INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 07/12/2021
ISIN XS2385965723
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: USD = 1.50% Quarterly (6.00% 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