| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-03-27 | 100.00 | 129000.00 | 3179.30 | 0.00 | 3179.30 |
| 2025-09-27 | 100.00 | 114581.00 | 2870.74 | 0.00 | 2870.74 |
| 2026-03-27 | 100.00 | 114581.00 | 2823.94 | 0.00 | 2823.94 |
| 2026-09-27 | 100.00 | 114581.00 | 2870.74 | 0.00 | 2870.74 |
| 2027-03-27 | 100.00 | 114581.00 | 2823.94 | 0.00 | 2823.94 |
| 2027-09-27 | 0.00 | 0.00 | 2870.74 | 114581.00 | 117451.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | PN34O | Valor Tecnico | 115251.88 | Semana TIR | -0.12% |
| Emisor | Pan American Energy S.L.Pan American Energy S.L. | Valor Residual | 100.00% | Mes TIR | 39.38% |
| Tipo | Corporativo | Paridad | 92.84% | Semestre TIR | 41.93% |
| País | Argentina | TIR | 8.53% | 1ero Enero TIR | 110.62% |
| Mercado | BYMA | Macaulay Dur. | 2.26 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 2.08 | Semana Precio | -2.78% |
| Fecha/Hora | 2025-05-09 14:59:50 | Effective Dur. | 0.18 | Mes Precio | -18.94% |
| Volumen | 58765 | Convexidad | 6.41 | Semestre Precio | -3.60% |
| Precio | 107000.00 | Int. Corrido | 670.88 | 1ero Enero Precio | -11.78% |
| Variación | -3.60% | Cupon | 2870.74 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117700.00 | 10.00% | 4.06 | -52.40% |
| 116630.00 | 9.00% | 4.48 | -47.47% |
| 115560.00 | 8.00% | 4.91 | -42.48% |
| 114490.00 | 7.00% | 5.34 | -37.43% |
| 113420.00 | 6.00% | 5.77 | -32.31% |
| 112350.00 | 5.00% | 6.22 | -27.10% |
| 111280.00 | 4.00% | 6.67 | -21.84% |
| 110210.00 | 3.00% | 7.12 | -16.49% |
| 109140.00 | 2.00% | 7.59 | -11.07% |
| 108070.00 | 1.00% | 8.06 | -5.56% |
| 107000.00 | 0.00% | 8.53 | 0.00% |
| 105930.00 | -1.00% | 9.02 | 5.69% |
| 104860.00 | -2.00% | 9.51 | 11.44% |
| 103790.00 | -3.00% | 10.00 | 17.28% |
| 102720.00 | -4.00% | 10.51 | 23.21% |
| 101650.00 | -5.00% | 11.02 | 29.23% |
| 100580.00 | -6.00% | 11.54 | 35.34% |
| 99510.00 | -7.00% | 12.07 | 41.55% |
| 98440.00 | -8.00% | 12.61 | 47.87% |
| 97370.00 | -9.00% | 13.16 | 54.29% |
| 96300.00 | -10.00% | 13.72 | 60.80% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.30 | 9.00% | 105311.03 | -1.58% |
| 9.21 | 8.00% | 105497.09 | -1.40% |
| 9.13 | 7.00% | 105683.63 | -1.23% |
| 9.04 | 6.00% | 105870.65 | -1.06% |
| 8.96 | 5.00% | 106058.17 | -0.88% |
| 8.87 | 4.00% | 106246.18 | -0.70% |
| 8.79 | 3.00% | 106434.68 | -0.53% |
| 8.70 | 2.00% | 106623.67 | -0.35% |
| 8.62 | 1.00% | 106813.16 | -0.17% |
| 8.53 | 0.00% | 107000.00 | 0.00% |
| 8.44 | -1.00% | 107193.64 | 0.18% |
| 8.36 | -2.00% | 107384.62 | 0.36% |
| 8.27 | -3.00% | 107576.11 | 0.54% |
| 8.19 | -4.00% | 107768.11 | 0.72% |
| 8.10 | -5.00% | 107960.61 | 0.90% |
| 8.02 | -6.00% | 108153.62 | 1.08% |
| 7.93 | -7.00% | 108347.14 | 1.26% |
| 7.85 | -8.00% | 108541.16 | 1.44% |
| 7.76 | -9.00% | 108735.71 | 1.62% |
| Desarrollo TIR 8.53% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(141/365)] | 2781.38 | i |
| 2026-03-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(322/365)] | 2627.20 | i |
| 2026-09-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(506/365)] | 2562.78 | i |
| 2027-03-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(687/365)] | 2420.71 | i |
| 2027-09-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(871/365)] | 2361.36 | i |
| 2027-09-27 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+8.53)^(871/365)] | 94249.72 | 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 Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0497 x (184/365)) x 1.00 x 1 x 100.00 x 1145.81 x (43/184) | 670.88 |
| 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. | |
| 2025-09-27 | (Dias para cupon / Dias Año) | (141 / 365) | 0.39 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(141/365)] | 2781.36 | 0.03 | 0.01 | i | |
| 2026-03-27 | (Dias para cupon / Dias Año) | (322 / 365) | 0.88 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(322/365)] | 2627.16 | 0.02 | 0.02 | i | |
| 2026-09-27 | (Dias para cupon / Dias Año) | (506 / 365) | 1.39 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(506/365)] | 2562.71 | 0.02 | 0.03 | i | |
| 2027-03-27 | (Dias para cupon / Dias Año) | (687 / 365) | 1.88 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(687/365)] | 2420.63 | 0.02 | 0.04 | i | |
| 2027-09-27 | (Dias para cupon / Dias Año) | (871 / 365) | 2.39 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+8.53)^(871/365)]+[(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(871/365)] | 96606.83 | 0.90 | 2.15 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.26 | 2.26 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.26)/(1 + 8.53/100) | 2.08 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106808.67 - 107189.21 )/( 2 x 107000 x 0.01) | 0.18 |
| 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. |
| 2025-09-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (141 / 365) ^ 2 + (141 / 365) | 0.54 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(141/365)] | 2781.36 | 1489.50 | i |
| 2026-03-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (322 / 365) ^ 2 + (322 / 365) | 1.66 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(322/365)] | 2627.16 | 4362.27 | i |
| 2026-09-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (506 / 365) ^ 2 + (506 / 365) | 3.31 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(506/365)] | 2562.71 | 8477.80 | i |
| 2027-03-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (687 / 365) ^ 2 + (687 / 365) | 5.42 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0497 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(687/365)] | 2420.63 | 13131.52 | i |
| 2027-09-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (871 / 365) ^ 2 + (871 / 365) | 8.08 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+8.53)^(871/365)]+[(0.0497 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+8.53)^(871/365)] | 96606.83 | 780654.22 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107000 x ((1 + 8.532) ^ 2)]] x 808115.31] | 6.41 |
| F. de Emision | 2024-09-27 | ||
| F. de Vencimiento | 2027-09-27 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Mediante 1 (un) pago por un monto igual al 100% del capital total de las Obligaciones Negociables, pagadero en la Fecha de Vencimiento, 27/09/2027 | ||
| Interes | TNA 4.97% | ||
| Frecuencia | Las Obligaciones Negociables pagarán intereses en las siguientes fechas: 27 de marzo de 2025, 27 de septiembre de 2025, 27 de marzo de 2026, 27 de septiembre de 2026, 27 de marzo de 2027 y en la Fecha de Vencimiento | ||
| ISIN | AR0770773957 |