| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-12-15 | 0.00 | 0.00 | 0.00 | 111750.00 | 111750.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZVD5 | Valor Tecnico | 111750.00 | Semana TIR | 4.69% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 340.18% |
| Tipo | Soberano | Paridad | 93.96% | Semestre TIR | 127.89% |
| País | Argentina | TIR | 10.94% | 1ero Enero TIR | 38.59% |
| Mercado | BYMA | Macaulay Dur. | 0.60 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.54 | Semana Precio | -4.67% |
| Fecha/Hora | 2025-05-09 13:08:34 | Effective Dur. | 0.06 | Mes Precio | -5.58% |
| Volumen | 2695 | Convexidad | 0.78 | Semestre Precio | 10.88% |
| Precio | 105000.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 9.38% |
| Variación | 0.96% | Cupon | 111750.00 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 115500.00 | 10.00% | -5.35 | -148.92% |
| 114450.00 | 9.00% | -3.90 | -135.65% |
| 113400.00 | 8.00% | -2.41 | -122.05% |
| 112350.00 | 7.00% | -0.89 | -108.12% |
| 111300.00 | 6.00% | 0.68 | -93.83% |
| 110250.00 | 5.00% | 2.28 | -79.17% |
| 109200.00 | 4.00% | 3.92 | -64.14% |
| 108150.00 | 3.00% | 5.61 | -48.72% |
| 107100.00 | 2.00% | 7.34 | -32.90% |
| 106050.00 | 1.00% | 9.12 | -16.66% |
| 105000.00 | 0.00% | 10.94 | 0.00% |
| 103950.00 | -1.00% | 12.82 | 17.16% |
| 102900.00 | -2.00% | 14.74 | 34.75% |
| 101850.00 | -3.00% | 16.72 | 52.83% |
| 100800.00 | -4.00% | 18.75 | 71.42% |
| 99750.00 | -5.00% | 20.84 | 90.53% |
| 98700.00 | -6.00% | 22.99 | 110.19% |
| 97650.00 | -7.00% | 25.21 | 130.41% |
| 96600.00 | -8.00% | 27.48 | 151.22% |
| 95550.00 | -9.00% | 29.83 | 172.64% |
| 94500.00 | -10.00% | 32.24 | 194.69% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 11.92 | 9.00% | 104446.09 | -0.53% |
| 11.82 | 8.00% | 104507.40 | -0.47% |
| 11.71 | 7.00% | 104568.79 | -0.41% |
| 11.60 | 6.00% | 104630.29 | -0.35% |
| 11.49 | 5.00% | 104691.88 | -0.29% |
| 11.38 | 4.00% | 104753.57 | -0.23% |
| 11.27 | 3.00% | 104815.35 | -0.18% |
| 11.16 | 2.00% | 104877.23 | -0.12% |
| 11.05 | 1.00% | 104939.21 | -0.06% |
| 10.94 | 0.00% | 105000.00 | 0.00% |
| 10.83 | -1.00% | 105063.47 | 0.06% |
| 10.72 | -2.00% | 105125.74 | 0.12% |
| 10.61 | -3.00% | 105188.11 | 0.18% |
| 10.50 | -4.00% | 105250.58 | 0.24% |
| 10.39 | -5.00% | 105313.15 | 0.30% |
| 10.28 | -6.00% | 105375.82 | 0.36% |
| 10.17 | -7.00% | 105438.59 | 0.42% |
| 10.06 | -8.00% | 105501.46 | 0.48% |
| 9.96 | -9.00% | 105564.43 | 0.54% |
| Desarrollo TIR 10.94% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-12-15 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (524/360)) x 1117.5000 x 100.00% x 100.00]/[(1+10.94)^(216/360)] | 0.00 | i |
| 2025-12-15 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1117.5000 x 1 x 100.00]/[(1+10.94)^(216/360)] | 105001.29 | 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 (524/360)) x 1117.50 x 1 x 100.00 x (308/524) | 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. | |
| 2025-12-15 | (Dias para cupon / Dias Año) | (216 / 360) | 0.60 | [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+10.94)^(216/360)]+[(0 x (524/360)) x 1117.5000 x 100.00% x 100.00]/[(1+10.94)^(216/360)] | 104999.59 | 1.00 | 0.60 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.60 | 0.60 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.60)/(1 + 10.94/100) | 0.54 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104937.49 - 105061.78 )/( 2 x 105000 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. |
| 2025-12-15 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (216 / 360) ^ 2 + (216 / 360) | 0.96 | [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+10.94)^(216/360)]+[(0 x (524/360)) x 1117.5000 x 100.00% x 100.00]/[(1+10.94)^(216/360)] | 104999.59 | 100799.60 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105000 x ((1 + 10.943) ^ 2)]] x 100799.60] | 0.78 |
| F. de Emision | 2024-07-01 | ||
| F. de Vencimiento | 2025-12-15 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | Integra al vencimiento al tipo de cambio aplicable | ||
| Interes | cero cupón (0) -a descuento-. | ||
| Frecuencia | cero cupón (0) -a descuento-. | ||
| ISIN | AR0740660201 |