The price of an at-the-money European call futures option always equals the price of a similar at-the-money

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“The price of an at-the-money European call futures option always equals the price of a similar at-the-money European put futures option.” Explain why this statement is true.

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 08:58 AM

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The price of an at-the-money European call futures option always equals the price of a similar at-the-money

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The put price is Because for all the put pr...View the full answer

Fundamentals of Futures and Options Markets

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