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 $112.65 · 05/06/20265.50%
Tasa interna de retorno anual
149 bps
Diferencial sobre Tesoro EEUU
112.65%
Precio / valor residual vigente
$112.65
Precio cotizado en mercado
$113.53
Precio de liquidación
$0.88
Cupón devengado desde último pago
4.90 años
Plazo promedio a amortizaciones
4.13 años
Plazo promedio ponderado
4.01 años
Sensibilidad al rendimiento
20.30
Curvatura precio-rendimiento
$0.0456
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 | 2.50% | $127.42 | +13.12% | $0.0531 |
| -200 bps | 3.50% | $122.25 | +8.52% | $0.0505 |
| -100 bps | 4.50% | $117.33 | +4.15% | $0.0480 |
| -50 bps | 5.00% | $114.96 | +2.05% | $0.0468 |
| -25 bps | 5.25% | $113.80 | +1.02% | $0.0462 |
| 0 bps (actual) | 5.50% | $112.65 | — | $0.0456 |
| +25 bps | 5.75% | $111.52 | -1.01% | $0.0450 |
| +50 bps | 6.00% | $110.40 | -2.00% | $0.0444 |
| +100 bps | 6.50% | $108.20 | -3.95% | $0.0433 |
| +200 bps | 7.50% | $103.98 | -7.70% | $0.0412 |
| +300 bps | 8.50% | $99.96 | -11.27% | $0.0392 |
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.