NBC Marathon™ (Accelerator) with Lookback Bonus Note Securities (Maturity-Monitored Barrier) linked to the EURO STOXX 50® Index, Class F, due on November 7, 2022

Current price: $107.42
As of 07-Nov-2022

General Information

Issuer:
NBC
FundSERV Code:
NBC2745
ISM Code:
V80231
Ticker Symbol:
SX5E

Highlights

  • 5.5-year term.
  • Linked to the EURO STOXX 50® Index.
  • Acceleration Factor: 1.35.
  • Lookback Factor: 1.35.
  • Barrier: -25.00%.
  • Maturity Redemption Payment : If the Reference Portfolio Return is positive on the Valuation Date, the Maturity Redemption Payment will be equal to $100 x [1 + (Acceleration Factor x Reference Portfolio Return) + (Lookback Factor x Lookback Bonus)]; or
  • If the Reference Portfolio Return is nil or negative but equal to or higher than the Barrier on the Valuation Date, the Maturity Redemption Payment will be equal to $100 x [1+ (Lookback Factor x Lookback Bonus)]; or
  • If the Reference Portfolio Return is negative and lower than the Barrier on the Valuation Date, the Maturity Redemption Payment will be equal to $100 x [1 + Reference Portfolio Return + (Lookback Factor x Lookback Bonus)].
  • Lookback Bonus : If the Reference Portfolio Return is positive on the Valuation Date, the Lookback Bonus will be equal to the absolute value of the Lookback Return; or
  • If the Reference Portfolio Return is nil or negative on the Valuation Date but greater than the Lookback Return, the Lookback Bonus will be equal to the Reference Portfolio Return minus the Lookback Return; or
  • If the Reference Portfolio Return is nil or negative on the Valuation Date and less than or equal to the Lookback Return, the Lookback Bonus will be equal to zero.
  • Eligible for RRSPs, RRIFs, RESPs, RDSPs, DPSPs and TFSAs.
  • A daily secondary market is available under normal market condition.

Dates

Issue Date:
05-May-2017
Maturity date:
07-Nov-2022
Note term:
5.5 years
Valuation Date:
02-Nov-2022

Price and Historical Values

Last Updated Date:
07-Nov-2022
Current Price:
$107.42
Currency:
CAN

The bid price and any related information on the date of sale may differ from the current price and information posted above. Please refer to the offering document or your investment advisor.

Legal Notice

Portfolio

CompanyInitial ValueFinal PriceReturn
EURO STOXX 503658.793622.01-1.01%
Reference Portfolio Return-1.01%
Basket Level3 622.010
Monthly Fixing Table
05-May-173658.7900
05-Jun-173579.5406
05-Jul-173478.4117
08-Aug-173515.6300
05-Sep-173420.8600
05-Oct-173613.5399
06-Nov-173682.3599
05-Dec-173570.5700
05-Jan-183607.6299
05-Feb-183478.7698
Minimum Fixing Level3420.86