How to use this tool
Check the units, enter your values, and run the tool. Results follow the assumptions and method below.
Calculation method
Put price implied by parity
call-spot+strike*exp(-rate/100*years)European options with identical underlying, strike and expiry, with no dividends. Negative output may indicate inconsistent no-arbitrage inputs.
European options with identical underlying, strike and expiry, with no dividends. Negative output may indicate inconsistent no-arbitrage inputs.
Enter your values and run the tool to see your result.
Check the units, enter your values, and run the tool. Results follow the assumptions and method below.
call-spot+strike*exp(-rate/100*years)