NBC Marathon™ (Accelerator) with Lookback Bonus Note Securities (Maturity-Monitored Barrier) linked to the EURO STOXX 50® Index, Class F, due on June 2, 2023

Current price: $137.01
As of 01-Jun-2023

General Information

Issuer:
NBC
FundSERV Code:
NBC2770
ISM Code:
V74040
Ticker Symbol:
SX5E

Highlights

  • 6-year term.
  • Linked to the EURO STOXX 50® Index.
  • Acceleration Factor: 1.375.
  • Lookback Factor: 1.375.
  • Barrier: -25.00%, measured from the initial level.
  • 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:
02-Jun-2017
Maturity date:
02-Jun-2023
Note term:
6.0 years
Valuation Date:
30-May-2023

Price and Historical Values

Last Updated Date:
01-Jun-2023
Current Price:
$137.01
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 Value
EURO STOXX 503591.82
Monthly Fixing Table
02-Jun-173591.8200
04-Jul-173479.4679
02-Aug-173459.3199
05-Sep-173420.8601
04-Oct-173594.9100
02-Nov-173688.7999
04-Dec-173576.2200
02-Jan-183490.1902
02-Feb-183523.2802
02-Mar-183324.7499
Minimum Fixing Level3324.75