There is a certain asymmetry in (European) call/put prices, even with negligible interest and dividend rates. For example, assume current price $100, interest rate 0.01%, dividend 0, volatility 25%, expiration 3 months. According to BS model, 110 Call is $1.68 while 90 Put is $1.31. Why are they different? Cost of carry is negligible, ΔS/S is the same in both cases. I suspect it has to do with σ2t term and possibly lognormality of returns, but looking for more intuitive explanation ("explain to me like I am 6").