| 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 |