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 | 110.56 | Semana TIR | -5.86% |
Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -31.37% |
Tipo | Soberano | Paridad | 107.27% | Semestre TIR | S/D |
País | Argentina | TIR | 38.95% | 1ero Enero TIR | S/D |
Mercado | BYMA | Macaulay Dur. | 0.64 | Año TIR | S/D |
Moneda | ARS | Modified Dur. | 0.46 | Semana Precio | 1.80% |
Fecha/Hora | 2024-11-08 16:39:02 | Effective Dur. | 0.18 | Mes Precio | 12.20% |
Volumen | 10773237298 | Convexidad | 0.55 | Semestre Precio | S/D |
Precio | 118.60 | Int. Corrido | 10.56 | 1ero Enero Precio | S/D |
Variación | 0.76% | Cupon | 146.61 | Año Precio | S/D |
Sensibilidad Precio | |||
---|---|---|---|
Precio | Variación Precio | TIR | Variación TIR |
130.46 | 10.00% | 19.85 | -49.04% |
129.27 | 9.00% | 21.56 | -44.64% |
128.09 | 8.00% | 23.31 | -40.15% |
126.90 | 7.00% | 25.10 | -35.55% |
125.72 | 6.00% | 26.94 | -30.83% |
124.53 | 5.00% | 28.82 | -26.00% |
123.34 | 4.00% | 30.75 | -21.05% |
122.16 | 3.00% | 32.72 | -15.98% |
120.97 | 2.00% | 34.75 | -10.79% |
119.79 | 1.00% | 36.82 | -5.46% |
118.60 | 0.00% | 38.95 | 0.00% |
117.41 | -1.00% | 41.14 | 5.62% |
116.23 | -2.00% | 43.38 | 11.37% |
115.04 | -3.00% | 45.68 | 17.28% |
113.86 | -4.00% | 48.04 | 23.34% |
112.67 | -5.00% | 50.47 | 29.57% |
111.48 | -6.00% | 52.96 | 35.96% |
110.30 | -7.00% | 55.52 | 42.53% |
109.11 | -8.00% | 58.15 | 49.29% |
107.93 | -9.00% | 60.85 | 56.23% |
106.74 | -10.00% | 63.63 | 63.37% |
Sensibilidad TIR | |||
---|---|---|---|
TIR | Variación TIR | Precio | Variación Precio |
42.46 | 9.00% | 116.71 | -1.59% |
42.07 | 8.00% | 116.92 | -1.42% |
41.68 | 7.00% | 117.13 | -1.24% |
41.29 | 6.00% | 117.33 | -1.07% |
40.90 | 5.00% | 117.54 | -0.89% |
40.51 | 4.00% | 117.75 | -0.71% |
40.12 | 3.00% | 117.96 | -0.54% |
39.73 | 2.00% | 118.18 | -0.36% |
39.34 | 1.00% | 118.39 | -0.18% |
38.95 | 0.00% | 118.60 | 0.00% |
38.56 | -1.00% | 118.82 | 0.18% |
38.17 | -2.00% | 119.03 | 0.36% |
37.78 | -3.00% | 119.25 | 0.55% |
37.39 | -4.00% | 119.47 | 0.73% |
37.00 | -5.00% | 119.69 | 0.92% |
36.61 | -6.00% | 119.91 | 1.10% |
36.22 | -7.00% | 120.13 | 1.29% |
35.83 | -8.00% | 120.35 | 1.47% |
35.44 | -9.00% | 120.57 | 1.66% |
Desarrollo TIR 38.95% | ||||
---|---|---|---|---|
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+38.95)^(232/360)] | 37.70 | i |
2025-06-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+38.95)^(232/360)] | 80.90 | k |
Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
---|---|---|---|
2024-11-08 | 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 (68/300) | 10.56 |
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) | (232 / 360) | 0.64 | [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+38.95)^(232/360)]+[((1+0.039/100)^((300/360) x 12) - 1) x 100.00]/[(1+38.95)^(232/360)] | 118.60 | 1.00 | 0.64 | ki |
Desarrollo Duracion Macaulay Valor Final | |||||||||
---|---|---|---|---|---|---|---|---|---|
Formula | Operacion | Duracion Macaulay | |||||||
Suma Factores | 0.64 | 0.64 |
Desarrollo Duracion Modificada | ||
---|---|---|
Formula | Operacion | Duracion Modificada |
(Macaulay Duration)/(1 + TIR) | (0.64)/(1 + 38.95/100) | 0.46 |
Desarrollo Duracion Efectiva | ||
---|---|---|
Formula | Operacion | Duracion Efectiva |
(P+ - P-)/(2 x Po x ΔTIR) | (118.39 - 118.81 )/( 2 x 118.6 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. |
2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (232 / 360) ^ 2 + (232 / 360) | 1.06 | [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+38.95)^(232/360)]+[((1+0.039/100)^((300/360) x 12) - 1) x 100.00]/[(1+38.95)^(232/360)] | 118.60 | 125.69 | ki |
Formula Convexidad Valor Final | ||
---|---|---|
Formula | Operacion | Convexidad |
[[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [118.6 x ((1 + 38.954) ^ 2)]] x 125.69] | 0.55 |
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 |