INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 24/02/2022
ISIN XS2424800238
COUNTERPARTY Morgan Stanley
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi- Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.9% Semi- Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
26/02/2024
