How does a knock-out trade work?

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Let’s look at a more detailed example of a knock-out trade.

Say the Germany 40 is trading at 10,000, and you think the price is set to rise. 

You choose a ‘Call’ knock-out, and set your trade size in cash at €1,000. For the purposes of this example, this buys you 10 options

You choose a knock-out level 1% below the market price at 9,900.

Key calculations

Knock-out distance 

(Market price - knock-out level) 

(10,000 - 9,900) = 100

Size in options 

Trade size / knock-out distance

1000 / 100 = 10

Knock-out fee

Percentage of exposure. For major indices, for example, this is 0.02%.  

Exposure is calculated as size in options x market price.

10 x 10,000 = 100,000

100,000 x 0.02% = €20

Size in cash

(Knock-out distance x size in options) + knock-out fee

(100 x 10) = €1,000

+ €20 = €1,020

This is what you’ll pay to open, and your maximum risk (not including any overnight funding fees you might pay).

If the market rises

Say the price moves up to 10,200. Your trade value increases to €3,000: 

10 × (10,200 - 9,900) = €3,000

Your profit: €3,000 - €1,000 = €2,000

If the market falls

Say the price drops to 9,950. Your trade value decreases to €500:

10 × (9,950 - 9,900) = €500

Your loss: €1,000 - €500 = €500

If the market hits your knock-out level

Say the market price reaches 9,900 – or falls even lower – on the day you open your trade.

Your trade is automatically closed, and you lose what you paid to open:
€1,000 (initial trade size) + €20 (KO fee) = €1,020

Knock-out options are available only for selected countries.

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