Photo of London skyline

PRODUCT VALUATION REPORT

Morgan Stanley World Indices 85-60 Memory Income Autocall USD Nov 2024

Strike Date: 18/11/2024
Next Observation Date: 19/05/2025
Final Observation Date: 18/11/2030
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 4.71% Semi-Annual (9.42% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2893978507
Currency: USD
Current Price: 91.95% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Eurostoxx 504,790.335,114.986.78%
Nikkei 22538,220.8535,039.15-8.32%
Nasdaq 10020,539.1919,214.40-6.45%
Source: Bloomberg