INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 30/06/2022
ISIN XS2477066661
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)
AutocallTrigger: 100% of initial level
Memory Income Rate: USD: 3.60% Semi-Annually (7.20% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
28/06/2024
