INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 17/03/2023
ISIN XS2575241166
COUNTERPARTY Morgan Stanley
TYPE Note
RETURN & 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: 3.85% Semi Annually (7.70% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
18/03/2024
