Use the put-call parity relationship to derive, for a non-dividend-paying stock, the relationship between: Briefly discuss what is going on.

1. The delta of a European call and the delta of a European put.
2. The gamma of a European call and the gamma of a European put.
3. The vega of a European call and the vega of a European put.
4. The theta of a European call and the theta of a European put.