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Put-Call parity

Let Π^C(t;T,K), Π^P(t;T,K) and Π^F(t;T,K) be the prices at time t of a European call option, a European put option and a Forward respectively all with maturity T and strike K. The Put-Call parity says that
Π^C(t;T,K)-Π^P(t;T,K)= Π^F(t;T,K), for 0≤ t ≤ T.