1 Corporate Finance Institute. All rights reserved. 2 Put-Call Parity 3 4 Assumptions 5 Discount Rate (%) 10.00% 6 Time to Maturity (Years) 0.25 7 Strike Price ($) 30 8 Present Value of the Strike Price (From Expiration) 9 LO 11 Leave the one variable you are trying to solve for blank, to calculate it: 12 13 Put Option Price ($) 14 Call Option Price ($) 3 15 Spot Price of the Underlying Asset ($) 31 16 17 18 Put Option Price Call Option Price 19 Call Option Price Put Option Price 20 Present Value Strike Price (From Expiration) Present Value Strike Price (From Expiration) 21 Spot Price of the Underlying Asset Spot Price of the Underlying Asset 22 Put Option Price Call Option Price 23 24 Check: Does put-call parity hold? 25 26 27. This file is for educational purposes only. E&OE Spot Price of the Underlying Asset Call Option Price Put Option Price Present Value Strike Price (From Expiration) Spot Price 3.00 0.00 0.00 31.00 29