Let the price of "S" be S(t) at time t. Now assemble a portfolio by buying a call option "C" and selling a put option "P" of the same maturity "T" and strike "K". The payoff for this portfolio is "S(T) - K". Now assemble a second portfolio by buying one share and borrowing "K" bonds. Note the payoff of the latter portfolio is also "S(T) - K" at time "T", since our share bought for "S(t)" will be worth "S(T)" and the borrowed bonds will be worth "K".