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Public standard problems and original exercises; hidden Trading Interview questions have not been verified.

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Derivatives Theory · Medium

Put-Call Parity

Original interpretation · Match confidence: medium

Company use unverified
About this question’s source match

The title and category identify the topic, but no accessible evidence establishes the hidden catalogue statement. This is an original numerical practice question on that specific topic. The hidden Trading Interview wording, parameters and requested subparts have not been verified.

A non-dividend stock trades at 100. European call and put have strike 100 and mature in one year. The call costs 10; the continuously compounded risk-free rate is 5%. Find the no-arbitrage put price. Show the payoff replication.

Assumptions and constraints

  • European exercise; same strike, expiry and underlying.
  • No dividends, transaction costs or short-sale restrictions; borrowing/lending at 5%.
  • Answer every requested subpart and justify your reasoning.

Examples

r=0, S=K=100, C=10
→ P=10

The discounted strike equals spot.

Company evidence · unverified

No company-specific source has been matched to this exercise. Its references support the topic or solution method; they do not establish employer use.

References

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Catalogue metadata captured 2026-10-12. Metadata source.