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majiangpai (Model的男人，消灭投机.客) 于 (Thu Mar 15 17:49:21 2007) 提到:
Ok, here comes another real put-call parity problem.
At today's market close: AGIX stock close at: 8.79
And its Apr. 7.5 Call quote (Bid: 4.40 Ask 4.70)
its Apr. 7.5 Put quote (Bid: 3.8 Ask 3.90)
The stock does not pay dividend.
According to the put-call parity:
CallPrice+Strike = PutPrice+SharePrice
Arbitrage opportunity:
Left side we have Buy action: 1 Call @ 4.70
Right side we have S
