| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-21 | 100.00 | 100.00 | 3.62 | 0.00 | 3.62 |
| 2025-01-21 | 100.00 | 100.00 | 3.62 | 0.00 | 3.62 |
| 2025-07-21 | 0.00 | 0.00 | 3.62 | 100.00 | 103.62 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PNMCD | Valor Tecnico | 102.18 | Semana TIR | 12.89% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | 42.79% |
| Tipo | Corporativo | Paridad | 100.42% | Semestre TIR | 62.39% |
| País | Argentina | TIR | 5.10% | 1ero Enero TIR | 22.04% |
| Mercado | BYMA | Macaulay Dur. | 0.20 | Año TIR | 27.90% |
| Moneda | USD | Modified Dur. | 0.19 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-14 11:46:25 | Effective Dur. | 0.01 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.22 | Semestre Precio | -2.29% |
| Precio | 102.60 | Int. Corrido | 2.17 | 1ero Enero Precio | -2.19% |
| Variación | 0.00% | Cupon | 103.62 | Año Precio | -3.21% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.86 | 10.00% | -34.74 | -781.25% |
| 111.83 | 9.00% | -31.69 | -721.46% |
| 110.81 | 8.00% | -28.47 | -658.30% |
| 109.78 | 7.00% | -25.07 | -591.52% |
| 108.76 | 6.00% | -21.47 | -520.90% |
| 107.73 | 5.00% | -17.65 | -446.17% |
| 106.70 | 4.00% | -13.62 | -367.02% |
| 105.68 | 3.00% | -9.34 | -283.20% |
| 104.65 | 2.00% | -4.81 | -194.32% |
| 103.63 | 1.00% | -0.00 | -100.09% |
| 102.60 | 0.00% | 5.10 | 0.00% |
| 101.57 | -1.00% | 10.51 | 106.13% |
| 100.55 | -2.00% | 16.27 | 218.97% |
| 99.52 | -3.00% | 22.39 | 338.93% |
| 98.50 | -4.00% | 28.89 | 466.54% |
| 97.47 | -5.00% | 35.82 | 602.38% |
| 96.44 | -6.00% | 43.20 | 747.10% |
| 95.42 | -7.00% | 51.07 | 901.34% |
| 94.39 | -8.00% | 59.46 | 1065.86% |
| 93.37 | -9.00% | 68.41 | 1241.46% |
| 92.34 | -10.00% | 77.98 | 1429.05% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 5.56 | 9.00% | 102.51 | -0.09% |
| 5.51 | 8.00% | 102.52 | -0.08% |
| 5.46 | 7.00% | 102.53 | -0.07% |
| 5.41 | 6.00% | 102.54 | -0.06% |
| 5.36 | 5.00% | 102.55 | -0.05% |
| 5.30 | 4.00% | 102.56 | -0.04% |
| 5.25 | 3.00% | 102.57 | -0.03% |
| 5.20 | 2.00% | 102.58 | -0.02% |
| 5.15 | 1.00% | 102.59 | -0.01% |
| 5.10 | 0.00% | 102.60 | 0.00% |
| 5.05 | -1.00% | 102.61 | 0.01% |
| 5.00 | -2.00% | 102.62 | 0.02% |
| 4.95 | -3.00% | 102.63 | 0.03% |
| 4.90 | -4.00% | 102.64 | 0.04% |
| 4.84 | -5.00% | 102.65 | 0.05% |
| 4.79 | -6.00% | 102.66 | 0.06% |
| 4.74 | -7.00% | 102.67 | 0.07% |
| 4.69 | -8.00% | 102.68 | 0.08% |
| 4.64 | -9.00% | 102.69 | 0.09% |
| Desarrollo TIR 5.10% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+5.10)^(72/360)] | 3.59 | i |
| 2025-07-21 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+5.10)^(72/360)] | 99.01 | 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 (Dias Corridos / Dias entre Cupones) | (0.0725 x (180/360)) x 1.00 x 1 x 100.00 x (108/180) | 2.17 |
| 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]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+5.10)^(72/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+5.10)^(72/360)] | 102.60 | 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 + 5.10/100) | 0.19 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.59 - 102.61 )/( 2 x 102.60 x 0.01) | 0.01 |
| 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]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+5.10)^(72/360)]+[(0.0725 x (180/360)) x 100.00% x 100.00]/[(1+5.10)^(72/360)] | 102.60 | 24.62 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.60 x ((1 + 5.0966875000001) ^ 2)]] x 24.62] | 0.22 |
| 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 |