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Title: | Perbandingan Strategi Long Call dan Lookback Straddle dalam Lindung Nilai Harga Nikel Menggunakan Opsi Lookback |
Other Titles: | Comparison of Long Call and Lookback Straddle Strategies in Hedging Nickel Price using Lookback Options |
Authors: | Lesmana, Donny Citra Erliana, Windiani Adani, Iqbal Cahya |
Issue Date: | 2023 |
Publisher: | IPB University |
Abstract: | Peningkatan produksi alat elektronik dengan konsep portabel menyebabkan
produsen harus menyiapkan strategi dalam menghadapi kenaikan harga barang
baku. Nikel yang merupakan salah satu bahan baku pembuatan barang elektronik
dengan konsep portabel memiliki tingkat fluktuasi yang tinggi, sehingga diperlukan
strategi untuk melindungi nilainya. Lindung nilai nikel menggunakan opsi lookback
memungkinkan pemegang kontrak untuk membeli nikel dengan harga terendah
selama jangka waktu kontrak berlangsung. Penelitian ini membandingkan strategi
long call dan lookback straddle dalam menghadapi kenaikan harga nikel. Biaya
untuk strategi lookback straddle cenderung lebih besar ketika terjadi kenaikan
harga. Strategi long call dipilih sebagai strategi terbaik dalam menghadapi kenaikan
harga nikel karena menghasilkan keuntungan yang lebih besar daripada strategi
lookback stradle The increase in the production of portable electronic devices has forced manufacturers to prepare a strategy to deal with rising prices of raw goods. Nickel, which is one of the raw materials for making electronic goods with a portable concept, has a high level of fluctuation, so a strategy is needed to protect its value. Nickel hedging using the lookback option allows the contract holder to buy nickel at the lowest price during the contract period. This study compares the long call and lookback straddle strategies in dealing with rising nickel prices. The costs for the lookback straddle strategy tend to be more expensive when prices increase. The long call strategy was chosen as the best strategy in dealing with rising nickel prices because it generates greater profits than the straddle lookback strategy. |
URI: | http://repository.ipb.ac.id/handle/123456789/125538 |
Appears in Collections: | UT - Actuaria |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
01 Watermark (Cover) - SKRIPSI - (G94190041) IQBAL CAHYA ADANI.pdf Restricted Access | Cover | 232.23 kB | Adobe PDF | View/Open |
G94190041_Iqbal Cahya Adani.pdf Restricted Access | Fullteks | 523.74 kB | Adobe PDF | View/Open |
03 Watermark (Lampiran) - SKRIPSI - (G94190041) IQBAL CAHYA ADANI.pdf Restricted Access | Lampiran | 193.49 kB | Adobe PDF | View/Open |
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