| 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 | 11.22 | 0.00 | 11.22 |
| 2025-02-14 | 0.00 | 0.00 | 11.19 | 100.00 | 111.19 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | LECFO | Valor Tecnico | 100.97 | Semana TIR | -18.68% |
| Emisor | Albanesi Energia S.A.Albanesi Energia S.A. | Valor Residual | 100.00% | Mes TIR | -22.53% |
| Tipo | Corporativo | Paridad | 100.32% | Semestre TIR | -63.85% |
| País | Argentina | TIR | 49.92% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.23 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.15 | Semana Precio | 2.63% |
| Fecha/Hora | 2024-11-22 17:00:05 | Effective Dur. | 0.08 | Mes Precio | -4.07% |
| Volumen | 9683059 | Convexidad | 0.13 | Semestre Precio | 6.02% |
| Precio | 101.30 | Int. Corrido | 0.97 | 1ero Enero Precio | S/D |
| Variación | 0.70% | Cupon | 111.19 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 111.43 | 10.00% | -0.92 | -101.83% |
| 110.42 | 9.00% | 3.09 | -93.80% |
| 109.40 | 8.00% | 7.31 | -85.36% |
| 108.39 | 7.00% | 11.73 | -76.49% |
| 107.38 | 6.00% | 16.39 | -67.17% |
| 106.36 | 5.00% | 21.28 | -57.37% |
| 105.35 | 4.00% | 26.43 | -47.06% |
| 104.34 | 3.00% | 31.85 | -36.19% |
| 103.33 | 2.00% | 37.56 | -24.76% |
| 102.31 | 1.00% | 43.58 | -12.70% |
| 101.30 | 0.00% | 49.92 | 0.00% |
| 100.29 | -1.00% | 56.61 | 13.41% |
| 99.27 | -2.00% | 63.68 | 27.56% |
| 98.26 | -3.00% | 71.14 | 42.50% |
| 97.25 | -4.00% | 79.02 | 58.29% |
| 96.23 | -5.00% | 87.35 | 74.99% |
| 95.22 | -6.00% | 96.17 | 92.65% |
| 94.21 | -7.00% | 105.50 | 111.34% |
| 93.20 | -8.00% | 115.38 | 131.14% |
| 92.18 | -9.00% | 125.86 | 152.12% |
| 91.17 | -10.00% | 136.97 | 174.38% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 54.41 | 9.00% | 100.61 | -0.68% |
| 53.91 | 8.00% | 100.69 | -0.60% |
| 53.41 | 7.00% | 100.76 | -0.53% |
| 52.92 | 6.00% | 100.84 | -0.45% |
| 52.42 | 5.00% | 100.92 | -0.38% |
| 51.92 | 4.00% | 100.99 | -0.30% |
| 51.42 | 3.00% | 101.07 | -0.23% |
| 50.92 | 2.00% | 101.15 | -0.15% |
| 50.42 | 1.00% | 101.22 | -0.08% |
| 49.92 | 0.00% | 101.30 | 0.00% |
| 49.42 | -1.00% | 101.38 | 0.08% |
| 48.92 | -2.00% | 101.46 | 0.15% |
| 48.42 | -3.00% | 101.53 | 0.23% |
| 47.92 | -4.00% | 101.61 | 0.31% |
| 47.42 | -5.00% | 101.69 | 0.39% |
| 46.92 | -6.00% | 101.77 | 0.47% |
| 46.43 | -7.00% | 101.85 | 0.54% |
| 45.93 | -8.00% | 101.93 | 0.62% |
| 45.43 | -9.00% | 102.01 | 0.70% |
| Desarrollo TIR 49.92% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-02-14 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((39.4117 + 5.0000) x (92/365)) x 100.00% x 100.00]/[(1+49.92)^(84/365)] | 10.20 | i |
| 2025-02-14 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+49.92)^(84/365)] | 91.10 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4441 x (92/365)) x 1 x 100.00 x (8/92) | 0.97 |
| 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. | |
| 2025-02-14 | (Dias para cupon / Dias Año) | (84 / 365) | 0.23 | [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+49.92)^(84/365)]+[((39.4117 + 5.0000) x (92/365)) x 100.00% x 100.00]/[(1+49.92)^(84/365)] | 101.30 | 1.00 | 0.23 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.23 | 0.23 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.23)/(1 + 49.92/100) | 0.15 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (101.22 - 101.38 )/( 2 x 101.3 x 0.01) | 0.08 |
| 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. |
| 2025-02-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (84 / 365) ^ 2 + (84 / 365) | 0.28 | [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+49.92)^(84/365)]+[((39.4117 + 5.0000) x (92/365)) x 100.00% x 100.00]/[(1+49.92)^(84/365)] | 101.30 | 28.68 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [101.3 x ((1 + 49.922) ^ 2)]] x 28.68] | 0.13 |
| Desarrollo Badlar | ||
|---|---|---|
| Fecha | Dia | Badlar |
| 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 |
| 2024-08-29 | Jueves | 38.8100 |
| 2024-08-30 | Viernes | 39.4400 |
| 2024-09-02 | Lunes | 40.1300 |
| 2024-09-03 | Martes | 37.3800 |
| 2024-09-04 | Miercoles | 39.4400 |
| 2024-09-05 | Jueves | 37.7500 |
| 2024-09-06 | Viernes | 38.1300 |
| 2024-09-09 | Lunes | 38.0000 |
| 2024-09-10 | Martes | 37.8800 |
| 2024-09-11 | Miercoles | 38.6300 |
| 2024-09-12 | Jueves | 39.3100 |
| 2024-09-13 | Viernes | 39.2500 |
| 2024-09-16 | Lunes | 38.6300 |
| 2024-09-17 | Martes | 39.1300 |
| 2024-09-18 | Miercoles | 39.2500 |
| 2024-09-19 | Jueves | 39.4400 |
| 2024-09-20 | Viernes | 40.1300 |
| 2024-09-23 | Lunes | 41.6900 |
| 2024-09-24 | Martes | 40.0600 |
| 2024-09-25 | Miercoles | 42.0000 |
| 2024-09-26 | Jueves | 39.6300 |
| 2024-09-27 | Viernes | 40.6300 |
| 2024-09-30 | Lunes | 40.9400 |
| 2024-10-01 | Martes | 39.7500 |
| 2024-10-02 | Miercoles | 42.0000 |
| 2024-10-03 | Jueves | 40.0600 |
| 2024-10-04 | Viernes | 40.4400 |
| 2024-10-07 | Lunes | 39.8100 |
| 2024-10-08 | Martes | 39.0600 |
| 2024-10-09 | Miercoles | 38.5000 |
| 2024-10-10 | Jueves | 38.5600 |
| 2024-10-14 | Lunes | 39.6300 |
| 2024-10-15 | Martes | 39.6900 |
| 2024-10-16 | Miercoles | 39.3800 |
| 2024-10-17 | Jueves | 40.4400 |
| 2024-10-18 | Viernes | 40.6300 |
| 2024-10-21 | Lunes | 40.2500 |
| 2024-10-22 | Martes | 41.3100 |
| 2024-10-23 | Miercoles | 42.3100 |
| 2024-10-24 | Jueves | 40.8800 |
| 2024-10-25 | Viernes | 42.3800 |
| 2024-10-28 | Lunes | 41.0600 |
| 2024-10-29 | Martes | 40.3100 |
| 2024-10-30 | Miercoles | 42.5000 |
| 2024-10-31 | Jueves | 41.4400 |
| 2024-11-01 | Viernes | 40.5600 |
| 2024-11-04 | Lunes | 37.5000 |
| 2024-11-05 | Martes | 36.6900 |
| 2024-11-06 | Miercoles | 36.6900 |
| 2024-11-07 | Jueves | 36.3100 |
| 2024-11-08 | Viernes | 35.0000 |
| 2024-11-11 | Lunes | 36.0000 |
| Promedio Badlar | 39.4117 | |
| 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 |