[FWP] Morgan Stanley Free Writing Prospectus

Rhea-AI Filing Summary

Morgan Stanley Finance has announced SPXFP Trigger PLUS Notes due August 5, 2030, offering leveraged exposure to the S&P 500® Futures Excess Return Index. Key features include:

• Leverage factor of 207% to 222% on positive index returns
• Principal protection against losses up to 30% (70% downside threshold)
• Estimated value of $956.10 per security
• 5-year maturity with pricing date on July 31, 2025

The notes offer enhanced returns in bullish scenarios but carry significant risks including no principal guarantee below the 70% threshold, no periodic interest payments, and credit risk exposure to Morgan Stanley. The payment at maturity demonstrates potential returns ranging from complete loss (-100%) to significant gains (+60% resulting in 224.2% return with leverage). The securities will not be exchange-listed, limiting secondary market liquidity.

Positive

• High leverage factor of 207-222% offering enhanced upside potential on positive S&P 500 Futures performance
• Downside protection feature maintains full principal value for up to 30% market decline
• 5-year maturity provides significant time horizon for potential market appreciation

Negative

• No principal guarantee with potential for complete loss of investment if underlier declines >70%
• No interest payments or dividends throughout the 5-year term
• Estimated value ($956.10) is significantly below the issue price, indicating high embedded costs
• Limited secondary market liquidity due to no exchange listing
• Credit risk exposure to Morgan Stanley with no independent assets in MSFL subsidiary

Free Writing Prospectus to Preliminary Pricing Supplement No. 9,058

Registration Statement Nos. 333-275587; 333-275587-01

Dated July 1, 2025; Filed pursuant to Rule 433

Morgan Stanley

SPXFP Trigger PLUS due August 5, 2030

This document provides a summary of the terms of the securities. Investors must carefully review the accompanying preliminary pricing supplement referenced below, product supplement, index supplement and prospectus, and the “Risk Considerations” on the following page, prior to making an investment decision.

Terms
Issuer:	Morgan Stanley Finance LLC
Guarantor:	Morgan Stanley
Underlier:	S&P 500® Futures Excess Return Index (SPXFP)
Leverage factor:	207% to 222%
Downside threshold level:	70% of the initial level
Pricing date:	July 31, 2025
Observation date:	July 31, 2030
Maturity date:	August 5, 2030
CUSIP:	61778NBC4
Estimated value:	$956.10 per security, or within $55.00 of that estimate
Preliminary pricing supplement:	https://www.sec.gov/Archives/edgar/data/895421/000183988225034317/ms9058_424b2-18655.htm

1All payments are subject to our credit risk

 

Hypothetical Payment at Maturity1

The payoff diagram and table below illustrate the payment at maturity for a range of hypothetical performances of the underlier over the term of the securities.

% Change in Closing Level of the Underlier	Payment at Maturity per Security
+60.00%	$2,242.00*
+40.00%	$1,828.00*
+20.00%	$1,414.00*
0.00%	$1,000.00
-20.00%	$1,000.00
-30.00%	$1,000.00
-31.00%	$690.00
-40.00%	$600.00
-60.00%	$400.00
-80.00%	$200.00
-100.00%	$0.00

*Assumes a leverage factor of 207%

 

 

The issuer has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the issuer, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling toll-free 1-800-584-6837.

Underlier(s)

For more information about the underlier(s), including historical performance information, see the accompanying preliminary pricing supplement.

Risk Considerations

The risks set forth below are discussed in more detail in the “Risk Factors” section in the accompanying preliminary pricing supplement. Please review those risk factors carefully prior to making an investment decision.

Risks Relating to an Investment in the Securities

●The securities do not guarantee the return of any principal and do not pay interest.

●The amount payable on the securities is not linked to the value of the underlier at any time other than the observation date.

●The market price of the securities may be influenced by many unpredictable factors.

●The securities are subject to our credit risk, and any actual or anticipated changes to our credit ratings or credit spreads may adversely affect the market value of the securities.

●As a finance subsidiary, MSFL has no independent operations and will have no independent assets.

●The rate we are willing to pay for securities of this type, maturity and issuance size is likely to be lower than the rate implied by our secondary market credit spreads and advantageous to us. Both the lower rate and the inclusion of costs associated with issuing, selling, structuring and hedging the securities in the original issue price reduce the economic terms of the securities, cause the estimated value of the securities to be less than the original issue price and will adversely affect secondary market prices.

●The estimated value of the securities is determined by reference to our pricing and valuation models, which may differ from those of other dealers and is not a maximum or minimum secondary market price.

●The securities will not be listed on any securities exchange and secondary trading may be limited.

●As discussed in more detail in the accompanying product supplement, investing in the securities is not equivalent to investing in the underlier(s).

●The U.S. federal income tax consequences of an investment in the securities are uncertain.

Risks Relating to the Underlier(s)

●Because your return on the securities will depend upon the performance of the underlier(s), the securities are subject to the following risk(s), as discussed in more detail in the accompanying product supplement.

oHigher future prices of a futures contract to which the underlier is linked relative to its current prices may adversely affect the value of the underlier and the value of the securities.

oSuspensions or disruptions of market trading in futures markets could adversely affect the value of the securities.

oLegal and regulatory changes could adversely affect the return on and value of the securities.

●Adjustments to the S&P 500® Futures Excess Return Index could adversely affect the value of the securities.

Risks Relating to Conflicts of Interest

●The calculation agent, which is a subsidiary of Morgan Stanley and an affiliate of MSFL, will make determinations with respect to the securities.

●Hedging and trading activity by our affiliates could potentially adversely affect the value of the securities.

Tax Considerations

You should review carefully the discussion in the accompanying preliminary pricing supplement under the caption “Additional Information About the Securities– United States federal income tax considerations” concerning the U.S. federal income tax consequences of an investment in the securities, and you should consult your tax adviser.

 

FAQ

What is the maturity date and leverage factor for MS's SPXFP Trigger PLUS securities?

Morgan Stanley's SPXFP Trigger PLUS securities mature on August 5, 2030, with a leverage factor ranging from 207% to 222%. These securities are linked to the S&P 500® Futures Excess Return Index (SPXFP).

What is the downside protection threshold for MS's new Trigger PLUS offering?

The downside threshold level is set at 70% of the initial level. This means investors are protected against losses as long as the underlier (S&P 500® Futures Excess Return Index) doesn't fall below 70% of its initial level on the observation date of July 31, 2030.

What is the estimated value of MS's SPXFP Trigger PLUS securities?

The estimated value is $956.10 per security, or within $55.00 of that estimate. This value is less than the original issue price due to factors including the lower rate MS pays and costs associated with issuing, selling, structuring, and hedging the securities.

What are the key credit risks of MS's Trigger PLUS securities?

The securities are subject to Morgan Stanley's credit risk and don't guarantee return of principal or pay interest. Additionally, Morgan Stanley Finance LLC (MSFL), the issuer, has no independent operations or assets, and the securities are guaranteed by Morgan Stanley.

What is the maximum potential return for MS's SPXFP Trigger PLUS at maturity?

Based on the provided payment table with a 207% leverage factor, if the underlier increases by 60%, investors would receive $2,242.00 per security at maturity. However, if the underlier declines more than 30%, investors could lose a significant portion or all of their investment.