| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-09-05 | 100.00 | 68795.00 | 780.30 | 0.00 | 780.30 |
| 2023-12-05 | 100.00 | 90510.00 | 1015.45 | 0.00 | 1015.45 |
| 2024-03-05 | 100.00 | 101691.00 | 1140.89 | 0.00 | 1140.89 |
| 2024-06-05 | 100.00 | 127882.00 | 1450.50 | 0.00 | 1450.50 |
| 2024-09-05 | 100.00 | 125576.00 | 1424.34 | 0.00 | 1424.34 |
| 2024-12-05 | 100.00 | 105982.00 | 1189.03 | 0.00 | 1189.03 |
| 2025-03-05 | 100.00 | 123166.00 | 1366.64 | 0.00 | 1366.64 |
| 2025-06-05 | 100.00 | 113220.00 | 1284.19 | 0.00 | 1284.19 |
| 2025-07-20 | 0.00 | 0.00 | 628.14 | 113220.00 | 113848.14 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | VSCLO | Valor Tecnico | 114127.31 | Semana TIR | 60.70% |
| Emisor | Vista Oil & Gas Argentina S.A.Vista Oil & Gas Argentina S.A.U. | Valor Residual | 100.00% | Mes TIR | 897.24% |
| Tipo | Corporativo | Paridad | 95.17% | Semestre TIR | 1608.37% |
| País | Argentina | TIR | 34.68% | 1ero Enero TIR | 316.34% |
| Mercado | BYMA | Macaulay Dur. | 0.20 | Año TIR | 34780.00% |
| Moneda | ARS | Modified Dur. | 0.15 | Semana Precio | -5.60% |
| Fecha/Hora | 2025-05-09 12:39:14 | Effective Dur. | 0.05 | Mes Precio | -21.86% |
| Volumen | 401 | Convexidad | 0.13 | Semestre Precio | -6.37% |
| Precio | 108610.00 | Int. Corrido | 907.31 | 1ero Enero Precio | -17.84% |
| Variación | -2.19% | Cupon | 1284.19 | Año Precio | -2.14% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 119471.00 | 10.00% | -17.21 | -151.63% |
| 118384.90 | 9.00% | -13.26 | -139.77% |
| 117298.80 | 8.00% | -9.08 | -127.23% |
| 116212.70 | 7.00% | -4.66 | -113.97% |
| 115126.60 | 6.00% | 0.03 | -99.92% |
| 114040.50 | 5.00% | 4.99 | -85.04% |
| 112954.40 | 4.00% | 10.24 | -69.27% |
| 111868.30 | 3.00% | 15.82 | -52.55% |
| 110782.20 | 2.00% | 21.73 | -34.80% |
| 109696.10 | 1.00% | 28.01 | -15.96% |
| 108610.00 | 0.00% | 34.68 | 0.00% |
| 107523.90 | -1.00% | 41.78 | 25.34% |
| 106437.80 | -2.00% | 49.32 | 47.98% |
| 105351.70 | -3.00% | 57.35 | 72.07% |
| 104265.60 | -4.00% | 65.90 | 97.73% |
| 103179.50 | -5.00% | 75.02 | 125.07% |
| 102093.40 | -6.00% | 84.74 | 154.24% |
| 101007.30 | -7.00% | 95.11 | 185.36% |
| 99921.20 | -8.00% | 106.19 | 218.60% |
| 98835.10 | -9.00% | 118.03 | 254.12% |
| 97749.00 | -10.00% | 130.69 | 292.11% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.33 | 9.00% | 108351.91 | -0.24% |
| 36.00 | 8.00% | 108403.86 | -0.19% |
| 35.66 | 7.00% | 108455.97 | -0.14% |
| 35.33 | 6.00% | 108508.22 | -0.09% |
| 35.00 | 5.00% | 108560.64 | -0.05% |
| 33.33 | 0.00% | 108610.00 | 0.00% |
| 34.66 | 4.00% | 108613.20 | 0.00% |
| 34.33 | 3.00% | 108665.93 | 0.05% |
| 34.00 | 2.00% | 108718.81 | 0.10% |
| 33.66 | 1.00% | 108771.84 | 0.15% |
| 33.00 | -1.00% | 108878.40 | 0.25% |
| 32.66 | -2.00% | 108931.91 | 0.30% |
| 32.33 | -3.00% | 108985.59 | 0.35% |
| 32.00 | -4.00% | 109039.43 | 0.40% |
| 31.66 | -5.00% | 109093.43 | 0.45% |
| 31.33 | -6.00% | 109147.60 | 0.49% |
| 31.00 | -7.00% | 109201.93 | 0.55% |
| 30.66 | -8.00% | 109256.42 | 0.60% |
| 30.33 | -9.00% | 109311.08 | 0.65% |
| Desarrollo TIR 34.68% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-05 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.045 x (92/365)) x 100.00% x 100.00 x 1132.20]/[(1+34.68)^(27/365)] | 1256.22 | i |
| 2025-07-20 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.045 x (45/365)) x 100.00% x 100.00 x 1132.20]/[(1+34.68)^(72/365)] | 592.31 | i |
| 2025-07-20 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1132.20]/[(1+34.68)^(72/365)] | 106762.02 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.045 x (92/365)) x 1.00 x 1 x 100.00 x 1132.20 x (65/92) | 907.31 |
| 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. | |
| 2025-06-05 | (Dias para cupon / Dias Año) | (27 / 365) | 0.07 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.045 x (92/365)) x 100.00% x 100.00 x 1132.20]/[(1+34.68)^(27/365)] | 1256.22 | 0.01 | 0.00 | i | |
| 2025-07-20 | (Dias para cupon / Dias Año) | (72 / 365) | 0.20 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1132.20]/[(1+34.68)^(72/365)]+[(0.045 x (45/365)) x 100.00% x 100.00 x 1132.20]/[(1+34.68)^(72/365)] | 107353.72 | 0.99 | 0.19 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.20 | 0.20 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.20)/(1 + 34.68/100) | 0.15 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (108555.25 - 108664.80 )/( 2 x 108610 x 0.01) | 0.05 |
| 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. |
| 2025-06-05 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (27 / 365) ^ 2 + (27 / 365) | 0.08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.045 x (92/365)) x 100.00% x 100.00 x 1132.20]/[(1+34.68)^(27/365)] | 1256.22 | 99.80 | i |
| 2025-07-20 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (72 / 365) ^ 2 + (72 / 365) | 0.24 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1132.20]/[(1+34.68)^(72/365)]+[(0.045 x (45/365)) x 100.00% x 100.00 x 1132.20]/[(1+34.68)^(72/365)] | 107353.72 | 25353.93 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [108610 x ((1 + 34.683875) ^ 2)]] x 25453.73] | 0.13 |
| F. de Emision | 2023-06-05 | ||
| F. de Vencimiento | 2025-07-20 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables será repagado en una única cuota en la Fecha de Vencimiento. | ||
| Interes | Tasa Aplicable: 4,50%. | ||
| Frecuencia | Los Intereses serán pagados en las siguientes fechas: 5 de septiembre de 2023, 5 de diciembre de 2023, 5 de marzo de 2024, 5 de junio de 2024, 5 de septiembre de 2024, 5 de diciembre de 2024, 5 de marzo de 2025, 5 de junio de 2025 y en la Fecha de Vencimiento, es decir, el 20 de julio de 2025. | ||
| ISIN | AROILG5600K6 |