| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-08-15 | 0.00 | 0.00 | 146.79 | 100.00 | 246.79 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S15G5 | Valor Tecnico | 105.75 | Semana TIR | 7.21% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -28.40% |
| Tipo | Soberano | Paridad | 110.26% | Semestre TIR | S/D |
| País | Argentina | TIR | 36.89% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.73 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.54 | Semana Precio | -0.77% |
| Fecha/Hora | 2024-11-20 17:00:12 | Effective Dur. | 0.20 | Mes Precio | 11.53% |
| Volumen | 0 | Convexidad | 0.68 | Semestre Precio | S/D |
| Precio | 116.60 | Int. Corrido | 5.75 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 146.79 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 128.26 | 10.00% | 20.21 | -45.22% |
| 127.09 | 9.00% | 21.72 | -41.14% |
| 125.93 | 8.00% | 23.25 | -36.96% |
| 124.76 | 7.00% | 24.83 | -32.70% |
| 123.60 | 6.00% | 26.44 | -28.34% |
| 122.43 | 5.00% | 28.08 | -23.88% |
| 121.26 | 4.00% | 29.76 | -19.32% |
| 120.10 | 3.00% | 31.48 | -14.65% |
| 118.93 | 2.00% | 33.25 | -9.88% |
| 117.77 | 1.00% | 35.05 | -4.99% |
| 116.60 | 0.00% | 36.89 | 0.00% |
| 115.43 | -1.00% | 38.78 | 5.13% |
| 114.27 | -2.00% | 40.72 | 10.37% |
| 113.10 | -3.00% | 42.70 | 15.74% |
| 111.94 | -4.00% | 44.73 | 21.25% |
| 110.77 | -5.00% | 46.81 | 26.89% |
| 109.60 | -6.00% | 48.94 | 32.68% |
| 108.44 | -7.00% | 51.13 | 38.61% |
| 107.27 | -8.00% | 53.38 | 44.69% |
| 106.11 | -9.00% | 55.68 | 50.93% |
| 104.94 | -10.00% | 58.04 | 57.34% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 40.21 | 9.00% | 114.57 | -1.74% |
| 39.84 | 8.00% | 114.79 | -1.55% |
| 39.47 | 7.00% | 115.01 | -1.36% |
| 39.10 | 6.00% | 115.24 | -1.17% |
| 38.73 | 5.00% | 115.46 | -0.98% |
| 38.37 | 4.00% | 115.69 | -0.78% |
| 38.00 | 3.00% | 115.91 | -0.59% |
| 37.63 | 2.00% | 116.14 | -0.39% |
| 37.26 | 1.00% | 116.37 | -0.20% |
| 36.89 | 0.00% | 116.60 | 0.00% |
| 36.52 | -1.00% | 116.83 | 0.20% |
| 36.15 | -2.00% | 117.06 | 0.40% |
| 35.78 | -3.00% | 117.30 | 0.60% |
| 35.41 | -4.00% | 117.53 | 0.80% |
| 35.05 | -5.00% | 117.77 | 1.00% |
| 34.68 | -6.00% | 118.00 | 1.20% |
| 34.31 | -7.00% | 118.24 | 1.41% |
| 33.94 | -8.00% | 118.48 | 1.61% |
| 33.57 | -9.00% | 118.72 | 1.82% |
| Desarrollo TIR 36.89% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-08-15 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.039/100)^((301/360) x 12) - 1) x 100.00]/[(1+36.89)^(264/360)] | 37.17 | i |
| 2025-08-15 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+36.89)^(264/360)] | 79.43 | 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)^((301/360) x 12)-1] x (37/301) | 5.75 |
| 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. | |
| 2025-08-15 | (Dias para cupon / Dias Año) | (264 / 360) | 0.73 | [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+36.89)^(264/360)]+[((1+0.039/100)^((301/360) x 12) - 1) x 100.00]/[(1+36.89)^(264/360)] | 116.60 | 1.00 | 0.73 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.73 | 0.73 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.73)/(1 + 36.89/100) | 0.54 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (116.37 - 116.83 )/( 2 x 116.6 x 0.01) | 0.20 |
| 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. |
| 2025-08-15 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (264 / 360) ^ 2 + (264 / 360) | 1.27 | [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+36.89)^(264/360)]+[((1+0.039/100)^((301/360) x 12) - 1) x 100.00]/[(1+36.89)^(264/360)] | 116.60 | 148.21 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [116.6 x ((1 + 36.893) ^ 2)]] x 148.21] | 0.68 |
| F. de Emision | 2024-10-14 | ||
| F. de Vencimiento | 2025-08-15 | ||
| 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, 15-08-2025 | ||
| ISIN | AR0708856205 |