This is a 1 year autocall paying in US Dollars issued by Morgan Stanley linked to the performance of Expedia Inc Del between 10/10/2014 and 09/10/2015. Although the latest maturity date is 09/10/2015, the product will be monitored at quarterly periods. The product will mature early if at any quarterly date, from period 1, the worst performing underlying is at or above 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 2,1875% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 2,1875% if the underlying is at or above the 0% of its initial level. If the product runs to maturity, the product will repay the initial investment plus a coupon of 2,1875% so long as the worst performing underlying is at or above 85%. Otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product
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Airbag Autocallable Yield Optimization Notes on Expedia - 19.10.2015
Key Investment Document (KID)
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