NBC Marathon™ (Accelerator) with Lookback Bonus Note Securities (Maturity-Monitored Barrier) linked to the EURO STOXX 50® Index, due on November 4, 2025

Current price: $109.07
As of 02-Jul-2020

General Information

Issuer:
NBC
FundSERV Code:
NBC25021
ISM Code:
V45656
Ticker Symbol:
SX5E Index

Dates

Issue Date:
04-Nov-2019
Maturity date:
04-Nov-2025
Note term:
6.0 years
Valuation Date:
30-Oct-2025

Highlights

  • 6-year term.
  • Linked to the EURO STOXX 50® Index.
  • Lookback observation period: 9 months (observed daily)
  • Lookback Factor: 145%
  • Participation factor: 145%
  • Maturity Barrier: -40% measured from the initial level.
  • Maturity Redemption Payment: The Maturity Redemption Payment per Note Security will be equal to the sum of the Marathon Payment and the Lookback Bonus.
  • Maturity Payment :
  • if the Reference Portfolio Return is positive on the Valuation Date, the Marathon Payment will be equal to $100 x [1 + (Acceleration Factor x Reference Portfolio Return)]; or
  • if the Reference Portfolio Return is nil or negative but equal to or higher than the Barrier on the Valuation Date, the Marathon Payment will be equal to $100; or
  • if the Reference Portfolio Return is negative and lower than the Barrier on the Valuation Date, the Marathon Payment will be equal to $100 x [1 + Reference Portfolio Return].
  • Lookback Bonus :
  • if the Reference Portfolio Return is positive on the Valuation Date, the Lookback Bonus will be equal to $100 x (Lookback Factor x 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 $100 x [Lookback Factor x (the absolute value of the Lookback Return + the Reference Portfolio 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.
  • Daily secondary market available under normal market conditions.

Price and Historical Values

Last Updated Date:
02-Jul-2020
Current Price:
$109.07
Current ETC:
$1.60
Price Net of ETC:
$107.47
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 ValueCurrent PriceReturn
EURO STOXX 503665.213320.09-9.42%
Reference Portfolio Return-9.42%
Basket Level3 320.090
Indicative Variable Interest36.96%
Monthly Fixing Table
18-Mar-202385.8208
Minimum Fixing Level2385.82