The futures price of an asset is currently 78 and the risk free rate is 3 A six month put on the futures with a strike price of 80 is currently worth 6 5 What is the value of a six month call on the futures with a strike price of 80 if both the put and call are European What is the range of possibl...

Put call parity for European options gives ...

The futures price of an asset is currently 78 and the risk-free rate is 3%. A six-month

Question:

The futures price of an asset is currently 78 and the risk-free rate is 3%. A six-month put on the futures with a of 80 is currently worth 6.5. What is the value of a six-month call on the futures with a of 80 if both the put and call are European? What is the range of possible values of the six-month call with a of 80 if both put and call are American?
Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity.