| 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 | 124449.00 | 5959.91 | 0.00 | 5959.91 |
| 2025-03-21 | 100.00 | 124449.00 | 5862.74 | 0.00 | 5862.74 |
| 2025-09-21 | 100.00 | 124449.00 | 5959.91 | 0.00 | 5959.91 |
| 2026-03-21 | 0.00 | 0.00 | 5862.74 | 124449.00 | 130311.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | LECBO | Valor Tecnico | 129955.44 | Semana TIR | -14.57% |
| Emisor | Albanesi Energia S.A.Albanesi Energia S.A. | Valor Residual | 100.00% | Mes TIR | 6.23% |
| Tipo | Corporativo | Paridad | 98.50% | Semestre TIR | -0.29% |
| País | Argentina | TIR | 10.91% | 1ero Enero TIR | -5.28% |
| Mercado | BYMA | Macaulay Dur. | 1.40 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.26 | Semana Precio | -0.39% |
| Fecha/Hora | 2024-09-06 16:45:41 | Effective Dur. | 0.14 | Mes Precio | -6.32% |
| Volumen | 11218 | Convexidad | 2.85 | Semestre Precio | 26.48% |
| Precio | 128000.00 | Int. Corrido | 5506.44 | 1ero Enero Precio | 31.35% |
| Variación | 0.79% | Cupon | 5959.91 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 140800.00 | 10.00% | 3.64 | -66.62% |
| 139520.00 | 9.00% | 4.32 | -60.45% |
| 138240.00 | 8.00% | 5.00 | -54.16% |
| 136960.00 | 7.00% | 5.70 | -47.79% |
| 135680.00 | 6.00% | 6.40 | -41.30% |
| 134400.00 | 5.00% | 7.12 | -34.71% |
| 133120.00 | 4.00% | 7.86 | -28.00% |
| 131840.00 | 3.00% | 8.60 | -21.16% |
| 130560.00 | 2.00% | 9.36 | -14.22% |
| 129280.00 | 1.00% | 10.13 | -7.15% |
| 128000.00 | 0.00% | 10.91 | 0.00% |
| 126720.00 | -1.00% | 11.71 | 7.36% |
| 125440.00 | -2.00% | 12.53 | 14.82% |
| 124160.00 | -3.00% | 13.35 | 22.41% |
| 122880.00 | -4.00% | 14.20 | 30.15% |
| 121600.00 | -5.00% | 15.06 | 38.02% |
| 120320.00 | -6.00% | 15.93 | 46.05% |
| 119040.00 | -7.00% | 16.83 | 54.24% |
| 117760.00 | -8.00% | 17.74 | 62.58% |
| 116480.00 | -9.00% | 18.67 | 71.09% |
| 115200.00 | -10.00% | 19.61 | 79.78% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 11.89 | 9.00% | 126435.73 | -1.22% |
| 11.78 | 8.00% | 126608.48 | -1.09% |
| 11.67 | 7.00% | 126781.65 | -0.95% |
| 11.56 | 6.00% | 126955.25 | -0.82% |
| 11.46 | 5.00% | 127129.27 | -0.68% |
| 11.35 | 4.00% | 127303.72 | -0.54% |
| 11.24 | 3.00% | 127478.59 | -0.41% |
| 11.13 | 2.00% | 127653.90 | -0.27% |
| 11.02 | 1.00% | 127829.63 | -0.13% |
| 10.91 | 0.00% | 128000.00 | 0.00% |
| 10.80 | -1.00% | 128182.40 | 0.14% |
| 10.69 | -2.00% | 128359.44 | 0.28% |
| 10.58 | -3.00% | 128536.92 | 0.42% |
| 10.47 | -4.00% | 128714.83 | 0.56% |
| 10.36 | -5.00% | 128893.18 | 0.70% |
| 10.26 | -6.00% | 129071.98 | 0.84% |
| 10.15 | -7.00% | 129251.21 | 0.98% |
| 10.04 | -8.00% | 129430.89 | 1.12% |
| 9.93 | -9.00% | 129611.02 | 1.26% |
| Desarrollo TIR 10.91% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-09-21 | [(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 1244.49]/[(1+10.91)^(14/365)] | 5936.29 | i |
| 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 1244.49]/[(1+10.91)^(195/365)] | 5547.22 | 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 1244.49]/[(1+10.91)^(379/365)] | 5352.35 | 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 1244.49]/[(1+10.91)^(560/365)] | 5001.55 | i |
| 2026-03-21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+10.91)^(560/365)] | 106168.40 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (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 (184/365)) x 1.00 x 1 x 100.00 x 1244.49 x (170/184) | 5506.44 |
| 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. | |
| 2024-09-21 | (Dias para cupon / Dias Año) | (14 / 365) | 0.04 | [(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 1244.49]/[(1+10.91)^(14/365)] | 5936.28 | 0.05 | 0.00 | i | |
| 2025-03-21 | (Dias para cupon / Dias Año) | (195 / 365) | 0.53 | [(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 (181/365)) x 100.00% x 100.00 x 1244.49]/[(1+10.91)^(195/365)] | 5547.11 | 0.04 | 0.02 | i | |
| 2025-09-21 | (Dias para cupon / Dias Año) | (379 / 365) | 1.04 | [(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 1244.49]/[(1+10.91)^(379/365)] | 5352.15 | 0.04 | 0.04 | i | |
| 2026-03-21 | (Dias para cupon / Dias Año) | (560 / 365) | 1.53 | [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 1244.49]/[(1+10.91)^(560/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1244.49]/[(1+10.91)^(560/365)] | 111163.80 | 0.87 | 1.33 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.40 | 1.40 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.40)/(1 + 10.91/100) | 1.26 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (127823.12 - 128175.99 )/( 2 x 128000 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. |
| 2024-09-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (14 / 365) ^ 2 + (14 / 365) | 0.04 | [(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 1244.49]/[(1+10.91)^(14/365)] | 5936.28 | 236.43 | i |
| 2025-03-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (195 / 365) ^ 2 + (195 / 365) | 0.82 | [(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 1244.49]/[(1+10.91)^(195/365)] | 5547.11 | 4546.78 | i |
| 2025-09-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (379 / 365) ^ 2 + (379 / 365) | 2.12 | [(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 1244.49]/[(1+10.91)^(379/365)] | 5352.15 | 11328.03 | i |
| 2026-03-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (560 / 365) ^ 2 + (560 / 365) | 3.89 | [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 1244.49]/[(1+10.91)^(560/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1244.49]/[(1+10.91)^(560/365)] | 111163.80 | 432222.53 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [128000 x ((1 + 10.914) ^ 2)]] x 448333.77] | 2.85 |
| 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 |