Use the Put-Call Parity to prove that the price of a European put option on a

non-dividend-paying stock with strike K and expiration T is

Ke^[-r(T-t)]N(-d2) - SN(-d1)

where S, r, N(x), d1, and d2 are the same as in the Black-Scholes call option pricing formula.

there is no information missing, this was all in the question.