BAP
Credicorp Ltd.Open380.11−1.76 −0.46%USD
NYSE · as of Oct 13, 13:44 ET · 20m delay
Open
378.50
Prev close
381.87
Day range
378.36384.47
52-week range
230.45413.25
Volume
112.43K0.37×
Mkt cap
30.19B
P/E ttm
14.32
Fwd P/E
11.10
EPS ttm
26.55
Div yield
3.77%
Earnings
Nov 9, 2026
From 52w high
−8.02%
BAP market-implied price distribution
BAP Price at Expiry
27 OTM quotes · ATM IV 41.5%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
37%
spot 380.11
Expected price
384.97
forward 375.13
68% range
329–425
−13.5% / +11.8%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 303.75 | −20.1% |
| 16% | 328.87 | −13.5% |
| 25% | 340.00 | −10.6% |
| 50% (median) | 364.84 | −4.0% |
| 75% | 398.83 | +4.9% |
| 84% | 424.99 | +11.8% |
| 95% | 589.55 | +55.1% |
Move Odds
| Up 5% or more (399.12) | 25% |
|---|---|
| Up 10% or more (418.12) | 18% |
| Down 5% or more (361.10) | 46% |
| Down 10% or more (342.10) | 27% |
Options price a 10%+ drop at 27%, 1.0× the 27% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.