This is a 1 year autocall paying in US Dollars issued by Morgan Stanley linked to the performance of Tesla Motors Inc between 7/18/2014 and 7/25/2015. Although the latest maturity date is 7/25/2015, 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 2.625% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 2.625% if the underlying is at or above the 70% of its initial level. If the product runs to maturity, the product will repay the initial investment plus a coupon of 2.625% so long as the worst performing underlying is at or above 70%. If the European protection barrier of 60% has not been breached, the nominal value will be paid, 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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Contingent Income Autocallable on Tesla - 13.11.2015
Key Investment Document (KID)
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