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