INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 22/12/2021
ISIN XS2386005370
COUNTERPARTY Morgan Stanley
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Income Trigger: 85% of initial level
Income Rate: USD= 2.5% Semi-Annually (5% p.a.)
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
22/12/2023
