A 1-month European put option on a non-dividend-paying-stock is currently selling for $5.00. A European call option on the same underlying, with the same maturity and strike is also selling for $5.00.

The stock price is $100, the strike price is $100, and the risk-free interest rate is 6% per annum with continuous compounding.

Is there any arbitrage opportunity? If "Yes", describe your arbitrage strategy using a table of cashflows. If "No or uncertain", motivate your answer.