The prince and princess marry, and the Little Mermaid's heart breaks.
She thinks of all that she has given up and of all the pain she has suffered.
She despairs, thinking of the death that awaits her, but before dawn, her sisters bring her a knife that the Sea Witch has given them in exchange for their long hair.
If the Little Mermaid slays the prince with the knife and lets his blood drip on her feet, she will become a mermaid again, all her suffering will end and she will live out her full life.
The Little Mermaid cannot bring herself to kill the sleeping prince lying with his bride and as dawn breaks she throws herself into the sea.
Her body dissolves into foam, but instead of ceasing to exist, she feels the warmth of the sun; she has turned into a spirit, a daughter of the air.
The other daughters of the air tell her she has become like them because she strove with all her heart to gain an eternal soul.