INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 30/03/2026
ISIN XS3302607000
COUNTERPARTY Morgan Stanley
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 2.50% Quarterly (10.00% p.a.)
Income Trigger: 90% of the initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
30/03/2027
FINAL MATURITY DATE
06/04/2032
