Learning Platform - "Trade Compliance & Surveillance"

Course: Options – Put-Call Parity

About the online training programme

This course provides the essentials of the put-call parity regarding options. it is explained what it concerns and how it can be applied, for instance, to price or valuate options. The course also sets out how synthetic outright positions or derivatives positions can be created with options. The combination of the put-call parity and the theory concerning synthetics allows for arbitrage strategies. This knowledge is shared during the final part of the course.

Course Contents

This course covers the following video lessons:

1. The arbitrage model
2. Arbitrage
3. Time value
4. Stock options
5. Commodity options
6. Early exercise
7. Synthetic long futures position
8. Synthetic short futures position
9. Synthetic option positions – Introduction
10. Synthetic long call option position
11. Synthetic long put option position
12. Synthetic short call option position
13. Synthetic short put option position
14. Arbitrage – Profit from mispricing
15. Arbitrage – Conversion
16. Arbitrage – Reversal
17. Arbitrage – Realising the profit
18. Arbitrage – Box

This course also includes examination and certification.