| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-09-10 | 100.00 | 100.00 | 10.29 | 0.00 | 10.29 |
| 2024-12-10 | 100.00 | 100.00 | 10.80 | 0.00 | 10.80 |
| 2025-03-10 | 100.00 | 100.00 | 10.36 | 0.00 | 10.36 |
| 2025-06-10 | 0.00 | 0.00 | 10.59 | 100.00 | 110.59 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | IRCMO | Valor Tecnico | 102.65 | Semana TIR | 16.10% |
| Emisor | IRSA S.A.IRSA S.A. | Valor Residual | 100.00% | Mes TIR | -13.89% |
| Tipo | Corporativo | Paridad | 99.86% | Semestre TIR | S/D |
| País | Argentina | TIR | 49.28% | 1ero Enero TIR | -2.34% |
| Mercado | BYMA | Macaulay Dur. | 0.41 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.28 | Semana Precio | -1.44% |
| Fecha/Hora | 2025-01-02 12:07:06 | Effective Dur. | 0.14 | Mes Precio | -5.09% |
| Volumen | 20231 | Convexidad | 0.26 | Semestre Precio | S/D |
| Precio | 102.50 | Int. Corrido | 2.65 | 1ero Enero Precio | 0.49% |
| Variación | 0.49% | Cupon | 10.36 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.75 | 10.00% | 18.49 | -62.48% |
| 111.72 | 9.00% | 21.14 | -57.11% |
| 110.70 | 8.00% | 23.87 | -51.56% |
| 109.67 | 7.00% | 26.69 | -45.83% |
| 108.65 | 6.00% | 29.61 | -39.92% |
| 107.62 | 5.00% | 32.62 | -33.81% |
| 106.60 | 4.00% | 35.73 | -27.49% |
| 105.58 | 3.00% | 38.95 | -20.96% |
| 104.55 | 2.00% | 42.28 | -14.21% |
| 103.53 | 1.00% | 45.72 | -7.22% |
| 102.50 | 0.00% | 49.28 | 0.00% |
| 101.47 | -1.00% | 52.97 | 7.49% |
| 100.45 | -2.00% | 56.79 | 15.24% |
| 99.42 | -3.00% | 60.74 | 23.26% |
| 98.40 | -4.00% | 64.84 | 31.58% |
| 97.38 | -5.00% | 69.09 | 40.21% |
| 96.35 | -6.00% | 73.50 | 49.15% |
| 95.33 | -7.00% | 78.08 | 58.43% |
| 94.30 | -8.00% | 82.82 | 68.07% |
| 93.28 | -9.00% | 87.75 | 78.07% |
| 92.25 | -10.00% | 92.87 | 88.46% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 53.72 | 9.00% | 101.27 | -1.20% |
| 53.22 | 8.00% | 101.41 | -1.07% |
| 52.73 | 7.00% | 101.54 | -0.94% |
| 52.24 | 6.00% | 101.68 | -0.80% |
| 51.74 | 5.00% | 101.81 | -0.67% |
| 51.25 | 4.00% | 101.95 | -0.54% |
| 50.76 | 3.00% | 102.09 | -0.40% |
| 50.27 | 2.00% | 102.22 | -0.27% |
| 49.77 | 1.00% | 102.36 | -0.14% |
| 49.28 | 0.00% | 102.50 | 0.00% |
| 48.79 | -1.00% | 102.64 | 0.14% |
| 48.29 | -2.00% | 102.78 | 0.27% |
| 47.80 | -3.00% | 102.92 | 0.41% |
| 47.31 | -4.00% | 103.06 | 0.55% |
| 46.82 | -5.00% | 103.21 | 0.69% |
| 46.32 | -6.00% | 103.35 | 0.83% |
| 45.83 | -7.00% | 103.49 | 0.97% |
| 45.34 | -8.00% | 103.64 | 1.11% |
| 44.84 | -9.00% | 103.78 | 1.25% |
| Desarrollo TIR 49.28% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-10 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((37.5060 + 4.5000) x (90/365)) x 100.00% x 100.00]/[(1+49.28)^(67/365)] | 9.62 | i |
| 2025-06-10 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((37.5060 + 4.5000) x (92/365)) x 100.00% x 100.00]/[(1+49.28)^(159/365)] | 8.89 | i |
| 2025-06-10 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+49.28)^(159/365)] | 83.99 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-01-02 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4201 x (90/365)) x 1 x 100.00 x (23/90) | 2.65 |
| 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. | |
| 2025-03-10 | (Dias para cupon / Dias Año) | (67 / 365) | 0.18 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((37.5060 + 4.5000) x (90/365)) x 100.00% x 100.00]/[(1+49.28)^(67/365)] | 9.62 | 0.09 | 0.02 | i | |
| 2025-06-10 | (Dias para cupon / Dias Año) | (159 / 365) | 0.44 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+49.28)^(159/365)]+[((37.5060 + 4.5000) x (92/365)) x 100.00% x 100.00]/[(1+49.28)^(159/365)] | 92.88 | 0.91 | 0.39 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.41 | 0.41 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.41)/(1 + 49.28/100) | 0.28 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.36 - 102.64 )/( 2 x 102.5 x 0.01) | 0.14 |
| 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. |
| 2025-03-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (67 / 365) ^ 2 + (67 / 365) | 0.22 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((37.5060 + 4.5000) x (90/365)) x 100.00% x 100.00]/[(1+49.28)^(67/365)] | 9.62 | 2.09 | i |
| 2025-06-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (159 / 365) ^ 2 + (159 / 365) | 0.63 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+49.28)^(159/365)]+[((37.5060 + 4.5000) x (92/365)) x 100.00% x 100.00]/[(1+49.28)^(159/365)] | 92.88 | 58.08 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.5 x ((1 + 49.282) ^ 2)]] x 60.17] | 0.26 |
| Desarrollo Badlar | ||
|---|---|---|
| Fecha | Dia | Badlar |
| 2024-09-23 | Lunes | 41.6900 |
| 2024-09-24 | Martes | 40.0600 |
| 2024-09-25 | Miercoles | 42.0000 |
| 2024-09-26 | Jueves | 39.6300 |
| 2024-09-27 | Viernes | 40.6300 |
| 2024-09-30 | Lunes | 40.9400 |
| 2024-10-01 | Martes | 39.7500 |
| 2024-10-02 | Miercoles | 42.0000 |
| 2024-10-03 | Jueves | 40.0600 |
| 2024-10-04 | Viernes | 40.4400 |
| 2024-10-07 | Lunes | 39.8100 |
| 2024-10-08 | Martes | 39.0600 |
| 2024-10-09 | Miercoles | 38.5000 |
| 2024-10-10 | Jueves | 38.5600 |
| 2024-10-14 | Lunes | 39.6300 |
| 2024-10-15 | Martes | 39.6900 |
| 2024-10-16 | Miercoles | 39.3800 |
| 2024-10-17 | Jueves | 40.4400 |
| 2024-10-18 | Viernes | 40.6300 |
| 2024-10-21 | Lunes | 40.2500 |
| 2024-10-22 | Martes | 41.3100 |
| 2024-10-23 | Miercoles | 42.3100 |
| 2024-10-24 | Jueves | 40.8800 |
| 2024-10-25 | Viernes | 42.3800 |
| 2024-10-28 | Lunes | 41.0600 |
| 2024-10-29 | Martes | 40.3100 |
| 2024-10-30 | Miercoles | 42.5000 |
| 2024-10-31 | Jueves | 41.4400 |
| 2024-11-01 | Viernes | 40.5600 |
| 2024-11-04 | Lunes | 37.5000 |
| 2024-11-05 | Martes | 36.6900 |
| 2024-11-06 | Miercoles | 36.6900 |
| 2024-11-07 | Jueves | 36.3100 |
| 2024-11-08 | Viernes | 35.0000 |
| 2024-11-11 | Lunes | 36.0000 |
| 2024-11-12 | Martes | 35.5000 |
| 2024-11-13 | Miercoles | 36.3800 |
| 2024-11-14 | Jueves | 36.1300 |
| 2024-11-15 | Viernes | 35.6900 |
| 2024-11-19 | Martes | 35.8100 |
| 2024-11-20 | Miercoles | 34.6900 |
| 2024-11-21 | Jueves | 36.1900 |
| 2024-11-22 | Viernes | 36.8800 |
| 2024-11-25 | Lunes | 35.8100 |
| 2024-11-26 | Martes | 35.5000 |
| 2024-11-27 | Miercoles | 37.3100 |
| 2024-11-28 | Jueves | 36.3800 |
| 2024-11-29 | Viernes | 37.0000 |
| 2024-12-02 | Lunes | 36.5000 |
| 2024-12-03 | Martes | 34.9400 |
| 2024-12-04 | Miercoles | 36.9400 |
| 2024-12-05 | Jueves | 34.6900 |
| 2024-12-06 | Viernes | 35.3800 |
| 2024-12-09 | Lunes | 32.5600 |
| 2024-12-10 | Martes | 31.8800 |
| 2024-12-11 | Miercoles | 32.6900 |
| 2024-12-12 | Jueves | 31.3100 |
| 2024-12-13 | Viernes | 32.0600 |
| 2024-12-16 | Lunes | 32.0600 |
| 2024-12-17 | Martes | 31.9400 |
| 2024-12-18 | Miercoles | 32.5000 |
| 2024-12-19 | Jueves | 32.3800 |
| 2024-12-20 | Viernes | 31.6900 |
| Promedio Badlar | 37.5060 | |
| F. de Emision | 2024-06-10 | ||
| F. de Vencimiento | 2025-06-10 | ||
| Ajuste | Badlar | ||
| Dias previos para calculo ajuste o interes | 7 | ||
| Capital | El capital de las Obligaciones Negociables Clase XXI será amortizado en 1 (una) sola cuota, a ser pagadera en Pesos en la Fecha de Vencimiento. | ||
| Interes | BADLAR + 4.5% | ||
| Frecuencia | Los intereses de las Obligaciones Negociables Clase XXI serán pagaderos en forma trimestral por periodos vencidos a partir de la Fecha de Emisión y Liquidación, en las fechas que se detallan a continuación: el 10 de septiembre de 2024, 10 de diciembre de 2024, 10 de marzo de 2025 y en la Fecha de Vencimiento. | ||
| ISIN | AR0436100769 |