RBC Phoenix Autocallable Securities (CAD), Series 637P, F-Class

Autocall Feature
  • The notes will redeem automatically (Autocall Redemption Event) if the performance of the underlying is > or = to 100% of the Initial Level on the relevant Valuation Date
  • First callable observation date: April 23, 2025, quarterly observation dates will follow thereafter
Quarterly Interest
  • Potential 4.1700% (16.68% per annum) payable based on the underlying performance
  • Coupon Barrier Level is 80% of Initial value of the underlying performance
  • First interest observation date is April 23, 2025, quarterly observation dates will follow thereafter
Payoff at Maturity
  • If the underlying performance is > or = 80%, client receives principal
  • If the underlying performance is < 80%, client receives the underlying performance
  • In addition to above, an Interest Payment will be paid if the underlying performance is > or = the Coupon Barrier Level on the Final Valuation Date
 

Initial Price $100.00
Current Price as of 25-Jun-25 $100.58
Current ETC 0.00 %
Current Price Less ETC $100.58
Issue Date 31-Jan-25
Maturity Date 31-Jan-28
Term 3 years
Denomination CAD
FundSERV Code OTC
ADP Code R056727
CUSIP 78017E536
Product Type Non-Principal Protected
Structure Callable Yield
Secondary Market OTC
Asset Class Equity – Domestic
Principal ProtectionBarrier
Protection Barrier80 %
Autocallable Level100 %
Coupon Barrier80 %
Coupon16.68 %
Downside Participation100 %
Observation TypeEuropean
Lesser PerformingYes
ESTX BNK EUR PR (SX7E)
VANECK SEMICONDUCTOR ETF (SMH)
# of Days since Settlement: 144
Current ETC 0.00 %

Benchmarks




Day Over Day Price Change $0.44
52 Week High $100.58 (25-Jun-25)
52 Week Low $73.08 (04-Apr-25)

Portfolio Ticker
Initial Level
as of 23-Jan-25
Current Level
as of 25-Jun-25
Protection Barrier
Protection Barrier Level
Coupon Barrier
Coupon Barrier Level
Autocall Redemption Level
Percentage Change
Barrier Breach
Call Status
ESTX BNK EUR PR SX7E
159.67
198.25
80.00%
127.74
80.00%
127.74
159.67
24.16%
No
Active
VANECK SEMICONDUCTOR ETF SMH
266.85
275.20
80.00%
213.48
80.00%
213.48
266.85
3.13%
No
Active
 
Observation Date Payment Date Coupon Barrier Level Payment Amount (%) Autocall Redemption Level
23-Apr-25 28-Apr-25 80% 0.00 100%
23-Jul-25 28-Jul-25 80% - 100%
23-Oct-25 28-Oct-25 80% - 100%
23-Jan-26 28-Jan-26 80% - 100%
23-Apr-26 28-Apr-26 80% - 100%
23-Jul-26 28-Jul-26 80% - 100%
23-Oct-26 28-Oct-26 80% - 100%
25-Jan-27 28-Jan-27 80% - 100%
23-Apr-27 28-Apr-27 80% - 100%
23-Jul-27 28-Jul-27 80% - 100%
25-Oct-27 28-Oct-27 80% - 100%
24-Jan-28 31-Jan-28 80% -
Distribution Type Interest
Total Distributions to Date $0.00
Total Note Return $100.58
Compound Annual Growth Rate 1.47 %

Disclaimer

The material on this website is for information purposes only and does not constitute an offer to sell or a solicitation of an offer to buy Notes. An investment in principal at risk notes may not be suitable for all investors. Principal at risk notes are not principal protected and repayment of the principal amount invested is not guaranteed. Any return on principal at risk notes depends on the performance of the underlying assets. Investors should read the applicable Pricing Supplement for an issue of Notes carefully before investing and should discuss the suitability of an investment in the Notes with their investment advisor before making an investment decision. The offering and sale of Notes may be prohibited or restricted by laws in certain jurisdictions. Notes may only be purchased where they may be lawfully offered for sale and only through individuals qualified to sell them in such jurisdictions. Certain information contained herein was obtained from public sources and/or calculated data publicly available. Such information and any statistical data contained herein have been obtained from sources which RBC Dominion Securities Inc. (“RBC”) believes to be reliable, but neither RBC nor the Bank has independently verified the accuracy or completeness of any such information nor assumes any responsibility or liability of any nature whatsoever for the completeness, adequacy, or accuracy of such information. RBC, the Bank and its affiliates expressly disclaim any liability or responsibility to you or to any other person for any general, direct, indirect, incidental, special or consequential losses or damages (including, but not limited to, loss of profits or revenue or failure to realize expected profits or savings or the avoidance of any losses) arising out of or related to the material on this website or its use. Please refer as well to the additional Policies and Disclaimers available at: https://www.rbccm.com/en/policies-disclaimers.page.

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