INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 21/12/2021
ISIN XS2386045160
COUNTERPARTY Morgan Stanley
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Defensive Autocall
Income Rate: GBP = 9.10% p.a.
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 105% of initial level then reduced by 5% annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
21/12/2022
FINAL MATURITY DATE
21/12/2027