Verify put-call parity for European options and identify arbitrage opportunities. C - P = S - K×e^(-rT). Calculate the theoretical call or put price given the other, and detect mispricings in the options market.
Enter the values for the scenario you are assessing. Verify put-call parity for European options and identify arbitrage opportunities. C - P = S - K×e^(-rT). Calculate the theoretical call or put price given the other, and detect mispricings in the options market. Use the put-call parity result to inform your calculation.