APLIKASI PENENTUAN HARGA OPSI TIPE EROPA DENGAN MENGGUNAKAN MODEL BLACK SCHOLES

Abstract

The purpose of this research is to find out the application of the determination of European Type Pricing Option by using the Black Scholes Model (study on Google Stock Inc). Samples are not used in the preparation of this research since case study is used in this research and the data have been obtained directly from foreign stock exchanges site which is http://www.finance.yahoo.com. The research data analysis has been done by using quantitative analysis with variables: European Type Pricing Option and Black Scholes model. The data is the form of using of daily stock sales statement which is used as the underlying assets, call option and put option contract price, strike price, and due date. It has been found from the result of the research that by using the Black Scholes model calculation, it has been found that the value which has been generated is not much different from the real prices in the stock market.
Keywords: European Type Pricing Option, Black Scholes Model, Call Option, Put Option.