Put-Call Parity. Think Question?? Suppose the futures and options markets for May ... PUT-CALL PARITY. Call Premium Put Premium = Futures Price Strike Price ...
... V divided by the relevant call or put option price (depending which option is in ... Disadvantage of Put-Call Parity approach is not a precise estimate ...
The strike prices for the options are equal, and all the assets mature at ... Note: The call pricing (but NOT the put-call parity) above is with discrete time ...