NOT KNOWN FACTUAL STATEMENTS ABOUT PNL

That's not the same as the pnl equalling the price paid, alternatively the anticipated pnl with the system could well be the same as the option value. $endgroup$To create the two methods equivalent you need to think of investing/borrowing $PnL_1$ at rate $r$ to ensure that it stays within the method until finally $t_2,.$ At that time yourI am keen