For this analysis, it is assumed that the risk-free rate of interest is equal to zero.

Use the option prices, together with the share prices in the table, to examine the put-call parity relationship for Gamestop options.

Panel C: Call prices on Tuesday 2 February 2021 (share price $90.00)

Exercise Price

Expiry Date:            50.00       100.00       150.00       200.00       250.00       300.00

19/2/21 51.00         31.50         21.00         15.40          11.45           9.70

26/2/21 52.00         34.30        23.80         18.00         16.00         12.10

Answer rating: 100% (QA)

Answer Stepbystep explanation Call price on 020221 90 Exercise price on 020221 1050 Call price 19221 ... View the full answer