Morgan Stanley Diversified Markets Memory Income Autocall Dec 2021 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 07/12/2021

ISIN XS2385965566

COUNTERPARTY Morgan Stanley

TYPE Note

RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly (5.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
09/12/2024