| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-07-28 | 0.00 | 0.00 | 0.00 | 115144.00 | 115144.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YCA6O | Valor Tecnico | 115144.00 | Semana TIR | -397.79% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | -149.56% |
| Tipo | Corporativo | Paridad | 105.09% | Semestre TIR | -466.39% |
| País | Argentina | TIR | -20.26% | 1ero Enero TIR | -178.21% |
| Mercado | BYMA | Macaulay Dur. | 0.22 | Año TIR | -2834.37% |
| Moneda | ARS | Modified Dur. | 0.28 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-02-13 16:52:00 | Effective Dur. | -0.06 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.42 | Semestre Precio | 1.85% |
| Precio | 121010.00 | Int. Corrido | 0.00 | 1ero Enero Precio | -2.41% |
| Variación | 0.00% | Cupon | 115144.00 | Año Precio | 10.66% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 133111.00 | 10.00% | -48.35 | 138.66% |
| 131900.90 | 9.00% | -46.16 | 127.83% |
| 130690.80 | 8.00% | -43.85 | 116.43% |
| 129480.70 | 7.00% | -41.42 | 104.43% |
| 128270.60 | 6.00% | -38.86 | 91.79% |
| 127060.50 | 5.00% | -36.16 | 78.47% |
| 125850.40 | 4.00% | -33.31 | 64.42% |
| 124640.30 | 3.00% | -30.31 | 49.61% |
| 123430.20 | 2.00% | -27.14 | 33.97% |
| 122220.10 | 1.00% | -23.80 | 17.46% |
| 121010.00 | 0.00% | -20.26 | 0.00% |
| 119799.90 | -1.00% | -16.53 | -18.44% |
| 118589.80 | -2.00% | -12.57 | -37.94% |
| 117379.70 | -3.00% | -8.39 | -58.59% |
| 116169.60 | -4.00% | -3.96 | -80.45% |
| 114959.50 | -5.00% | 0.73 | -103.62% |
| 113749.40 | -6.00% | 5.71 | -128.19% |
| 112539.30 | -7.00% | 10.99 | -154.25% |
| 111329.20 | -8.00% | 16.60 | -181.91% |
| 110119.10 | -9.00% | 22.55 | -211.30% |
| 108909.00 | -10.00% | 28.88 | -242.53% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -18.44 | -9.00% | 120410.17 | -0.50% |
| -18.64 | -8.00% | 120475.90 | -0.44% |
| -18.84 | -7.00% | 120541.84 | -0.39% |
| -19.04 | -6.00% | 120607.97 | -0.33% |
| -19.25 | -5.00% | 120674.31 | -0.28% |
| -19.45 | -4.00% | 120740.85 | -0.22% |
| -19.65 | -3.00% | 120807.60 | -0.17% |
| -19.85 | -2.00% | 120874.55 | -0.11% |
| -20.06 | -1.00% | 120941.70 | -0.06% |
| -20.26 | 0.00% | 121010.00 | 0.00% |
| -20.46 | 1.00% | 121076.64 | 0.06% |
| -20.67 | 2.00% | 121144.43 | 0.11% |
| -20.87 | 3.00% | 121212.42 | 0.17% |
| -21.07 | 4.00% | 121280.63 | 0.22% |
| -21.27 | 5.00% | 121349.05 | 0.28% |
| -21.48 | 6.00% | 121417.69 | 0.34% |
| -21.68 | 7.00% | 121486.54 | 0.39% |
| -21.88 | 8.00% | 121555.61 | 0.45% |
| -22.08 | 9.00% | 121624.90 | 0.51% |
| Desarrollo TIR -20.26% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-28 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1151.44]/[(1+-20.26)^(79/360)] | 121009.07 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | Sin interes | 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. | |
| 2025-07-28 | (Dias para cupon / Dias Año) | (79 / 360) | 0.22 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1151.44]/[(1+-20.26)^(79/360)] | 121009.84 | 1.00 | 0.22 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.22 | 0.22 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.22)/(1 + -20.26/100) | 0.28 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (121077.42 - 120942.46 )/( 2 x 121010.00 x 0.01) | -0.06 |
| 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. |
| 2025-07-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (79 / 360) ^ 2 + (79 / 360) | 0.27 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1151.44]/[(1+-20.26)^(79/360)] | 121009.84 | 32382.27 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [121010.00 x ((1 + -20.2623125) ^ 2)]] x 32382.27] | 0.42 |
| F. de Emision | 2015-04-28 | ||
| F. de Vencimiento | 2025-07-28 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables será amortizado en un único pago a la Fecha de Vencimiento. | ||
| Interes | Tasa de interés fija del 8,50%. | ||
| Frecuencia | Las Fechas de Pago de Intereses serán el 28 de enero y el 28 de julio de cada año, comenzando el 28 de enero de 2016. La última Fecha de Pago de Intereses será en la Fecha de Vencimiento. | ||
| ISIN | USP989MJBE04 |