Bachelier American option pricing formula: C+KE(-RT)= P+S0 parity formula is derived from the no-arbitrage principle. Construct two investment portfolios.

Call option C, exercise price K, expiration time T. Cash account ke(-rt), interest rate R, when the option expires, it just becomes K.

Put option P, exercise price K, expiration time T. Target stock, current price S0. Look at the situation of these two portfolios at that time.