| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-04-17 | 100.00 | 110454.00 | 2741.23 | 0.00 | 2741.23 |
| 2024-10-17 | 100.00 | 118679.00 | 2945.35 | 0.00 | 2945.35 |
| 2025-04-17 | 100.00 | 118318.00 | 2920.35 | 0.00 | 2920.35 |
| 2025-10-18 | 0.00 | 0.00 | 2873.24 | 115144.00 | 118017.24 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNUCO | Valor Tecnico | 115487.54 | Semana TIR | -22.31% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | -1019.16% |
| Tipo | Corporativo | Paridad | 127.29% | Semestre TIR | -320.48% |
| País | Argentina | TIR | -39.03% | 1ero Enero TIR | -389.31% |
| Mercado | BYMA | Macaulay Dur. | 0.44 | Año TIR | -726.67% |
| Moneda | ARS | Modified Dur. | 0.73 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-11 13:12:29 | Effective Dur. | -0.28 | Mes Precio | 2.44% |
| Volumen | 0 | Convexidad | 1.72 | Semestre Precio | 10.53% |
| Precio | 147000.00 | Int. Corrido | 343.54 | 1ero Enero Precio | 10.53% |
| Variación | 0.00% | Cupon | 118017.24 | Año Precio | 37.38% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 161700.00 | 10.00% | -50.81 | 30.19% |
| 160230.00 | 9.00% | -49.79 | 27.57% |
| 158760.00 | 8.00% | -48.74 | 24.87% |
| 157290.00 | 7.00% | -47.65 | 22.08% |
| 155820.00 | 6.00% | -46.53 | 19.22% |
| 154350.00 | 5.00% | -45.38 | 16.26% |
| 152880.00 | 4.00% | -44.19 | 13.21% |
| 151410.00 | 3.00% | -42.96 | 10.06% |
| 149940.00 | 2.00% | -41.69 | 6.81% |
| 148470.00 | 1.00% | -40.38 | 3.46% |
| 147000.00 | 0.00% | -39.03 | 0.00% |
| 145530.00 | -1.00% | -37.63 | -3.58% |
| 144060.00 | -2.00% | -36.19 | -7.28% |
| 142590.00 | -3.00% | -34.70 | -11.10% |
| 141120.00 | -4.00% | -33.16 | -15.05% |
| 139650.00 | -5.00% | -31.56 | -19.14% |
| 138180.00 | -6.00% | -29.91 | -23.37% |
| 136710.00 | -7.00% | -28.20 | -27.75% |
| 135240.00 | -8.00% | -26.43 | -32.29% |
| 133770.00 | -9.00% | -24.59 | -36.99% |
| 132300.00 | -10.00% | -22.69 | -41.86% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -35.52 | -9.00% | 143390.81 | -2.46% |
| -35.91 | -8.00% | 143777.72 | -2.19% |
| -36.30 | -7.00% | 144168.04 | -1.93% |
| -36.69 | -6.00% | 144561.82 | -1.66% |
| -37.08 | -5.00% | 144959.13 | -1.39% |
| -37.47 | -4.00% | 145360.02 | -1.12% |
| -37.86 | -3.00% | 145764.53 | -0.84% |
| -38.25 | -2.00% | 146172.73 | -0.56% |
| -38.64 | -1.00% | 146584.66 | -0.28% |
| -39.03 | 0.00% | 147000.00 | 0.00% |
| -39.42 | 1.00% | 147420.00 | 0.29% |
| -39.81 | 2.00% | 147843.53 | 0.57% |
| -40.20 | 3.00% | 148271.03 | 0.86% |
| -40.59 | 4.00% | 148702.59 | 1.16% |
| -40.98 | 5.00% | 149138.25 | 1.45% |
| -41.37 | 6.00% | 149578.10 | 1.75% |
| -41.76 | 7.00% | 150022.19 | 2.06% |
| -42.15 | 8.00% | 150470.61 | 2.36% |
| -42.54 | 9.00% | 150923.41 | 2.67% |
| Desarrollo TIR -39.03% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-10-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0495 x (184/365)) x 100.00% x 100.00 x 1151.44]/[(1+-39.03)^(162/365)] | 3578.86 | i |
| 2025-10-18 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1151.44]/[(1+-39.03)^(162/365)] | 143421.55 | 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) | (0.0495 x (184/365)) x 1.00 x 1 x 100.00 x 1151.44 x (22/184) | 343.54 |
| 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. | |
| 2025-10-18 | (Dias para cupon / Dias Año) | (162 / 365) | 0.44 | [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 1151.44]/[(1+-39.03)^(162/365)]+[(0.0495 x (184/365)) x 100.00% x 100.00 x 1151.44]/[(1+-39.03)^(162/365)] | 146999.33 | 1.00 | 0.44 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.44 | 0.44 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.44)/(1 + -39.03/100) | 0.73 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (147418.91 - 146583.61 )/( 2 x 147000.00 x 0.01) | -0.28 |
| 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. |
| 2025-10-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (162 / 365) ^ 2 + (162 / 365) | 0.64 | [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 1151.44]/[(1+-39.03)^(162/365)]+[(0.0495 x (184/365)) x 100.00% x 100.00 x 1151.44]/[(1+-39.03)^(162/365)] | 146999.33 | 94200.95 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [147000.00 x ((1 + -39.029) ^ 2)]] x 94200.95] | 1.72 |
| F. de Emision | 2023-10-17 | ||
| F. de Vencimiento | 2025-10-18 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Mediante 1 (un) pago por un monto igual al 100% del capital total de las Obligaciones Negociables, pagadero en la Fecha de Vencimiento. | ||
| Interes | Las Obligaciones Negociables devengarán intereses sobre el monto de capital no amortizado, a una tasa de interés fija del 4,95% nominal anual. | ||
| Frecuencia | Las Obligaciones Negociables pagarán intereses en las siguientes fechas: 17 de abril de 2024, 17 de octubre de 2024, 17 de abril 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 | AR0999289439 |