1 Corporate Finance Institute. All rights reserved. Put-Call Parity 2 3 4 Assumptions 5 Discount Rate (%) 6 Time to Maturity (Years) 7 Strike Price ($) 8 Present Value of the Strike Price (From Expiration) 9 10 11 Leave the one variable you are trying to solve for blank, to calculate it: 12 13 Put Option Price ($) 14 Call Option Price ($) 15 Spot Price of the Underlying Asset ($) 16 17 18 Put Option Price 19 Call Option Price 20 10.00% 0.25 30 Present Value Strike Price (From Expiration) 21 Spot Price of the Underlying Asset 22 Put Option Price 23 24 Check: Does put-call parity hold? 25 26 27 This file is for educational purposes only. E&OE 28 3 31 Call Option Price Put Option Price Present Value Strike Price (From Expiration) Spot Price of the Underlying Asset Call Option Price 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