| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-02-14 | 0.00 | 0.00 | 121.24 | 100.00 | 221.24 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S14F5 | Valor Tecnico | 109.56 | Semana TIR | -1.00% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -24.67% |
| Tipo | Soberano | Paridad | 102.47% | Semestre TIR | S/D |
| País | Argentina | TIR | 39.53% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.23 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.17 | Semana Precio | 0.72% |
| Fecha/Hora | 2024-11-21 12:02:49 | Effective Dur. | 0.07 | Mes Precio | 5.72% |
| Volumen | 66737909 | Convexidad | 0.15 | Semestre Precio | S/D |
| Precio | 112.27 | Int. Corrido | 9.56 | 1ero Enero Precio | S/D |
| Variación | 0.17% | Cupon | 121.24 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 123.50 | 10.00% | -7.70 | -119.51% |
| 122.37 | 9.00% | -3.97 | -110.06% |
| 121.25 | 8.00% | -0.06 | -100.14% |
| 120.13 | 7.00% | 4.06 | -89.72% |
| 119.01 | 6.00% | 8.39 | -78.76% |
| 117.88 | 5.00% | 12.93 | -67.24% |
| 116.76 | 4.00% | 17.72 | -55.12% |
| 115.64 | 3.00% | 22.76 | -42.35% |
| 114.52 | 2.00% | 28.06 | -28.92% |
| 113.39 | 1.00% | 33.66 | -14.75% |
| 112.27 | 0.00% | 39.55 | 0.00% |
| 111.15 | -1.00% | 45.77 | 15.93% |
| 110.02 | -2.00% | 52.33 | 32.55% |
| 108.90 | -3.00% | 59.26 | 50.10% |
| 107.78 | -4.00% | 66.58 | 68.64% |
| 106.66 | -5.00% | 74.32 | 88.25% |
| 105.53 | -6.00% | 82.51 | 108.99% |
| 104.41 | -7.00% | 91.17 | 130.94% |
| 103.29 | -8.00% | 100.35 | 154.18% |
| 102.17 | -9.00% | 110.08 | 178.82% |
| 101.04 | -10.00% | 120.39 | 204.94% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 43.03 | 9.00% | 111.63 | -0.57% |
| 42.64 | 8.00% | 111.70 | -0.50% |
| 42.24 | 7.00% | 111.78 | -0.44% |
| 41.85 | 6.00% | 111.85 | -0.38% |
| 41.45 | 5.00% | 111.92 | -0.31% |
| 41.06 | 4.00% | 111.99 | -0.25% |
| 40.66 | 3.00% | 112.06 | -0.18% |
| 40.27 | 2.00% | 112.14 | -0.12% |
| 39.87 | 1.00% | 112.21 | -0.05% |
| 39.48 | 0.00% | 112.27 | 0.00% |
| 39.09 | -1.00% | 112.36 | 0.08% |
| 38.69 | -2.00% | 112.43 | 0.14% |
| 38.30 | -3.00% | 112.50 | 0.21% |
| 37.90 | -4.00% | 112.58 | 0.27% |
| 37.51 | -5.00% | 112.65 | 0.34% |
| 37.11 | -6.00% | 112.73 | 0.41% |
| 36.72 | -7.00% | 112.80 | 0.47% |
| 36.32 | -8.00% | 112.88 | 0.54% |
| 35.93 | -9.00% | 112.95 | 0.61% |
| Desarrollo TIR 39.53% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-02-14 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.039/100)^((151/360) x 12) - 1) x 100.00]/[(1+39.53)^(83/360)] | 19.67 | i |
| 2025-02-14 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+39.53)^(83/360)] | 92.61 | 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)^((151/360) x 12)-1] x (68/151) | 9.56 |
| 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. | |
| 2025-02-14 | (Dias para cupon / Dias Año) | (83 / 360) | 0.23 | [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+39.53)^(83/360)]+[((1+0.039/100)^((151/360) x 12) - 1) x 100.00]/[(1+39.53)^(83/360)] | 112.27 | 1.00 | 0.23 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.23 | 0.23 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.23)/(1 + 39.53/100) | 0.17 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (112.20 - 112.35 )/( 2 x 112.274 x 0.01) | 0.07 |
| 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. |
| 2025-02-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (83 / 360) ^ 2 + (83 / 360) | 0.28 | [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+39.53)^(83/360)]+[((1+0.039/100)^((151/360) x 12) - 1) x 100.00]/[(1+39.53)^(83/360)] | 112.27 | 31.85 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [112.274 x ((1 + 39.528) ^ 2)]] x 31.85] | 0.15 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-02-14 | ||
| 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, 14-02-2025 | ||
| ISIN | AR0188958448 |