There is no arbitrage between the value of a European call and put options with same strike price and expiry date on the same underlying asset. This is shown by

Related MCQs

• Option strategy with combination of selling one put option at low strike price and buying put option at a high strike price
• ------------ are formed by using the options on the same asset with same strike price but with different expiration dates
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• Which of the following strategies will be profitable if the price of the underlying asset is expected to decrease?
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