| 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 | 107907.00 | 5083.45 | 0.00 | 5083.45 |
| 2025-09-21 | 100.00 | 107907.00 | 5167.71 | 0.00 | 5167.71 |
| 2026-03-21 | 0.00 | 0.00 | 5083.45 | 107907.00 | 112990.45 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | LECBO | Valor Tecnico | 109648.29 | Semana TIR | 88.19% |
| Emisor | Albanesi Energia S.A.Albanesi Energia S.A. | Valor Residual | 100.00% | Mes TIR | 22.83% |
| Tipo | Corporativo | Paridad | 96.79% | Semestre TIR | 8.16% |
| País | Argentina | TIR | 12.59% | 1ero Enero TIR | 9.30% |
| Mercado | BYMA | Macaulay Dur. | 1.26 | Año TIR | -6.14% |
| Moneda | ARS | Modified Dur. | 1.12 | Semana Precio | -7.86% |
| Fecha/Hora | 2024-11-22 16:40:04 | Effective Dur. | 0.14 | Mes Precio | -8.78% |
| Volumen | 1357 | Convexidad | 2.28 | Semestre Precio | -9.68% |
| Precio | 106130.00 | Int. Corrido | 1741.29 | 1ero Enero Precio | 8.91% |
| Variación | -4.82% | Cupon | 5083.45 | Año Precio | 13.27% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116743.00 | 10.00% | 4.38 | -65.19% |
| 115681.70 | 9.00% | 5.14 | -59.17% |
| 114620.40 | 8.00% | 5.91 | -53.04% |
| 113559.10 | 7.00% | 6.70 | -46.81% |
| 112497.80 | 6.00% | 7.49 | -40.47% |
| 111436.50 | 5.00% | 8.31 | -34.03% |
| 110375.20 | 4.00% | 9.13 | -27.47% |
| 109313.90 | 3.00% | 9.97 | -20.79% |
| 108252.60 | 2.00% | 10.83 | -14.00% |
| 107191.30 | 1.00% | 11.70 | -7.08% |
| 106130.00 | 0.00% | 12.59 | 0.00% |
| 105068.70 | -1.00% | 13.49 | 7.13% |
| 104007.40 | -2.00% | 14.41 | 14.44% |
| 102946.10 | -3.00% | 15.35 | 21.89% |
| 101884.80 | -4.00% | 16.30 | 29.48% |
| 100823.50 | -5.00% | 17.27 | 37.21% |
| 99762.20 | -6.00% | 18.27 | 45.09% |
| 98700.90 | -7.00% | 19.28 | 53.13% |
| 97639.60 | -8.00% | 20.31 | 61.33% |
| 96578.30 | -9.00% | 21.36 | 69.69% |
| 95517.00 | -10.00% | 22.44 | 78.22% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 13.72 | 9.00% | 104795.50 | -1.26% |
| 13.60 | 8.00% | 104941.58 | -1.12% |
| 13.47 | 7.00% | 105088.03 | -0.98% |
| 13.35 | 6.00% | 105234.86 | -0.84% |
| 13.22 | 5.00% | 105382.06 | -0.70% |
| 13.09 | 4.00% | 105529.64 | -0.57% |
| 12.97 | 3.00% | 105677.60 | -0.43% |
| 12.84 | 2.00% | 105825.94 | -0.29% |
| 12.72 | 1.00% | 105974.66 | -0.15% |
| 12.59 | 0.00% | 106130.00 | 0.00% |
| 12.46 | -1.00% | 106273.24 | 0.13% |
| 12.34 | -2.00% | 106423.11 | 0.28% |
| 12.21 | -3.00% | 106573.37 | 0.42% |
| 12.09 | -4.00% | 106724.02 | 0.56% |
| 11.96 | -5.00% | 106875.05 | 0.70% |
| 11.83 | -6.00% | 107026.48 | 0.84% |
| 11.71 | -7.00% | 107178.30 | 0.99% |
| 11.58 | -8.00% | 107330.51 | 1.13% |
| 11.46 | -9.00% | 107483.12 | 1.27% |
| Desarrollo TIR 12.59% | ||||
|---|---|---|---|---|
| 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 1079.07]/[(1+12.59)^(119/365)] | 4890.67 | 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 1079.07]/[(1+12.59)^(303/365)] | 4683.24 | 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 1079.07]/[(1+12.59)^(484/365)] | 4343.79 | i |
| 2026-03-21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1079.07]/[(1+12.59)^(484/365)] | 92206.06 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | (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 1079.07 x (62/181) | 1741.29 |
| 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) | (119 / 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 1079.07]/[(1+12.59)^(119/365)] | 4890.73 | 0.05 | 0.02 | i | |
| 2025-09-21 | (Dias para cupon / Dias Año) | (303 / 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 1079.07]/[(1+12.59)^(303/365)] | 4683.39 | 0.04 | 0.04 | i | |
| 2026-03-21 | (Dias para cupon / Dias Año) | (484 / 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 1079.07]/[(1+12.59)^(484/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1079.07]/[(1+12.59)^(484/365)] | 96554.75 | 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 + 12.59/100) | 1.12 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105979.81 - 106278.32 )/( 2 x 106130 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)] | (119 / 365) ^ 2 + (119 / 365) | 0.43 | [(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 1079.07]/[(1+12.59)^(119/365)] | 4890.73 | 2114.37 | i |
| 2025-09-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (303 / 365) ^ 2 + (303 / 365) | 1.52 | [(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 1079.07]/[(1+12.59)^(303/365)] | 4683.39 | 7115.30 | i |
| 2026-03-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (484 / 365) ^ 2 + (484 / 365) | 3.08 | [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 1079.07]/[(1+12.59)^(484/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1079.07]/[(1+12.59)^(484/365)] | 96554.75 | 297811.16 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [106130 x ((1 + 12.5856875) ^ 2)]] x 307040.83] | 2.28 |
| 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 |