INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 15/02/2022
ISIN XS2386137876
COUNTERPARTY Morgan Stanley
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 100%
Coupon Rate: USD = 4.34% Semi-Annually
Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
15/08/2024
