Put-Call Parity Calculator Strictly Confidential

Notes
This Excel model is for educational purposes only and should not be used for any other reason.
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Put-Call Parity

Assumptions
Discount Rate (%) 2.00%
Time to Maturity (Years) 0.08
Strike Price ($) 50
Present Value of the Strike Price (From Expiration) 49.92

Leave the one variable you are trying to solve for blank, to calculate it:

Put Option Price ($)

Call Option Price ($) 5
Spot Price of the Underlying Asset ($) 52

Put Option Price Call Option Price

Call Option Price 5.00 Put Option Price
Present Value Strike Price (From Expiration) 49.92 Present Value Strike Price (From Expiration)
Spot Price of the Underlying Asset 52 Spot Price of the Underlying Asset
Put Option Price 2.92 Call Option Price

Check: Does put-call parity hold? YES

This file is for educational purposes only. E&OE

Corporate Finance Institute®

https://corporatefinanceinstitute.com/
 Spot Price of the Underlying Asset
2.92 Call Option Price 5.00
49.92 Put Option Price 2.92
52 Present Value Strike Price (From Expiration) 49.92
5.00 Spot Price 52.00