Put-Call Parity Calculator

C + PV(K) = P + S.

Call price ($)

Strike price ($)

Stock price ($)

Risk-free rate (%)

Time to expiry (years)

Synthetic put price ($) 8.511

Step-by-step with your numbers:

1. Values used:

2. Call price = 10 $

3. Strike price = 100 $

4. Stock price = 100 $

5. Risk-free rate = 3 %

6. Time to expiry = 0.5 years

7. Synthetic put price = 8.511$

Did we solve your problem today?

Arbitrage relationship: put = call + PV(strike) − stock.

FAQ

Violated?

Arbitrage opportunity exists.