73% | ||||
---|---|---|---|---|
Fecha | Formula | Operacion | Factor | Tipo |
2025-06-30 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.039/100)^((300/360) x 12) - 1) x 100.00]/[(1+36.73)^(219/360)] | 38.53 | i |
2025-06-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+36.73)^(219/360)] | 82.67 | k |
Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
---|---|---|---|
2024-11-21 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.039/100)^((300/360) x 12)-1] x (81/300) | 12.58 |
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. | |
2025-06-30 | (Dias para cupon / Dias Año) | (219 / 360) | 0.61 | [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+36.73)^(219/360)]+[((1+0.039/100)^((300/360) x 12) - 1) x 100.00]/[(1+36.73)^(219/360)] | 121.20 | 1.00 | 0.61 | ki |
Desarrollo Duracion Macaulay Valor Final | |||||||||
---|---|---|---|---|---|---|---|---|---|
Formula | Operacion | Duracion Macaulay | |||||||
Suma Factores | 0.61 | 0.61 |
Desarrollo Duracion Modificada | ||
---|---|---|
Formula | Operacion | Duracion Modificada |
(Macaulay Duration)/(1 + TIR) | (0.61)/(1 + 36.73/100) | 0.44 |
Desarrollo Duracion Efectiva | ||
---|---|---|
Formula | Operacion | Duracion Efectiva |
(P+ - P-)/(2 x Po x ΔTIR) | (121.00 - 121.40 )/( 2 x 121.2 x 0.01) | 0.16 |
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. |
2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (219 / 360) ^ 2 + (219 / 360) | 0.98 | [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+36.73)^(219/360)]+[((1+0.039/100)^((300/360) x 12) - 1) x 100.00]/[(1+36.73)^(219/360)] | 121.20 | 118.58 | ki |
Formula Convexidad Valor Final | ||
---|---|---|
Formula | Operacion | Convexidad |
[[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [121.2 x ((1 + 36.732) ^ 2)]] x 118.58] | 0.52 |
F. de Emision | 2024-08-30 | ||
F. de Vencimiento | 2025-06-30 | ||
Ajuste | |||
Dias previos para calculo ajuste o interes | |||
Capital | Integra al vencimiento | ||
Interes | TEM 3.90% | ||
Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 30-06-2025 | ||
ISIN | AR0133293206 |