Put-call parity
= Put-call parity
{wiki}
For European calls and puts with the same maturity and strike,
$$
C_0-P_0=S_0-(1+r)^{-N}K.
$$
= Put-call parity
{wiki}
For European calls and puts with the same maturity and strike,
$$
C_0-P_0=S_0-(1+r)^{-N}K.
$$