| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-11-11 | 67.00 | 62415.86 | 0.00 | 30742.14 | 30742.14 |
| 2025-02-11 | 34.00 | 31673.72 | 0.00 | 30742.14 | 30742.14 |
| 2025-05-11 | 0.00 | 0.00 | 0.00 | 31673.72 | 31673.72 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | ATS1O | Valor Tecnico | 93158.00 | Semana TIR | 10.66% |
| Emisor | Agrality S.A.Agrality S.A. | Valor Residual | 100.00% | Mes TIR | 42.11% |
| Tipo | Corporativo | Paridad | 44.01% | Semestre TIR | 310.71% |
| País | Argentina | TIR | 396.41% | 1ero Enero TIR | 370.15% |
| Mercado | BYMA | Macaulay Dur. | 0.48 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.10 | Semana Precio | 0.00% |
| Fecha/Hora | 2017-00-12 00:00:00 | Effective Dur. | 0.38 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.03 | Semestre Precio | 0.00% |
| Precio | 41000.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 0.00% |
| Variación | 0.00% | Cupon | 30742.14 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 45100.00 | 10.00% | 307.69 | -22.38% |
| 44690.00 | 9.00% | 315.40 | -20.44% |
| 44280.00 | 8.00% | 323.34 | -18.43% |
| 43870.00 | 7.00% | 331.52 | -16.37% |
| 43460.00 | 6.00% | 339.95 | -14.24% |
| 43050.00 | 5.00% | 348.64 | -12.05% |
| 42640.00 | 4.00% | 357.61 | -9.79% |
| 42230.00 | 3.00% | 366.85 | -7.46% |
| 41820.00 | 2.00% | 376.39 | -5.05% |
| 41410.00 | 1.00% | 386.24 | -2.56% |
| 41000.00 | 0.00% | 396.41 | 0.00% |
| 40590.00 | -1.00% | 406.92 | 2.65% |
| 40180.00 | -2.00% | 417.78 | 5.39% |
| 39770.00 | -3.00% | 429.00 | 8.22% |
| 39360.00 | -4.00% | 440.61 | 11.15% |
| 38950.00 | -5.00% | 452.62 | 14.18% |
| 38540.00 | -6.00% | 465.05 | 17.32% |
| 38130.00 | -7.00% | 477.92 | 20.56% |
| 37720.00 | -8.00% | 491.26 | 23.93% |
| 37310.00 | -9.00% | 505.07 | 27.41% |
| 36900.00 | -10.00% | 519.40 | 31.03% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 432.09 | 9.00% | 39659.71 | -3.27% |
| 428.12 | 8.00% | 39801.65 | -2.92% |
| 424.16 | 7.00% | 39945.25 | -2.57% |
| 420.19 | 6.00% | 40090.56 | -2.22% |
| 416.23 | 5.00% | 40237.61 | -1.86% |
| 412.27 | 4.00% | 40386.42 | -1.50% |
| 408.30 | 3.00% | 40537.05 | -1.13% |
| 404.34 | 2.00% | 40689.51 | -0.76% |
| 400.37 | 1.00% | 40843.86 | -0.38% |
| 396.41 | 0.00% | 41000.00 | 0.00% |
| 392.45 | -1.00% | 41158.35 | 0.39% |
| 388.48 | -2.00% | 41318.58 | 0.78% |
| 384.52 | -3.00% | 41480.85 | 1.17% |
| 380.55 | -4.00% | 41645.20 | 1.57% |
| 376.59 | -5.00% | 41811.69 | 1.98% |
| 372.63 | -6.00% | 41980.35 | 2.39% |
| 368.66 | -7.00% | 42151.24 | 2.81% |
| 364.70 | -8.00% | 42324.40 | 3.23% |
| 360.73 | -9.00% | 42499.89 | 3.66% |
| Desarrollo TIR 396.41% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-11 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [931.5800 x 0.33 x 100.00]/[(1+396.41)^(107/365)] | 19219.76 | k |
| 2025-02-11 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [931.5800 x 0.33 x 100.00]/[(1+396.41)^(199/365)] | 12833.88 | k |
| 2025-05-11 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (731/365)) x 931.5800 x 34.00% x 100.00]/[(1+396.41)^(288/365)] | 0.00 | i |
| 2025-05-11 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [931.5800 x 0.34 x 100.00]/[(1+396.41)^(288/365)] | 8946.48 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-07-27 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (731/365)) x 931.58 x 1 x 100.00 x (443/731) | 0.00 |
| 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. | |
| 2024-11-11 | (Dias para cupon / Dias Año) | (107 / 365) | 0.29 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [931.5800 x 0.33 x 100.00]/[(1+396.41)^(107/365)] | 19219.72 | 0.47 | 0.14 | k | |
| 2025-02-11 | (Dias para cupon / Dias Año) | (199 / 365) | 0.55 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [931.5800 x 0.33 x 100.00]/[(1+396.41)^(199/365)] | 12833.83 | 0.31 | 0.17 | k | |
| 2025-05-11 | (Dias para cupon / Dias Año) | (288 / 365) | 0.79 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [931.5800 x 0.34 x 100.00]/[(1+396.41)^(288/365)]+[(0 x (731/365)) x 931.5800 x 34.00% x 100.00]/[(1+396.41)^(288/365)] | 8946.43 | 0.22 | 0.17 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.48 | 0.48 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.48)/(1 + 396.41/100) | 0.10 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (40843.70 - 41158.19 )/( 2 x 41000.00 x 0.01) | 0.38 |
| 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. |
| 2024-11-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (107 / 365) ^ 2 + (107 / 365) | 0.38 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [931.5800 x 0.33 x 100.00]/[(1+396.41)^(107/365)] | 19219.72 | 7285.96 | k |
| 2025-02-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (199 / 365) ^ 2 + (199 / 365) | 0.84 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [931.5800 x 0.33 x 100.00]/[(1+396.41)^(199/365)] | 12833.83 | 10811.91 | k |
| 2025-05-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (288 / 365) ^ 2 + (288 / 365) | 1.41 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [931.5800 x 0.34 x 100.00]/[(1+396.41)^(288/365)]+[(0 x (731/365)) x 931.5800 x 34.00% x 100.00]/[(1+396.41)^(288/365)] | 8946.43 | 12629.02 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [41000.00 x ((1 + 396.414) ^ 2)]] x 30726.89] | 0.03 |
| F. de Emision | 2023-05-11 | ||
| F. de Vencimiento | 2025-05-11 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 6 | ||
| Capital | 11-11-24 33%, 11-02-25 33%, 11-05-25 34% | ||
| Interes | 0% nominal anual. | ||
| Frecuencia | Sin pago intereses tasa 0%. | ||
| ISIN | Sin Datos |