INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 22/07/2024
ISIN XS2846407489
COUNTERPARTY Morgan Stanley
TYPE Note
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Annual
(First Observation at 12 months)
Autocall Trigger: 90% of initial level, reducing to 80% at Yr 2 and 65% on Yr 3
Coupon Rate: USD: 10.90% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
22/07/2026
FINAL MATURITY DATE
29/07/2027
