6. Put-Call Parity and Synthetics

  1. Dan Passarelli

Published Online: 11 SEP 2012

DOI: 10.1002/9781118531846.ch6

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition

How to Cite

Passarelli, D. (2012) Put-Call Parity and Synthetics, in Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118531846.ch6

Publication History

  1. Published Online: 11 SEP 2012
  2. Published Print: 17 SEP 2012

ISBN Information

Print ISBN: 9781118133163

Online ISBN: 9781118531846

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Keywords:

  • put-call parity;
  • american-exercise options;
  • synthetic stock;
  • synthetic stock strategies;
  • interest rate

Summary

This chapter contains sections titled:

  • Put-Call Parity Essentials

  • American-Exercise Options

  • Synthetic Stock

  • Synthetic Stock Strategies

  • Theoretical Value and the Interest Rate

  • A Call is a Put

  • Note