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 $113.95 · 22/07/20265.15%
Tasa interna de retorno anual
114 bps
Diferencial sobre Tesoro EEUU
113.95%
Precio / valor residual vigente
$113.95
Precio cotizado en mercado
$115.92
Precio de liquidación
$1.97
Cupón devengado desde último pago
4.77 años
Plazo promedio a amortizaciones
4.00 años
Plazo promedio ponderado
3.90 años
Sensibilidad al rendimiento
19.37
Curvatura precio-rendimiento
$0.0453
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 | 2.15% | $128.60 | +12.85% | $0.0526 |
| -200 bps | 3.15% | $123.47 | +8.35% | $0.0500 |
| -100 bps | 4.15% | $118.59 | +4.07% | $0.0476 |
| -50 bps | 4.65% | $116.24 | +2.01% | $0.0464 |
| -25 bps | 4.90% | $115.09 | +1.00% | $0.0458 |
| 0 bps (actual) | 5.15% | $113.95 | — | $0.0453 |
| +25 bps | 5.40% | $112.83 | -0.99% | $0.0447 |
| +50 bps | 5.65% | $111.71 | -1.96% | $0.0442 |
| +100 bps | 6.15% | $109.53 | -3.88% | $0.0431 |
| +200 bps | 7.15% | $105.33 | -7.56% | $0.0410 |
| +300 bps | 8.15% | $101.33 | -11.08% | $0.0391 |
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 | $42.50 | $142.50 | ||
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.