Consider a European call and a European put with the same strike price and time to maturity.

Question:

Consider a European call and a European put with the same and time to maturity. Show that they change in value by the same amount when the volatility increases from a level, , to a new level, within a short period of time. Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity.