So if i want to price an option I can't simply discount the future cashflows to the present value (like i do it with bonds) because I don't have the certainty to get something out of it. So to price the Option i look at how much it would cost me to hedge it by creating a replication portfolio with stocks and bonds and selling it. When i sell this replication portfolio i get no return because I am perfectly hedged. I only get the risk free rate on my invested capital (price of the option) because of BS: Ke\^-rt so i get the risk free rate by not paying for the actual strike but on a discounted version of it. is my intuition right here?Can someone tell me if I'm missing something.