| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-01-21 | 100.00 | 123795.00 | 4487.57 | 0.00 | 4487.57 |
| 2024-07-21 | 100.00 | 133185.00 | 4827.96 | 0.00 | 4827.96 |
| 2025-01-21 | 100.00 | 116625.00 | 4227.66 | 0.00 | 4227.66 |
| 2025-07-21 | 0.00 | 0.00 | 4145.37 | 114355.00 | 118500.37 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNMCO | Valor Tecnico | 116842.22 | Semana TIR | -57.86% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | -225.28% |
| Tipo | Corporativo | Paridad | 111.26% | Semestre TIR | -2315.70% |
| País | Argentina | TIR | -37.07% | 1ero Enero TIR | -814.16% |
| Mercado | BYMA | Macaulay Dur. | 0.20 | Año TIR | -345.02% |
| Moneda | ARS | Modified Dur. | 0.32 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-03-27 15:39:42 | Effective Dur. | -0.12 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.61 | Semestre Precio | 8.33% |
| Precio | 130000.00 | Int. Corrido | 2487.22 | 1ero Enero Precio | 6.56% |
| Variación | 0.00% | Cupon | 118500.37 | Año Precio | 1.59% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 143000.00 | 10.00% | -60.92 | 64.35% |
| 141700.00 | 9.00% | -59.10 | 59.42% |
| 140400.00 | 8.00% | -57.17 | 54.22% |
| 139100.00 | 7.00% | -55.13 | 48.72% |
| 137800.00 | 6.00% | -52.97 | 42.90% |
| 136500.00 | 5.00% | -50.69 | 36.74% |
| 135200.00 | 4.00% | -48.27 | 30.22% |
| 133900.00 | 3.00% | -45.71 | 23.31% |
| 132600.00 | 2.00% | -43.00 | 15.99% |
| 131300.00 | 1.00% | -40.12 | 8.23% |
| 130000.00 | 0.00% | -37.07 | 0.00% |
| 128700.00 | -1.00% | -33.82 | -8.76% |
| 127400.00 | -2.00% | -30.38 | -18.06% |
| 126100.00 | -3.00% | -26.71 | -27.94% |
| 124800.00 | -4.00% | -22.82 | -38.45% |
| 123500.00 | -5.00% | -18.67 | -49.64% |
| 122200.00 | -6.00% | -14.25 | -61.57% |
| 120900.00 | -7.00% | -9.54 | -74.27% |
| 119600.00 | -8.00% | -4.51 | -87.83% |
| 118300.00 | -9.00% | 0.85 | -102.29% |
| 117000.00 | -10.00% | 6.58 | -117.75% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -33.73 | -9.00% | 128665.22 | -1.03% |
| -34.10 | -8.00% | 128809.66 | -0.92% |
| -34.48 | -7.00% | 128955.07 | -0.80% |
| -34.85 | -6.00% | 129101.48 | -0.69% |
| -35.22 | -5.00% | 129248.89 | -0.58% |
| -35.59 | -4.00% | 129397.32 | -0.46% |
| -35.96 | -3.00% | 129546.77 | -0.35% |
| -36.33 | -2.00% | 129697.27 | -0.23% |
| -36.70 | -1.00% | 129848.82 | -0.12% |
| -37.07 | 0.00% | 130000.00 | 0.00% |
| -37.44 | 1.00% | 130155.14 | 0.12% |
| -37.81 | 2.00% | 130309.94 | 0.24% |
| -38.18 | 3.00% | 130465.85 | 0.36% |
| -38.55 | 4.00% | 130622.89 | 0.48% |
| -38.92 | 5.00% | 130781.07 | 0.60% |
| -39.29 | 6.00% | 130940.40 | 0.72% |
| -39.66 | 7.00% | 131100.91 | 0.85% |
| -40.04 | 8.00% | 131262.60 | 0.97% |
| -40.41 | 9.00% | 131425.50 | 1.10% |
| Desarrollo TIR -37.07% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00 x 1143.55]/[(1+-37.07)^(72/360)] | 4547.70 | i |
| 2025-07-21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1143.55]/[(1+-37.07)^(72/360)] | 125453.74 | 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) | (0.0725 x (180/360)) x 1.00 x 1 x 100.00 x 1143.55 x (108/180) | 2487.22 |
| 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. | |
| 2025-07-21 | (Dias para cupon / Dias Año) | (72 / 360) | 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 1143.55]/[(1+-37.07)^(72/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00 x 1143.55]/[(1+-37.07)^(72/360)] | 129999.79 | 1.00 | 0.20 | 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 + -37.07/100) | 0.32 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (130153.46 - 129847.19 )/( 2 x 130000.00 x 0.01) | -0.12 |
| 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. |
| 2025-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (72 / 360) ^ 2 + (72 / 360) | 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 1143.55]/[(1+-37.07)^(72/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00 x 1143.55]/[(1+-37.07)^(72/360)] | 129999.79 | 31199.95 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [130000.00 x ((1 + -37.066) ^ 2)]] x 31199.95] | 0.61 |
| F. de Emision | 2022-07-21 | ||
| F. de Vencimiento | 2025-07-21 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Nuevas Obligaciones Negociables será amortizado íntegramente en una cuota, pagadera en la Fecha de Vencimiento. | ||
| Interes | Tasa de interés fija del 7,250% nominal anual. | ||
| Frecuencia | Los intereses se devengarán desde la Fecha de Liquidación de la Oferta de Canje y serán pagaderos semestralmente, en forma vencida, el 21 de julio y 21 de enero de cada año, comenzando el 21 de enero de 2023. | ||
| ISIN | XS2502495786 |