Just use a onchnage Event
for select box.
<select id="selectbox" name="" onchange="javascript:location.href = this.value;">
<option value="https://www.yahoo.com/" selected>Option1</option>
<option value="https://www.google.co.in/">Option2</option>
<option value="https://www.gmail.com/">Option3</option>
</select>
And if selected option to be loaded at the page load then add some javascript code
<script type="text/javascript">
window.onload = function(){
location.href=document.getElementById("selectbox").value;
}
</script>
for jQuery: Remove the onchange event from <select>
tag
jQuery(function () {
// remove the below comment in case you need chnage on document ready
// location.href=jQuery("#selectbox").val();
jQuery("#selectbox").change(function () {
location.href = jQuery(this).val();
})
})