Morgan Stanley Triple Index Switch To Autocall Jan 2024 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 10/01/2024

ISIN XS2682887752

COUNTERPARTY Morgan Stanley

TYPE Note

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 12.20% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached

MATURITY DATE
12/01/2027