| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 111750.00 | 111750.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZV25 | Valor Tecnico | 111750.00 | Semana TIR | 20.29% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 215.44% |
| Tipo | Soberano | Paridad | 97.55% | Semestre TIR | 492.01% |
| País | Argentina | TIR | 19.15% | 1ero Enero TIR | 4068.91% |
| Mercado | BYMA | Macaulay Dur. | 0.14 | Año TIR | 454.54% |
| Moneda | ARS | Modified Dur. | 0.12 | Semana Precio | -4.67% |
| Fecha/Hora | 2025-05-09 13:04:09 | Effective Dur. | 0.02 | Mes Precio | -2.84% |
| Volumen | 1031068 | Convexidad | 0.11 | Semestre Precio | 11.58% |
| Precio | 109010.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 5.32% |
| Variación | -0.63% | Cupon | 111750.00 | Año Precio | 15.97% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 119911.00 | 10.00% | -39.20 | -379.18% |
| 118820.90 | 9.00% | -35.15 | -350.34% |
| 117730.80 | 8.00% | -30.79 | -319.30% |
| 116640.70 | 7.00% | -26.09 | -285.84% |
| 115550.60 | 6.00% | -21.03 | -249.77% |
| 114460.50 | 5.00% | -15.56 | -210.84% |
| 113370.40 | 4.00% | -9.66 | -168.82% |
| 112280.30 | 3.00% | -3.29 | -123.41% |
| 111190.20 | 2.00% | 3.61 | -74.30% |
| 110100.10 | 1.00% | 11.07 | -21.15% |
| 109010.00 | 0.00% | 19.15 | 0.00% |
| 107919.90 | -1.00% | 27.91 | 98.81% |
| 106829.80 | -2.00% | 37.42 | 166.50% |
| 105739.70 | -3.00% | 47.73 | 239.98% |
| 104649.60 | -4.00% | 58.95 | 319.84% |
| 103559.50 | -5.00% | 71.14 | 406.69% |
| 102469.40 | -6.00% | 84.41 | 501.23% |
| 101379.30 | -7.00% | 98.87 | 604.23% |
| 100289.20 | -8.00% | 114.64 | 716.55% |
| 99199.10 | -9.00% | 131.86 | 839.16% |
| 98109.00 | -10.00% | 150.67 | 973.13% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 14.04 | 0.00% | 109010.00 | 0.00% |
| 15.30 | 9.00% | 109518.24 | 0.47% |
| 15.16 | 8.00% | 109537.15 | 0.48% |
| 15.02 | 7.00% | 109556.08 | 0.50% |
| 14.88 | 6.00% | 109575.04 | 0.52% |
| 14.74 | 5.00% | 109594.02 | 0.54% |
| 14.60 | 4.00% | 109613.03 | 0.55% |
| 14.46 | 3.00% | 109632.07 | 0.57% |
| 14.32 | 2.00% | 109651.13 | 0.59% |
| 14.18 | 1.00% | 109670.22 | 0.61% |
| 13.90 | -1.00% | 109708.49 | 0.64% |
| 13.76 | -2.00% | 109727.66 | 0.66% |
| 13.62 | -3.00% | 109746.86 | 0.68% |
| 13.48 | -4.00% | 109766.08 | 0.69% |
| 13.34 | -5.00% | 109785.33 | 0.71% |
| 13.20 | -6.00% | 109804.61 | 0.73% |
| 13.06 | -7.00% | 109823.92 | 0.75% |
| 12.92 | -8.00% | 109843.26 | 0.76% |
| 12.78 | -9.00% | 109862.62 | 0.78% |
| Desarrollo TIR 19.15% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-30 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (482/360)) x 1117.5000 x 100.00% x 100.00]/[(1+19.15)^(51/360)] | 0.00 | i |
| 2025-06-30 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1117.5000 x 1 x 100.00]/[(1+19.15)^(51/360)] | 109010.30 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (482/360)) x 1117.50 x 1 x 100.00 x (431/482) | 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. | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (51 / 360) | 0.14 | [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)] | [1117.5000 x 1 x 100.00]/[(1+19.15)^(51/360)]+[(0 x (482/360)) x 1117.5000 x 100.00% x 100.00]/[(1+19.15)^(51/360)] | 109009.90 | 1.00 | 0.14 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.14 | 0.14 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.14)/(1 + 19.15/100) | 0.12 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (108985.10 - 109034.74 )/( 2 x 109010 x 0.01) | 0.02 |
| 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. |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (51 / 360) ^ 2 + (51 / 360) | 0.16 | [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)] | [1117.5000 x 1 x 100.00]/[(1+19.15)^(51/360)]+[(0 x (482/360)) x 1117.5000 x 100.00% x 100.00]/[(1+19.15)^(51/360)] | 109009.90 | 17630.84 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [109010 x ((1 + 19.153125) ^ 2)]] x 17630.84] | 0.11 |
| F. de Emision | 2024-02-28 | ||
| F. de Vencimiento | 2025-06-30 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | Integra al vencimiento al tipo de cambio aplicable. | ||
| Interes | Cero Cupon | ||
| Frecuencia | Cero Cupon | ||
| ISIN | AR0611241768 |