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Put - Call Parity

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= Suppose you observe the following data. Stock price: $110 Call price (six-month maturity, X = 105): $14 Put price (six-month maturity, X = 105): $5 Risk-free interest rate (continuously compounded): 5% Cash Flow in Six Months Immediate Position Cash Flow S=105). Show how those positions are closed and what cash flows are made. See my answer for one position (Sell call) as an example. How are the positions closed Cash flows if ST =100 How are the positions closed Cash flows if ST =110 if St = 100 if St=110 Buy stock Borrow $102.41 Sell call Buyer will exercise 105-110 = -5 Buy put Total = Suppose you observe the following data. Stock price: $110 Call price (six-month maturity, X = 105): $14 Put price (six-month maturity, X = 105): $5 Risk-free interest rate (continuously compounded): 5% Cash Flow in Six Months Immediate Position Cash Flow S=105). Show how those positions are closed and what cash flows are made. See my answer for one position (Sell call) as an example. How are the positions closed Cash flows if ST =100 How are the positions closed Cash flows if ST =110 if St = 100 if St=110 Buy stock Borrow $102.41 Sell call Buyer will exercise 105-110 = -5 Buy put Total