KONDOROV RASPON I NJEGOVE MODIFIKACIJE NA PRIMJERU PODUZEĆA TESLE

master's thesis

• Title (english): CONDOR SPREAD AND ITS MODIFICATIONS – CASE STUDY TESLA COMPANY
• Author: Ariana Martek
• Mentor: Davor Zoričić (mentor)
• Committee member: Denis Dolinar (predsjednik povjerenstva)
• Committee member: Ena Pecina (član povjerenstva)
• Granter: University of Zagreb; Faculty of Economics and Business; (Department of Managerial Economics); Zagreb
• Defense date and country: 2022-09-30, Croatia
• Scientific / art field, discipline and subdiscipline: SOCIAL SCIENCES; Economics; Economics of Entrepreneurship

Abstract

Opcije su financijski instrumenti koji njihovom vlasniku daje pravo, ali ne i obvezu da na točno određeni dan, po unaprijed određenoj cijeni kupe ili prodaju vezanu imovinu. U radu se definira pojam opcija kao financijskih instrumenata te su objašnjene osnovne i složene strategije trgovanja opcijama. Cilj rada je analizirati i prikazati profitno-rizična obilježja strategije kondorovog raspona na primjeru dionice Tesle, kao i njegovih modifikacija bikovog i leptirovog raspona. Prvo se analizira volatilnost i trend kretanja cijene dionice Tesle kako bi se ustvrdilo koja strategija bi bila pogodna za samu analizu. Potom se prate gubitci i dobitci strategije te se analiziraju same prateće akcije koje investitor može poduzeti za vrijeme držanja strategije kako bi smanjio potencijalni gubitak. Na kraju se prikazuju modifikacije strategije i donijeti su zaključci o uspješnostima samih strategija.

Abstract (english)

Options, as financial instruments give rights, but not the obligation to their owner on a specific day at the specific price to buy or sell an underlying asset. In the paper, options are determined theoretically, and basic and complex options trading strategies are explained. The aim of the paper is to analyze and present the profit-risk features of the condor spread strategy as well as its modifications on the example of the Tesla Inc. share. First, the volatility and trend of the Tesla share price are analyzed to determine which strategy would be suitable for the analysis itself. Then the losses and gains of the strategy will be monitored, and the follow-up actions will be analyzed. In the end, the modifications of the strategy, i.e. the bull and butterfly spread, will be presented and conclusions will be drawn about the success of the strategies themselves.

• Keywords: izvedenice; opcije; kondorov raspon; leptirov raspon; bikov raspon
• Keywords (english): financial derivatives; options; condor spread; butterfly spread; bull spread
• Language: croatian
• URN:NBN: urn:nbn:hr:148:580842
• Study programme: Title: Business Economics; Study programme type: university; Study level: integrated undergraduate and graduate; Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Open access
• Created on: 2022-10-03 07:53:54