| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-03-21 | 100.00 | 103337.00 | 4895.06 | 0.00 | 4895.06 |
| 2024-09-21 | 100.00 | 119669.00 | 5731.00 | 0.00 | 5731.00 |
| 2025-03-21 | 100.00 | 107167.00 | 5048.59 | 0.00 | 5048.59 |
| 2025-09-21 | 100.00 | 107167.00 | 5132.27 | 0.00 | 5132.27 |
| 2026-03-21 | 0.00 | 0.00 | 5048.59 | 107167.00 | 112215.59 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | LECBO | Valor Tecnico | 108868.46 | Semana TIR | 15.12% |
| Emisor | Albanesi Energia S.A.Albanesi Energia S.A. | Valor Residual | 100.00% | Mes TIR | 19.94% |
| Tipo | Corporativo | Paridad | 97.39% | Semestre TIR | -7.60% |
| País | Argentina | TIR | 12.03% | 1ero Enero TIR | 4.44% |
| Mercado | BYMA | Macaulay Dur. | 1.26 | Año TIR | 20.64% |
| Moneda | ARS | Modified Dur. | 1.13 | Semana Precio | -4.49% |
| Fecha/Hora | 2024-11-21 11:51:20 | Effective Dur. | 0.14 | Mes Precio | -9.45% |
| Volumen | 106 | Convexidad | 2.31 | Semestre Precio | -2.72% |
| Precio | 106030.00 | Int. Corrido | 1701.46 | 1ero Enero Precio | 8.81% |
| Variación | 0.47% | Cupon | 5048.59 | Año Precio | 15.69% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116633.00 | 10.00% | 3.88 | -69.86% |
| 115572.70 | 9.00% | 4.64 | -64.03% |
| 114512.40 | 8.00% | 5.40 | -58.08% |
| 113452.10 | 7.00% | 6.18 | -52.04% |
| 112391.80 | 6.00% | 6.97 | -45.90% |
| 111331.50 | 5.00% | 7.78 | -39.65% |
| 110271.20 | 4.00% | 8.60 | -33.29% |
| 109210.90 | 3.00% | 9.43 | -26.81% |
| 108150.60 | 2.00% | 10.28 | -20.23% |
| 107090.30 | 1.00% | 11.15 | -13.52% |
| 106030.00 | 0.00% | 12.03 | 0.00% |
| 104969.70 | -1.00% | 12.92 | 0.26% |
| 103909.40 | -2.00% | 13.84 | 7.35% |
| 102849.10 | -3.00% | 14.77 | 14.57% |
| 101788.80 | -4.00% | 15.72 | 21.92% |
| 100728.50 | -5.00% | 16.68 | 29.42% |
| 99668.20 | -6.00% | 17.67 | 37.06% |
| 98607.90 | -7.00% | 18.67 | 44.85% |
| 97547.60 | -8.00% | 19.70 | 52.80% |
| 96487.30 | -9.00% | 20.74 | 60.91% |
| 95427.00 | -10.00% | 21.81 | 69.18% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 14.05 | 9.00% | 103664.40 | -2.23% |
| 13.92 | 8.00% | 103812.23 | -2.09% |
| 13.79 | 7.00% | 103960.44 | -1.95% |
| 13.66 | 6.00% | 104109.05 | -1.81% |
| 13.53 | 5.00% | 104258.04 | -1.67% |
| 13.41 | 4.00% | 104407.42 | -1.53% |
| 13.28 | 3.00% | 104557.19 | -1.39% |
| 13.15 | 2.00% | 104707.36 | -1.25% |
| 13.02 | 1.00% | 104857.92 | -1.11% |
| 12.76 | -1.00% | 105160.23 | -0.82% |
| 12.63 | -2.00% | 105311.98 | -0.68% |
| 12.50 | -3.00% | 105464.13 | -0.53% |
| 12.37 | -4.00% | 105616.69 | -0.39% |
| 12.25 | -5.00% | 105769.65 | -0.25% |
| 12.12 | -6.00% | 105923.01 | -0.10% |
| 12.89 | 0.00% | 106030.00 | 0.00% |
| 11.99 | -7.00% | 106076.78 | 0.04% |
| 11.86 | -8.00% | 106230.96 | 0.19% |
| 11.73 | -9.00% | 106385.54 | 0.34% |
| Desarrollo TIR 12.03% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (181/365)) x 100.00% x 100.00 x 1071.67]/[(1+12.03)^(120/365)] | 4863.52 | i |
| 2025-09-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (184/365)) x 100.00% x 100.00 x 1071.67]/[(1+12.03)^(304/365)] | 4668.96 | i |
| 2026-03-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (181/365)) x 100.00% x 100.00 x 1071.67]/[(1+12.03)^(485/365)] | 4341.27 | i |
| 2026-03-21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1071.67]/[(1+12.03)^(485/365)] | 92152.52 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.095 x (181/365)) x 1.00 x 1 x 100.00 x 1071.67 x (61/181) | 1701.46 |
| 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. | |
| 2025-03-21 | (Dias para cupon / Dias Año) | (120 / 365) | 0.33 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (181/365)) x 100.00% x 100.00 x 1071.67]/[(1+12.03)^(120/365)] | 4863.56 | 0.05 | 0.02 | i | |
| 2025-09-21 | (Dias para cupon / Dias Año) | (304 / 365) | 0.83 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (184/365)) x 100.00% x 100.00 x 1071.67]/[(1+12.03)^(304/365)] | 4669.05 | 0.04 | 0.04 | i | |
| 2026-03-21 | (Dias para cupon / Dias Año) | (485 / 365) | 1.33 | [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 1071.67]/[(1+12.03)^(485/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1071.67]/[(1+12.03)^(485/365)] | 96496.72 | 0.91 | 1.21 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.26 | 1.26 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.26)/(1 + 12.03/100) | 1.13 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105885.96 - 106173.06 )/( 2 x 106030 x 0.01) | 0.14 |
| 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. |
| 2025-03-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (120 / 365) ^ 2 + (120 / 365) | 0.44 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (181/365)) x 100.00% x 100.00 x 1071.67]/[(1+12.03)^(120/365)] | 4863.56 | 2124.67 | i |
| 2025-09-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (304 / 365) ^ 2 + (304 / 365) | 1.53 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (184/365)) x 100.00% x 100.00 x 1071.67]/[(1+12.03)^(304/365)] | 4669.05 | 7127.59 | i |
| 2026-03-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (485 / 365) ^ 2 + (485 / 365) | 3.09 | [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 1071.67]/[(1+12.03)^(485/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1071.67]/[(1+12.03)^(485/365)] | 96496.72 | 298598.42 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [106030 x ((1 + 12.0274375) ^ 2)]] x 307850.67] | 2.31 |
| F. de Emision | 2023-09-21 | ||
| F. de Vencimiento | 2026-03-21 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Las Obligaciones Negociables Clase XI serán amortizadas íntegramente en un único pago en la Fecha de Vencimiento de la Clase XI | ||
| Interes | 9,50% nominal anual. | ||
| Frecuencia | Se pagarán en forma vencida. Los pagos de intereses serán realizados en forma semestral, en las siguientes fechas: 21 de marzo de 2024, 21 de septiembre de 2024, 21 de marzo de 2025 y en la Fecha de Vencimiento de la Clase XI. | ||
| ISIN | ARALSA5600D2 |