Morgan Stanley 80-60 Memory Income Autocall May 2022 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 31/05/2022

ISIN XS2425186918

COUNTERPARTY Morgan Stanley

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.90% Semi-Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
31/05/2024