Put Call Parity
Quantitative Finance
Level
pending
Which of the following is not a consequence of Put-Call Parity for European options?
For a Call and Put on the same strike and time to expiry, they have the same vega
For a Call and Put on the same strike and time to expiry, they have the same gamma
The Call on the 20 strike has a lower delta than the Call on the 15 strike
The difference in delta of a call and put on the same strike and time to expiry is 1
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