financial mathematics, the put–call parity defines a relationship between the price of a European call option and European put option, both with the identical...

Look up parity in Wiktionary, the free dictionary. Parity may refer to: Parity (computing) Parity bit in computing, sets the parity of data for the purpose...

mathematics. Call option Naked put Covered option Option time value Pre-emption right Put–call parity Right of first refusal CBOE S&P 500 PutWrite Index (PUT) Greenspan...

European-style options. Covered call Moneyness Naked call Naked put Option time value Pre-emption right Put option Put–call parity Right of first refusal O'Sullivan...

Because of put–call parity, a bull spread can be constructed using either put options or call options. If constructed using calls, it is a bull call spread...

value for calls and puts and so too is the vega the same value for calls and puts options. This can be seen directly from put–call parity, since the...

Overall, the payoffs match the payoffs from selling a put. This relationship is known as put–call parity and offers insights for financial theory. A benchmark...

Because of put–call parity, a bear spread can be constructed using either put options or call options. If constructed using calls, it is a bear call spread...

F e − r T {\displaystyle S=Fe^{-rT}} Put call parity: A long European call c together with a short European put p at the same strike price K is equivalent...

crude oil at price X by buying an X strike call and selling an X strike put. This is known as put call parity. Delta one products often incorporate a number...