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PRODUCT VALUATION REPORT

Morgan Stanley Capital Protected UK & Europe Defensive Kick Out Plan

Strike Date: 19/12/2022
Next Observation Date: 21/12/2026
Final Observation Date: 19/12/2028
Returns and Barriers: 
Issuer: Morgan Stanley
Investment Term: Up to 6 years
Payment Rate: 9.45% per annum
Kick Out Trigger Level: 100% of Initial Index Levels starting at 48 months
Capital Protection: 100% Capital Protection barrier at maturit
ISIN: GB00BW6SKQ76
Currency: GBP
Current Price: 129.57% (as at 16/01/2026 10:12 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
FTSE 1007,361.3110,238.9439.09%
Eurostoxx 503,811.246,041.1458.51%
Source: Bloomberg