So, any European type option we can characterize with a payoff function $P(S)$ where $S$ is a price of an underlying at the maturity.
Let us consider some model $M$ such that within this model $V(S,\tau,P)$ is a price of an option with a payoff $P$ at time to maturity $\tau$ and an asset's price $S$ at time $\tau$. Using only non-arbitrage principles we obtain $$ V(S,\tau,P_1+P_2) = V(S,\tau,P_1)+V(S,\tau,P_2). $$ With this formula we get one symmetry for the equation on the price of the option which holds regardless of the model $M$. Usually all equations are linear in payoff since they are linear themselves which comes from the fact that this equation are obtained using infinitesimal generators of the stochastic processes for the price.
Are there any other non-arbitrage principles which can make some additional restrictions on the equations for the price of the European option? I thought about using some facts on $V(S,\tau,P_1(P_2))$ and options on options.
Edited: the non-arbitrage argument for the linearity is the following. Suppose for some $S,\tau$ we have $V(S,\tau,P_1+P_2) > V(S,\tau,P_1)+V(S,\tau,P_2)$. Then we can short $V(...,P_1+P_2)$ and long $V(...,P_1)$ and $V(...,P_2)$ - so at the maturity we have nothing to pay, but at the current time the difference $$V(S,\tau,P_1+P_2) - V(S,\tau,P_1)-V(S,\tau,P_2)$$ is our profit.