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