The One Star is a special feature that provides additional capital protection to the product. Capital is fully protected if at least one underlying closes above One Star level at Maturity.

In this example at maturity, assume the product has not been previously redeemed.

The European Protection Barrier determines that if the worst performing underlying is above its protection barrier of 70% at maturity, investors automatically receive 100% of their initial investment.

Otherwise, investors will receive 100% of their initial investment minus 1% for every 1% drop of the worst performing underlying in a cash delivery.

However, because of the special One Star feature, if at least one underlying closes at or above the One Star level of 105% at maturity, investors will automatically receive 100% of their initial investment.