European call option on a share of stock


Problem:

A 90-day European call option on a share of stock of Toshiro Corporation is currently trading at 2,000 yen whereas the current price of the share itself is 2,400 yen. Ninety-day zero-coupon securities issued by the government of Japan are selling for 9,855 yen per 10,000 yen face value. Infer the price of a 90-day European put option on this stock if both the call and put have a common exercise price of 500 yen.

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Finance Basics: European call option on a share of stock
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