MORGAN STANLEY 85-65 MEMORY INCOME AUTOCALL Feb 2024 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 14/02/2024

ISIN XS2722730145

COUNTERPARTY Morgan Stanley Credit Ratings: Moody’s A1, S&P A-,

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.50% Semi-Annually (7.00% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
14/02/2025