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PRODUCT VALUATION REPORT

Morgan Stanley UK Income Plan December 2022 GBP

Strike Date: 22/12/2022
Next Observation Date: 22/09/2026
Final Observation Date: 22/12/2028
Returns and Barriers: 
Issuer: Morgan Stanley
Investment Term: Up to 6 years
Coupon Payment Rate: 9.00% per annum (paid quarterly)
Coupon Trigger Level: If between 68% and 123% of Initial Index Levels starting at 3 months
Capital Protection: 65% European Barrier
ISIN: XS2534046557
Currency: GBP
Current Price: 87.46% (as at 11/09/2026 09:32 UK Time)
Coupons Paid to Date: 22.5000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
FTSE 1007,469.2810,608.9242.03%
Source: Bloomberg