Write the Mathematical Formula for Put-Call Parity

The put-call parity formula for European options is: C + K e^-rT = P + S. Where C is the call price, P is the put price, S is the underlying asset price, K is the strike price, e^-rT is the present value factor (discounting the strike price by the risk-free rate r over time T). This formula shows that a portfolio of a long call and a short put equals a long position in the underlying asset and a short position in a zero-coupon bond.