This bond offers accelerated potential investment returns from relatively neutral equity market performance. The underlying Investment of the Bond is a Certificate issued by Morgan Stanley. The Underlying Investments of the Bond are the Eurostoxx 50 Index and the shares of 4 large companies in the Eurostoxx 50 Index.
Investors will receive back their initial capital invested in the Bond so long as the Eurostoxx 50 Index has not fallen by 40% or more on the Expiration Date. In the event that the Eurostoxx 50 Index has fallen by 40% or more on the Expiration Date, investors will receive the performance of the Eurostoxx 50 Index, no matter how much it has fallen. The term of the bond is 5 years.