EasyFinance
Put-Call Parity
Goldman SachsMorgan Stanley
European call and put share strike K = 100 on a non-dividend stock at S = 100, with rate r = 0 and maturity T = 1. The call trades at 8. What is the fair price of the put?
Hints
Use .
With r = 0 and S = K, the forward is at-the-money.
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