How reasonable it is to assume that the forwards (implied through call-put parity from European options) on easy-to-borrow European stocks will "grow" at Euribor/Eonia rate? In other words, is it reasonable to assume that we can finance the stock hedge at Euribor/Eonia (given we leave the stock as collateral).

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    $\begingroup$ In principle the stock is financed at its repo rate. This is why the forward obtained from call/put parity is a measure of "implied" repo & dividends. $\endgroup$ – Antoine Conze Jun 5 '18 at 10:05
  • $\begingroup$ to add to that, stock repo pricing can vary wildly from stock to stock, and there is of the required consideration of reasonable haircuts to mitigate volatility $\endgroup$ – Attack68 Jun 5 '18 at 10:21

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