Using put-call parity, draw a solution curve of the Black-Scholes (or Black-Scholes-Merton) equation for the value of a put option, as a function of the security price, for a given time using a slider for the time. For a complete explanation with examples, theory, and problems to work see
http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BlackScholes/PutCallParity/putcallparity.html
