In establishing the put-call parity relationship, we showed that:

Two portfolios always have the same current values and hence must have the same final value at maturity

Two portfolios always have the same final value at maturity whenever both the put is in the money and the call is in the money at the same time and hence must have the same current values

Two portfolios always have the same final value at maturity and hence must have the same current values

Two portfolios always have the same current values when the put is out of the money and the call is out of the money at the same time and hence must have the same final value at maturity