Options – Put-Call Parity

Derivatives — Markets & Trading

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.

Learning Platform

€ 1,490

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With no time-to-market, any learner can buy a licence for 365 days access. Alike Netflix, we provide 24/7 access to all listed courses and exams. Self-study in own time and at own pace, with instant certification upon passing an exam. Access-to-all is provided upon the purchase of a learning licence, one for each learner. Discount for group. Observe our ultra-quick customer on-boarding.

Our Purpose

Entrima provides learning services for professionals in the commodity & energy markets.

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Entrima’s mission is to transfer knowledge regarding the business, controls & operations of parties in (or relating to) the wholesale markets.

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