PNXC
ON Pan American Energy 8.5% 2032
Pan American Energy S.L.
30/04/2032
8.50% (Semestral)
ISIN
USE7S78BAC65
Fecha de emisión
30/04/2024
Valor nominal
$100
Estructura
Métricas al último precio
Precio USD $115.00 · 22/04/20265.06%
Tasa interna de retorno anual
155 bps
Diferencial sobre Tesoro EEUU
115.00%
Precio / valor residual vigente
$115.00
Precio cotizado en mercado
$119.11
Precio de liquidación
$4.11
Cupón devengado desde último pago
5.02 años
Plazo promedio a amortizaciones
4.10 años
Plazo promedio ponderado
4.00 años
Sensibilidad al rendimiento
20.71
Curvatura precio-rendimiento
$0.0477
Cambio de precio por 1 bp
Tabla de sensibilidad
Variación de precio ante shocks de TIR| Shock TIR | TIR resultante | Precio limpio | Variación | DV01 |
|---|---|---|---|---|
| -300 bps | 2.06% | $130.48 | +13.46% | $0.0558 |
| -200 bps | 3.06% | $125.05 | +8.74% | $0.0529 |
| -100 bps | 4.06% | $119.89 | +4.26% | $0.0502 |
| -50 bps | 4.56% | $117.42 | +2.10% | $0.0489 |
| -25 bps | 4.81% | $116.20 | +1.04% | $0.0483 |
| 0 bps (actual) | 5.06% | $115.00 | — | $0.0477 |
| +25 bps | 5.31% | $113.82 | -1.03% | $0.0471 |
| +50 bps | 5.56% | $112.65 | -2.05% | $0.0465 |
| +100 bps | 6.06% | $110.35 | -4.04% | $0.0453 |
| +200 bps | 7.06% | $105.94 | -7.88% | $0.0430 |
| +300 bps | 8.06% | $101.74 | -11.53% | $0.0409 |
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 30/04/2024 | 100% | - | - | $0.00 |
| 2 | 30/10/2024 | 100% | - | $4.25 | $4.25 |
| 3 | 30/04/2025 | 100% | - | $4.25 | $4.25 |
| 4 | 30/10/2025 | 100% | - | $4.25 | $4.25 |
| 5 | 30/04/2026 | 100% | - | $4.25 | $4.25 |
| 6 | 30/10/2026 | 100% | - | $4.25 | $4.25 |
| 7 | 30/04/2027 | 100% | - | $4.25 | $4.25 |
| 8 | 30/10/2027 | 100% | - | $4.25 | $4.25 |
| 9 | 30/04/2028 | 100% | - | $4.25 | $4.25 |
| 10 | 30/10/2028 | 100% | - | $4.25 | $4.25 |
| 11 | 30/04/2029 | 100% | - | $4.25 | $4.25 |
| 12 | 30/10/2029 | 100% | - | $4.25 | $4.25 |
| 13 | 30/04/2030 | 100% | $33.33 | $4.25 | $37.58 |
| 14 | 30/10/2030 | 67% | - | $2.83 | $2.83 |
| 15 | 30/04/2031 | 67% | $33.33 | $2.83 | $36.16 |
| 16 | 30/10/2031 | 33% | - | $1.42 | $1.42 |
| 17 | 30/04/2032 | 33% | $33.34 | $1.42 | $34.76 |
| Total | $100.00 | $46.75 | $146.75 | ||
Descripción
Obligación Negociable de Pan American Energy S.L. (Clase 31) en USD, ley extranjera (NY). Cupón 8.5% anual pagadero semestralmente (30 abr/oct). Sinkable: amortiza 33.33% en abr-2030, 33.33% en abr-2031 y 33.34% final en abr-2032. Base 30/360.