RISK ANALYSIS OF GOOGL & AMZN STOCK CALL OPTIONS USING DELTA GAMMA THETA NORMAL APPROACH

Stocks, as investment products, tend to carry risks due to fluctuations. The tendency of stock prices to rise over time leads investors to opt for call options, which are one of the derivative investment products. However, call options are influenced by several factors that can pose risks and have n...

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Bibliographic Details
Main Authors: Wiji Umiati, Evy Sulistianingsih, Shantika Martha, Wirda Andani
Format: Article
Language:English
Published: Universitas Pattimura 2024-07-01
Series:Barekeng
Subjects:
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/12546
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