Put call parity theory ppt. A Put Option. A European put option gives the buyer of the option a right to sell the underlying asset, at the exercise price on the expiration date. It is optimal to exercise the put option if the stock price is below the strike price: PT = Max {X - ST, 0}. The Put Call Parity. If two portfolios have the same payoffs in every possible.

Put call parity theory ppt

CFA Level 1 - Derivatives - Put-Call parity

Put call parity theory ppt. May 22, - Since early exercise is always possible for an. American option, and since P ? p, we have. P ? K ? S0. Determining when to exercise an American put is determined by a threshold amount S f. We also observe that. P ? p = c + Ke. ?rT. ? S0. Hence we have an inequality for American op- tions (since C = c).

Put call parity theory ppt

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