Question:  The Duchy of Holstein was established by a Scandinavian monarch under what union?

Context paragraphs:
Christian II of Denmark: Christian II (1 July 1481 – 25 January 1559) was a Scandinavian monarch under the Kalmar Union.  He reigned as King of Denmark and Norway from 1513 until 1523 and of Sweden from 1520 until 1521.  From 1513 to 1523, he was concurrently Duke of Schleswig and Holstein in joint rule with his uncle Frederick.

Christian I of Denmark: Christian I (February 1426 – 21 May 1481) was a Scandinavian monarch under the Kalmar Union.  He was King of Denmark (1448–1481), Norway (1450–1481) and Sweden (1457–1464).  From 1460 to 1481, he was also Duke of Schleswig (within Denmark) and Count (after 1474, Duke) of Holstein (within the Holy Roman Empire).  He was the first Danish monarch of the House of Oldenburg.

Duchy of Holstein: The Duchy of Holstein (German: "Herzogtum Holstein" , Danish: "Hertugdømmet Holsten" ) was the northernmost state of the Holy Roman Empire, located in the present German state of Schleswig-Holstein.  It was established when King Christian I of Denmark had his County of Holstein-Rendsburg elevated to a duchy by Emperor Frederick III in 1474.  Holstein was ruled jointly with the Duchy of Schleswig by members of the Danish House of Oldenburg for its entire existence.

List of consorts of Schleswig and Holstein: The Duchesses of Schleswig-Holstein were the consorts of the rulers of Schleswig-Holstein and the separate states of Schleswig and Holstein, before that, the two duchies of Schleswig and Holstein.  This article would focus more on the Duchess consorts of Schleswig and Holstein, Schleswig-Holstein (in pretense), and the many branches of the Schleswig-Holstein duchy created by the Danish king for his relatives.

Schleswig-Holstein-Sonderburg-Plön: The Duchy of Schleswig-Holstein-Sonderburg-Plön (German: "Herzogtum Schleswig-Holstein-Sonderburg-Plön" ), also "Schleswig-Holstein-Plön", "Holstein-Plön" or just "Duchy of Plön", was a small sub-duchy ("Teilherzogtum") created by the physical division of the Duchy of Schleswig-Holstein-Sonderburg.  Today, its remaining significance is primarily the building of Plön Castle.  The Duchy of Plön was not a territorial dukedom in its own right, but a sub-division within the state structure of the duchies of Schleswig and Holstein.  The scattered territorial dominion lay mostly in the southeast part of present-day German state of Schleswig-Holstein.

Denmark–Norway: Denmark–Norway (Danish and Norwegian: "Danmark–Norge ") was an early modern multi-national and multi-lingual real union consisting of the Kingdom of Denmark, the Kingdom of Norway (including Norwegian regions Faroe Islands, Iceland, Greenland, et cetera), the Duchy of Schleswig, and the Duchy of Holstein.  The state also claimed sovereignty over two historical peoples: Wends and Goths.  In addition, the state included colonies: St. Thomas, St. John, St. Croix, Ghana, Tharangambadi, Serampore, and Nicobar Islands.  The state's inhabitants were mainly Danes, Norwegians (along with Inuit and Sami), and Germans.  The state's largest cities were Copenhagen, Altona, Bergen, Trondheim, and Christiania (Oslo).

Treaty of Ribe: The Treaty of Ribe (Danish: "Ribe-brevet" meaning The Ribe letter; German: "Vertrag von Ripen" ) was a proclamation at Ribe made by King Christian I of Denmark to a number of Holsatian nobles enabling himself to become Count of Holstein and regain control of Denmark's lost Duchy of Schleswig (Danish: "Sønderjylland", i.e. "South Jutland").  The most famous line of the proclamation was that the Danish Duchy of Schleswig and the County of Holstein within the Holy Roman Empire, should now be, in the original Middle Low German language, "Up Ewig Ungedeelt", or "Forever Undivided".  This was to assume great importance as the slogan of German nationalists in the struggles of the 19th century, under completely different circumstances.

John, King of Denmark: John (Danish and Norwegian: "Hans" ; Swedish: "Johan" ; né "Johannes") (2 February 1455 – 20 February 1513) was a Scandinavian monarch under the Kalmar Union.  He was King of Denmark (1481–1513), Norway (1483–1513) and as John II (Swedish: "Johan II" ) Sweden (1497–1501).  From 1482 to 1513, he was concurrently Duke of Schleswig and Holstein in joint rule with his brother Frederick.  He currently remains the only King of Denmark since the mid-15th century to not be named Christian or Frederick, if one does not include the current Queen of Denmark, Margrethe II.

Cecilia (royal mistress): Cecilia (fl.  1439), was a Danish lady-in-waiting, royal mistress and the morganatic spouse of the Scandinavian monarch Eric of Pomerania, king of Denmark, Norway and Sweden.

Duchy of Cornwall: The Duchy of Cornwall (Cornish: Duketh Kernow ) is one of two royal duchies in England, the other being the Duchy of Lancaster.  The eldest son of the reigning British monarch inherits possession of the duchy and title of Duke of Cornwall at birth or when his parent succeeds to the throne, but may not sell assets for personal benefit and has limited rights and income as a minor.  If the monarch has no male children, the rights and responsibilities of the duchy belong to The Crown and there is no duke.  The current duke is Charles, Prince of Wales.

Supporting paragraphs: Duchy of Holstein Christian I of Denmark
Answer: Kalmar Union