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A stock trades at $\$100$ with no dividends. The one-year $\$100$ European call is $\$10$ and rates are $5\%$ continuously compounded. What is the put worth, to two decimal places?

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Put–call parity

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Jane Street, Optiver, SIG (Susquehanna), IMC Trading

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A stock trades at $100 with no dividends. · QuantMax

A stock trades at $100\$100$100 with no dividends. The one-year $100\$100$100 European call is $10\$10$10 and rates are 5%5\%5% continuously compounded. What is the put worth, to two decimal places?

More options: fundamentals and arbitrage questions

A stock trades at $\$100$ with no dividends. The one-year $\$100$ European call is $\$10$ and rates are $5\%$ continuously compounded. What is the put worth, to two decimal places?