Put-Call Parity · C − P = S − K·e^(−rT)
unseel.com · Stoll 1969 · No-arbitrage · Synthetic forward
Strike K = $100
Beat
Beat
Portfolio A · Call + Bond
Portfolio B · Put + Stock
Same payoff = max(S, K)
Stock price S(T)
Strike K
Unseel.com · Put-Call Parity