MRPNL

Put-Call Parity

The no-arbitrage relationship linking the prices of a European call and put at the same strike and expiry: C − P = S − K·e^(−rT).

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Formula

C − P = S − K·e^(−rT)  (European options, no dividends)

Put-call parity is a no-arbitrage identity tying together the prices of a European call and put that share the same underlying, strike, and expiration. It states that holding a call and shorting a put is economically equivalent to holding the underlying financed at the risk-free rate.

The relationship is enforced by arbitrage: if it breaks, a trader can lock in a riskless profit by buying the cheap side and selling the rich side, so market makers keep prices pinned to parity. It also reveals the synthetic equivalences traders rely on — a synthetic long stock is a long call plus a short put at the same strike, and a conversion or reversal trade exploits tiny parity dislocations.

Parity holds cleanly only for European options; American options can deviate because of early-exercise value, and dividends shift the equation (the present value of expected dividends is subtracted from the spot term). It is the backbone check behind most options pricing — Black-Scholes call and put prices must satisfy it exactly.

Example

Stock at $100, 1-year $100 strike, r = 5%. The discounted strike is 100·e^(−0.05) = $95.12, so C − P = 100 − 95.12 = $4.88. If the call trades at $8.00, the put must trade at 8.00 − 4.88 = $3.12 — otherwise an arbitrageur profits.

#options#pricing#arbitrage

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