No you don’t. While misty step does move you out of reach of an opponent which would typically would provoke an attack of opportunity, the rules explicitly state that when teleporting, you don’t provoke an attack of opportunity:
“You can avoid provoking an opportunity attack by taking the Disengage action. You also don’t provoke an opportunity attack when you teleport or when someone or something moves you without using your movement, action, or reaction. For example, you don’t provoke an opportunity attack if an explosion hurls you out of a foe’s reach or if gravity causes you to fall past an enemy.”Player’s Handbook
This makes misty step a great spell for escaping combat, especially as it only uses a bonus action and a 2nd level spell slot to cast. It’s also great for extending your movement distance and traversing difficult areas like beyond cell bars or across a river or ravine.
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