(JURNAL ATRABIS vol 3 no 1) ANALISIS NILAI IMBAL HASIL KONTRAK OPSI di BURSA EFEK INDONESIA MENGGUNAKAN STRATEGI LONG STRADLLE POSITION STUDI PADA SAHAM (HMSP, GGRM, BMRI)

Written by FAJAR FARISSI on . Posted in JURNAL ADMINISTRASI BISNIS

ANALISIS NILAI IMBAL HASIL KONTRAK OPSI di BURSA EFEK INDONESIA MENGGUNAKAN STRATEGI LONG STRADLLE POSITION STUDI PADA SAHAM (HMSP, GGRM, BMRI)

FAJAR FARISSI

Administrasi Bisnis , Politeknik LP3i Bandung

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Abstract

The investment aims to take an advantage in the future where the expected value in investing this time will increase in the future. Since 1998 the capital market in Indonesia have showed the ups and downs that exhilarating, especially after the Government issued a variety of deregulation the deregulation of capital markets sector in particular. The capital market has become one of the benchmark of a country's economy that would be a consideration of investors in investing.Research objectives this time is to find yield investment of a contract option on of share of PT HM Sampoerna tbk , Bank mandiri tbk and PT Gudang Garam tbk for the period of 1.2 and 3 months 2011 until 2013 using the strategies long straddle positions this research expected can be used as consideration investors in invest in share market especially by using contact option . the analysis used a writer looking for the value of the premium call and put with use the model black scholes pricing model .After getting the value of the premium call and put , then writer looking for yield of investment doneThe conclusion that obtained from research this time was the result of yield an option contract stock shares pt hm sampoerna tbk , pt bank mandiri tbk and pt gudang garam tbk for an extended period of time 1.2 and three months the period until 2013 2011 can give an advantage to investors with the criteria stock prices rallied in fluctuates during the the period of an option .