Jurnal Muara Ilmu Ekonomi dan Bisnis
Vol 2, No 2 (2018): Jurnal Muara Ilmu Ekonomi dan Bisnis

OPSI SAHAM PADA PASAR MODAL DI INDONESIA (STUDI PASAR OPSI SAAT PASAR OPSI MASIH BERLANGSUNG DI BURSA EFEK INDONESIA)

Dewi, Syanti (Unknown)
Ramli, Ishak (Unknown)



Article Info

Publish Date
28 Mar 2019

Abstract

Stock option exchange market is not working anymore in the Indonesian Stock Exchange, using the data option exchange market for the running period 2007-2008, we analyzed the effect of stock price, strike price, time to maturity, volatility and risk- free interest rate on the stock option’s price of listed stock call or put option trading at the Indonesian Stock Exchange during 2007-2008. The results found that the stock price, strike price, time to maturity, volatility and risk-free interest rate are positive significantly affecting the stock option price either the buying option price or the selling option price in Indonesia Stock Exchange 2007-2008 period. While there were no variables that significantly affected the call option during the periode 2007-2008, furthermore stock prices and strike prices significantly affected the put option prices. Time to maturity, Volatility, and risk free interest rate did not significantly affect the put option prices.That is why the stock option exchange market stop since the investor were not sure to the stock option price versus the risk of the volatility, time to maturity, and riskfree rate.

Copyrights © 2018






Journal Info

Abbrev

jmieb

Publisher

Subject

Social Sciences

Description

Jurnal Muara diterbitkan dalam rangka mendukung upaya pemerintah Republik Indonesia, khususnya Kementerian Riset, Teknologi, dan Pendidikan Tinggi untuk meningkatkan jumlah publikasi ilmiah di tingkat Nasional. Jurnal Muara ini juga dapat menjadi wadah publikasi bagi para mahasiswa (S1, S2 maupun ...