RBC NVIDIA Corporation Callable Contingent Yield 13.02% Securities (CAD), Series 1100

Autocall Feature
  • The notes will redeem automatically (Autocall Redemption Event) if the performance of the underlying is > or = to 105% of the Initial Level on the relevant Valuation Date
  • First callable observation date: August 5, 2024, quarterly observation dates will follow thereafter
Monthly Interest
  • Potential 1.0850% (13.02% per annum) payable based on the underlying performance
  • Coupon Barrier Level is 70% of Initial value of the underlying performance
  • First interest observation date is March 5, 2024, monthly observation dates will follow thereafter
Payoff at Maturity
  • If the underlying performance is > or = 70%, client receives principal
  • If the underlying performance is < 70%, 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 05-Sep-24 Called $101.09
Current ETC 0.00 %
Current Price Less ETC $101.09
ETC End Date 09-Jun-24
Issue Date 09-Feb-24
Maturity Date 10-Feb-27
Term 3 years
Denomination CAD
FundSERV Code RBC10662
ADP Code R051135
CUSIP
Product Type Non-Principal Protected
Structure Callable Yield
Secondary Market Fundserv
Asset Class Equity – Domestic
Principal ProtectionBarrier
Protection Barrier70 %
Autocallable Level105 %
Coupon Barrier70 %
Coupon13.02 %
Downside Participation100 %
Observation TypeEuropean
NVIDIA CORP (NVDA)
# of Days since Settlement: 209
Current ETC 0.00 %
Period Date ETC
101 - 120 days 08-Jun-24 1.00 %
1 - 20 days 29-Feb-24 3.50 %
21 - 40 days 20-Mar-24 3.00 %
41 - 60 days 09-Apr-24 2.50 %
61 - 80 days 29-Apr-24 2.00 %
81 - 100 days 19-May-24 1.50 %
Thereafter 09-Jun-24 0%

Benchmarks




Day Over Day Price Change $0.00
52 Week High $104.07 (05-Mar-24)
52 Week Low $96.95 (19-Apr-24)

Portfolio Ticker
Initial Level
as of 05-Feb-24
Current Level
as of 05-Aug-24
Component Weight
Protection Barrier
Protection Barrier Level
Coupon Barrier
Coupon Barrier Level
Autocall Redemption Level
Percentage Change
Weighted Component
Change
NVIDIA CORP NVDA
69.332
100.45
100.00%
70.00%
48.53
70.00%
48.53
72.80
44.88%
44.88%
 

Corporate Actions

Effective June 10, 2024: NVIDIA Corporation underwent a 10 for 1 stock split.
Observation Date Payment Date Coupon Barrier Level Payment Amount (%) Autocall Redemption Level
05-Mar-24 08-Mar-24 70% 1.085
05-Apr-24 10-Apr-24 70% 1.085
06-May-24 09-May-24 70% 1.085
05-Jun-24 10-Jun-24 70% 1.085
05-Jul-24 10-Jul-24 70% 1.085
05-Aug-24 08-Aug-24 70% -         Autocalled 105%
Distribution Type Interest
Total Distributions to Date $5.42
Total Note Return $106.51
Compound Annual Growth Rate 11.64 %

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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