| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-08-28 | 100.00 | 129775.00 | 3668.19 | 0.00 | 3668.19 |
| 2025-02-28 | 100.00 | 122552.00 | 3521.44 | 0.00 | 3521.44 |
| 2025-08-28 | 100.00 | 115944.00 | 3277.24 | 0.00 | 3277.24 |
| 2026-03-02 | 0.00 | 0.00 | 3367.78 | 115944.00 | 119311.78 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNWCO | Valor Tecnico | 117211.44 | Semana TIR | -35.87% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | 18.91% |
| Tipo | Corporativo | Paridad | 95.13% | Semestre TIR | 239.78% |
| País | Argentina | TIR | 12.59% | 1ero Enero TIR | -10.33% |
| Mercado | BYMA | Macaulay Dur. | 0.80 | Año TIR | -1.55% |
| Moneda | ARS | Modified Dur. | 0.71 | Semana Precio | 2.05% |
| Fecha/Hora | 2025-05-09 12:59:45 | Effective Dur. | 0.09 | Mes Precio | -14.15% |
| Volumen | 1242 | Convexidad | 1.14 | Semestre Precio | -7.08% |
| Precio | 111500.00 | Int. Corrido | 1267.44 | 1ero Enero Precio | 0.27% |
| Variación | 0.80% | Cupon | 3277.24 | Año Precio | 13.66% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 122650.00 | 10.00% | -0.06 | -100.49% |
| 121535.00 | 9.00% | 1.09 | -91.37% |
| 120420.00 | 8.00% | 2.26 | -82.07% |
| 119305.00 | 7.00% | 3.45 | -72.57% |
| 118190.00 | 6.00% | 4.68 | -62.87% |
| 117075.00 | 5.00% | 5.92 | -52.95% |
| 115960.00 | 4.00% | 7.20 | -42.82% |
| 114845.00 | 3.00% | 8.50 | -32.47% |
| 113730.00 | 2.00% | 9.83 | -21.89% |
| 112615.00 | 1.00% | 11.20 | -11.08% |
| 111500.00 | 0.00% | 12.59 | 0.00% |
| 110385.00 | -1.00% | 14.01 | 11.30% |
| 109270.00 | -2.00% | 15.47 | 22.89% |
| 108155.00 | -3.00% | 16.96 | 34.73% |
| 107040.00 | -4.00% | 18.49 | 46.86% |
| 105925.00 | -5.00% | 20.05 | 59.28% |
| 104810.00 | -6.00% | 21.65 | 72.00% |
| 103695.00 | -7.00% | 23.29 | 85.02% |
| 102580.00 | -8.00% | 24.97 | 98.37% |
| 101465.00 | -9.00% | 26.70 | 112.05% |
| 100350.00 | -10.00% | 28.46 | 126.08% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 13.72 | 9.00% | 110609.69 | -0.80% |
| 13.60 | 8.00% | 110707.65 | -0.71% |
| 13.47 | 7.00% | 110805.81 | -0.62% |
| 13.35 | 6.00% | 110904.16 | -0.53% |
| 13.22 | 5.00% | 111002.71 | -0.45% |
| 13.09 | 4.00% | 111101.46 | -0.36% |
| 12.97 | 3.00% | 111200.41 | -0.27% |
| 12.84 | 2.00% | 111299.56 | -0.18% |
| 12.72 | 1.00% | 111398.91 | -0.09% |
| 12.59 | 0.00% | 111500.00 | 0.00% |
| 12.46 | -1.00% | 111598.21 | 0.09% |
| 12.34 | -2.00% | 111698.16 | 0.18% |
| 12.21 | -3.00% | 111798.32 | 0.27% |
| 12.09 | -4.00% | 111898.68 | 0.36% |
| 11.96 | -5.00% | 111999.24 | 0.45% |
| 11.83 | -6.00% | 112100.01 | 0.54% |
| 11.71 | -7.00% | 112200.98 | 0.63% |
| 11.58 | -8.00% | 112302.16 | 0.72% |
| 11.46 | -9.00% | 112403.55 | 0.81% |
| Desarrollo TIR 12.59% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-08-28 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.057 x (181/365)) x 100.00% x 100.00 x 1159.44]/[(1+12.59)^(111/365)] | 3161.17 | i |
| 2026-03-02 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.057 x (186/365)) x 100.00% x 100.00 x 1159.44]/[(1+12.59)^(297/365)] | 3058.00 | i |
| 2026-03-02 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1159.44]/[(1+12.59)^(297/365)] | 105279.29 | 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/CCL x (Dias Corridos / Dias entre Cupones) | (0.057 x (181/365)) x 1.00 x 1 x 100.00 x 1159.44 x (70/181) | 1267.44 |
| 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. | |
| 2025-08-28 | (Dias para cupon / Dias Año) | (111 / 365) | 0.30 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.057 x (181/365)) x 100.00% x 100.00 x 1159.44]/[(1+12.59)^(111/365)] | 3161.18 | 0.03 | 0.01 | i | |
| 2026-03-02 | (Dias para cupon / Dias Año) | (297 / 365) | 0.81 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1159.44]/[(1+12.59)^(297/365)]+[(0.057 x (186/365)) x 100.00% x 100.00 x 1159.44]/[(1+12.59)^(297/365)] | 108338.32 | 0.97 | 0.79 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.80 | 0.80 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.80)/(1 + 12.59/100) | 0.71 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (111399.96 - 111599.24 )/( 2 x 111500 x 0.01) | 0.09 |
| 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. |
| 2025-08-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (111 / 365) ^ 2 + (111 / 365) | 0.40 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.057 x (181/365)) x 100.00% x 100.00 x 1159.44]/[(1+12.59)^(111/365)] | 3161.18 | 1253.70 | i |
| 2026-03-02 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (297 / 365) ^ 2 + (297 / 365) | 1.48 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1159.44]/[(1+12.59)^(297/365)]+[(0.057 x (186/365)) x 100.00% x 100.00 x 1159.44]/[(1+12.59)^(297/365)] | 108338.32 | 159886.14 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [111500 x ((1 + 12.5886875) ^ 2)]] x 161139.83] | 1.14 |
| F. de Emision | 2024-02-29 | ||
| F. de Vencimiento | 2026-03-02 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables será repagado en forma íntegra en una única cuota en la Fecha de Vencimiento. | ||
| Interes | Tasa de interés fija del 5,70% nominal anual. | ||
| Frecuencia | Las Obligaciones Negociables pagarán intereses en las siguientes fechas: 28 de agosto de 2024, 28 de febrero de 2025, 28 de agosto de 2025 y en la Fecha de Vencimiento o, de no ser cualquiera de las fechas mencionadas un Día Hábil, el Día Hábil siguiente. | ||
| ISIN | AR0365726709 |