Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
---|---|---|---|---|---|
2024-05-14 | 100.00 | 100.00 | 22.46 | 0.00 | 22.46 |
2024-08-14 | 100.00 | 100.00 | 10.28 | 0.00 | 10.28 |
2024-11-14 | 100.00 | 100.00 | 10.35 | 0.00 | 10.35 |
2025-02-14 | 0.00 | 0.00 | 10.35 | 100.00 | 110.35 |
Datos | |||||
---|---|---|---|---|---|
Simbolo | LECFO | Valor Tecnico | 102.70 | Semana TIR | 4.22% |
Emisor | Albanesi Energia S.A.Albanesi Energia S.A. | Valor Residual | 100.00% | Mes TIR | -26.56% |
Tipo | Corporativo | Paridad | 96.99% | Semestre TIR | -83.24% |
País | Argentina | TIR | 58.78% | 1ero Enero TIR | S/D |
Mercado | BYMA | Macaulay Dur. | 0.41 | Año TIR | S/D |
Moneda | ARS | Modified Dur. | 0.26 | Semana Precio | 0.68% |
Fecha/Hora | 2024-09-06 16:40:44 | Effective Dur. | 0.15 | Mes Precio | -1.28% |
Volumen | 3971841 | Convexidad | 0.23 | Semestre Precio | 24.51% |
Precio | 99.61 | Int. Corrido | 2.70 | 1ero Enero Precio | S/D |
Variación | -0.25% | Cupon | 10.35 | Año Precio | S/D |
Sensibilidad Precio | |||
---|---|---|---|
Precio | Variación Precio | TIR | Variación TIR |
109.57 | 10.00% | 26.19 | -55.44% |
108.57 | 9.00% | 29.00 | -50.67% |
107.58 | 8.00% | 31.89 | -45.75% |
106.58 | 7.00% | 34.88 | -40.66% |
105.59 | 6.00% | 37.96 | -35.41% |
104.59 | 5.00% | 41.15 | -29.99% |
103.59 | 4.00% | 44.44 | -24.39% |
102.60 | 3.00% | 47.85 | -18.60% |
101.60 | 2.00% | 51.37 | -12.61% |
100.61 | 1.00% | 55.01 | -6.41% |
99.61 | 0.00% | 58.78 | 0.00% |
98.61 | -1.00% | 62.68 | 6.63% |
97.62 | -2.00% | 66.71 | 13.50% |
96.62 | -3.00% | 70.90 | 20.61% |
95.63 | -4.00% | 75.23 | 27.98% |
94.63 | -5.00% | 79.72 | 35.63% |
93.63 | -6.00% | 84.38 | 43.55% |
92.64 | -7.00% | 89.21 | 51.77% |
91.64 | -8.00% | 94.23 | 60.30% |
90.65 | -9.00% | 99.43 | 69.16% |
89.65 | -10.00% | 104.84 | 78.36% |
Sensibilidad TIR | |||
---|---|---|---|
TIR | Variación TIR | Precio | Variación Precio |
64.07 | 9.00% | 98.27 | -1.35% |
63.48 | 8.00% | 98.41 | -1.20% |
62.89 | 7.00% | 98.56 | -1.06% |
62.31 | 6.00% | 98.71 | -0.91% |
61.72 | 5.00% | 98.86 | -0.76% |
61.13 | 4.00% | 99.00 | -0.61% |
60.54 | 3.00% | 99.15 | -0.46% |
59.96 | 2.00% | 99.31 | -0.31% |
59.37 | 1.00% | 99.46 | -0.15% |
58.78 | 0.00% | 99.61 | 0.00% |
58.19 | -1.00% | 99.76 | 0.15% |
57.60 | -2.00% | 99.92 | 0.31% |
57.02 | -3.00% | 100.07 | 0.46% |
56.43 | -4.00% | 100.23 | 0.62% |
55.84 | -5.00% | 100.38 | 0.78% |
55.25 | -6.00% | 100.54 | 0.93% |
54.67 | -7.00% | 100.70 | 1.09% |
54.08 | -8.00% | 100.86 | 1.25% |
53.49 | -9.00% | 101.02 | 1.41% |
Desarrollo TIR 58.78% | ||||
---|---|---|---|---|
Fecha | Formula | Operacion | Factor | Tipo |
2024-11-14 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((36.0797 + 5.0000) x (92/365)) x 100.00% x 100.00]/[(1+58.78)^(68/365)] | 9.50 | i |
2025-02-14 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((36.0797 + 5.0000) x (92/365)) x 100.00% x 100.00]/[(1+58.78)^(160/365)] | 8.45 | i |
2025-02-14 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+58.78)^(160/365)] | 81.65 | k |
Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
---|---|---|---|
2024-09-07 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4108 x (92/365)) x 1 x 100.00 x (24/92) | 2.70 |
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. | |
2024-11-14 | (Dias para cupon / Dias Año) | (68 / 365) | 0.19 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((36.0797 + 5.0000) x (92/365)) x 100.00% x 100.00]/[(1+58.78)^(68/365)] | 9.50 | 0.10 | 0.02 | i | |
2025-02-14 | (Dias para cupon / Dias Año) | (160 / 365) | 0.44 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+58.78)^(160/365)]+[((36.0797 + 5.0000) x (92/365)) x 100.00% x 100.00]/[(1+58.78)^(160/365)] | 90.11 | 0.90 | 0.40 | ki |
Desarrollo Duracion Macaulay Valor Final | |||||||||
---|---|---|---|---|---|---|---|---|---|
Formula | Operacion | Duracion Macaulay | |||||||
Suma Factores | 0.41 | 0.41 |
Desarrollo Duracion Modificada | ||
---|---|---|
Formula | Operacion | Duracion Modificada |
(Macaulay Duration)/(1 + TIR) | (0.41)/(1 + 58.78/100) | 0.26 |
Desarrollo Duracion Efectiva | ||
---|---|---|
Formula | Operacion | Duracion Efectiva |
(P+ - P-)/(2 x Po x ΔTIR) | (99.46 - 99.76 )/( 2 x 99.61 x 0.01) | 0.15 |
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. |
2024-11-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (68 / 365) ^ 2 + (68 / 365) | 0.22 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((36.0797 + 5.0000) x (92/365)) x 100.00% x 100.00]/[(1+58.78)^(68/365)] | 9.50 | 2.10 | i |
2025-02-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (160 / 365) ^ 2 + (160 / 365) | 0.63 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+58.78)^(160/365)]+[((36.0797 + 5.0000) x (92/365)) x 100.00% x 100.00]/[(1+58.78)^(160/365)] | 90.11 | 56.82 | ki |
Formula Convexidad Valor Final | ||
---|---|---|
Formula | Operacion | Convexidad |
[[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [99.61 x ((1 + 58.7766875) ^ 2)]] x 58.92] | 0.23 |
Desarrollo Badlar | ||
---|---|---|
Fecha | Dia | Badlar |
2024-05-28 | Martes | 31.6300 |
2024-05-29 | Miercoles | 31.6900 |
2024-05-30 | Jueves | 32.3800 |
2024-05-31 | Viernes | 32.1300 |
2024-06-03 | Lunes | 33.3800 |
2024-06-04 | Martes | 32.0600 |
2024-06-05 | Miercoles | 32.3800 |
2024-06-06 | Jueves | 32.5600 |
2024-06-07 | Viernes | 32.8800 |
2024-06-10 | Lunes | 32.9400 |
2024-06-11 | Martes | 31.7500 |
2024-06-12 | Miercoles | 34.6300 |
2024-06-13 | Jueves | 33.4400 |
2024-06-14 | Viernes | 33.6300 |
2024-06-18 | Martes | 33.8100 |
2024-06-19 | Miercoles | 32.6300 |
2024-06-24 | Lunes | 34.5000 |
2024-06-25 | Martes | 33.3800 |
2024-06-26 | Miercoles | 35.1900 |
2024-06-27 | Jueves | 32.8800 |
2024-06-28 | Viernes | 33.5600 |
2024-07-01 | Lunes | 36.0600 |
2024-07-02 | Martes | 34.1900 |
2024-07-03 | Miercoles | 36.5000 |
2024-07-04 | Jueves | 34.9400 |
2024-07-05 | Viernes | 33.8800 |
2024-07-08 | Lunes | 36.0000 |
2024-07-10 | Miercoles | 35.8100 |
2024-07-11 | Jueves | 34.2500 |
2024-07-12 | Viernes | 35.5600 |
2024-07-15 | Lunes | 37.0600 |
2024-07-16 | Martes | 36.0600 |
2024-07-17 | Miercoles | 36.5000 |
2024-07-18 | Jueves | 37.5000 |
2024-07-19 | Viernes | 37.8800 |
2024-07-22 | Lunes | 37.8800 |
2024-07-23 | Martes | 38.6900 |
2024-07-24 | Miercoles | 40.4400 |
2024-07-25 | Jueves | 38.1300 |
2024-07-26 | Viernes | 38.1300 |
2024-07-29 | Lunes | 38.1900 |
2024-07-30 | Martes | 37.6900 |
2024-07-31 | Miercoles | 39.1900 |
2024-08-01 | Jueves | 37.5000 |
2024-08-02 | Viernes | 40.2500 |
2024-08-05 | Lunes | 37.5000 |
2024-08-06 | Martes | 36.7500 |
2024-08-07 | Miercoles | 37.9400 |
2024-08-08 | Jueves | 38.3800 |
2024-08-09 | Viernes | 37.1300 |
2024-08-12 | Lunes | 37.1900 |
2024-08-13 | Martes | 37.9400 |
2024-08-14 | Miercoles | 38.3800 |
2024-08-15 | Jueves | 38.5000 |
2024-08-16 | Viernes | 38.5000 |
2024-08-19 | Lunes | 39.4400 |
2024-08-20 | Martes | 38.3800 |
2024-08-22 | Jueves | 39.2500 |
2024-08-23 | Viernes | 41.2500 |
2024-08-26 | Lunes | 39.1300 |
2024-08-27 | Martes | 38.3800 |
2024-08-28 | Miercoles | 41.1900 |
    | ||
Promedio Badlar | 36.0797 |
F. de Emision | 2024-02-14 | ||
F. de Vencimiento | 2025-02-14 | ||
Ajuste | Badlar | ||
Dias previos para calculo ajuste o interes | 8 | ||
Capital | Las Obligaciones Negociables Clase XIV serán amortizadas íntegramente en un único pago en la Fecha de Vencimiento de la Clase XIV. | ||
Interes | Badlar + 5,00% nominal anual. | ||
Frecuencia | Se pagarán en forma vencida. Los pagos de intereses serán realizados en forma trimestral, en las siguientes fechas: 14 de mayo de 2024, 14 de agosto de 2024, 14 de noviembre de 2024 y en la Fecha de Vencimiento de la Clase XIV. | ||
ISIN | AR0549885389 |