Form FWP - Filing under Securities Act Rules 163/433 of free writing prospectuses
2024年11月7日 - 5:36AM
Edgar (US Regulatory)
Royal Bank of Canada
Market Linked Securities |
Filed Pursuant
to Rule 433
Registration Statement
No. 333-275898
|
Market Linked Securities—Auto-Callable
with Contingent Coupon and Contingent Downside
Principal at Risk Securities
Linked to the Lowest Performing of the Nasdaq-100 Index®, the Russell 2000® Index and the S&P 500®
Index due November 18, 2027
Term Sheet dated November 6, 2024 |
Summary of Terms
Issuer: |
Royal Bank of Canada |
Market Measures: |
The Nasdaq-100 Index® (the “NDX Index”), the Russell 2000® Index (the “RTY Index”) and the S&P 500® Index (the “SPX Index”) (each an “Index,” and collectively “Indices”) |
Pricing Date: |
November 15, 2024 |
Issue Date: |
November 20 2024 |
Final Calculation Day: |
November 15, 2027 |
Stated Maturity Date: |
November 18, 2027 |
Face Amount: |
$1,000 per security |
Contingent Coupon Payment: |
On each contingent coupon payment date, you will receive a contingent coupon payment at a per annum rate equal to the contingent coupon rate if the closing value of the lowest performing Index on the related calculation day is greater than or equal to its coupon threshold value. Each “contingent coupon payment,” if any, will be calculated per security as follows: ($1,000 × contingent coupon rate)/4. |
Contingent Coupon Payment Dates: |
Quarterly, on the third business day following each calculation day; provided that the contingent coupon payment date with respect to the final calculation day will be the stated maturity date. |
Contingent Coupon Rate: |
At least 8.25% per annum, to be determined on the pricing date |
Automatic Call: |
If the closing value of the lowest performing Index on any of the calculation days scheduled to occur from May 2025 to August 2027, inclusive, is greater than or equal to its starting value, the securities will be automatically called, and on the related call settlement date you will be entitled to receive a cash payment per security in U.S. dollars equal to the face amount plus a final contingent coupon payment. |
Calculation Days: |
Quarterly, on the 15th day of each February, May, August, and November, commencing February 2025 and ending November 2027, provided that the November 2027 calculation day will be the final calculation day |
Call Settlement Date: |
The contingent coupon payment date immediately following the applicable calculation day |
Maturity Payment Amount (per security): |
·
if the
ending value of the lowest performing Index on the final calculation day is greater than or equal to its downside threshold value: $1,000;
or
·
if the
ending value of the lowest performing Index on the final calculation day is less than its downside threshold value:
$1,000 × performance factor of the lowest
performing Index on the final calculation day |
Lowest Performing Index: |
For any calculation day, the Index with the lowest performance factor on that calculation day |
Performance Factor: |
With respect to an Index on any calculation day, its closing value on such calculation day divided by its starting value (expressed as a percentage). |
Starting Value: |
For each Index, its closing value on the pricing date |
Ending Value: |
For each Index, its closing value on the final calculation day |
Coupon Threshold Value: |
For each Index, 75% of its starting value |
Summary of Terms (continued)
Downside Threshold Value: |
For each Index, 75% of its starting value |
Calculation Agent: |
RBC Capital Markets, LLC (“RBCCM”), an affiliate of the issuer |
Denominations: |
$1,000 and any integral multiple of $1,000 |
Agent Discount: |
Up to 2.325%; dealers, including those using the trade name Wells Fargo Advisors (“WFA”), may receive a selling concession of up to 1.75% and WFS may pay 0.075% of the agent’s discount to WFA as a distribution expense fee. In addition, selected dealers may receive a fee of up to 0.35% for marketing and other services |
CUSIP: |
78017GXC0 |
Hypothetical Payout Profile (maturity payment amount)
If the securities are not automatically called prior to stated maturity
and the ending value of the lowest performing Index on the final calculation day is less than its downside threshold value, you will lose
more than 25%, and possibly all, of the face amount of your securities at stated maturity.
Any return on the securities will be limited to the sum of your
contingent coupon payments, if any. You will not participate in any appreciation of any Index, but you will have full downside exposure
to the lowest performing Index on the final calculation day if the ending value of that Index is less than the downside threshold value.
The issuer’s initial estimated value of the securities as of
the pricing date is expected to be between $908.34 and $958.34 per $1,000 in principal amount, which is less than the public offering
price. The final pricing supplement relating to the securities will set forth the issuer’s estimate of the initial value of the
securities as of the pricing date. The market value of the securities at any time will reflect many factors, cannot be predicted with
accuracy, and may be less than this amount. See “Estimated Value of the Securities” in the accompanying preliminary pricing
supplement for further information.
Preliminary Pricing Supplement:
https://www.sec.gov/Archives/edgar/data/1000275/000095010324016039/dp220457_424b2-wfceln275bskt.htm
The securities have complex features and investing in the securities
involves risks not associated with an investment in conventional debt securities. See “Selected Risk Considerations” in this
term sheet and the accompanying preliminary pricing supplement and “Risk Factors” in the accompanying product supplement.
This introductory term sheet
does not provide all of the information that an investor should consider prior to making an investment decision.
Investors should carefully review the accompanying
preliminary pricing supplement, product supplement, prospectus supplement and prospectus before making a decision to invest in the securities.
NOT A BANK DEPOSIT AND NOT INSURED OR GUARANTEED BY THE FDIC OR ANY
OTHER GOVERNMENTAL AGENCY |
Selected Risk Considerations
The risks set forth below are discussed in detail in the “Selected
Risk Considerations” section in the accompanying preliminary pricing supplement and the “Risk Factors” section in the
accompanying product supplement. Please review those risk disclosures carefully.
Risks Relating To The Terms And Structure Of The Securities
| · | If The Securities Are Not Automatically Called Prior To Stated Maturity, You May Lose Some Or All Of The Face Amount Of Your Securities
At Stated Maturity. |
| · | The Securities Do Not Provide For Fixed Payments Of Interest And You May Receive No Contingent Coupon Payments On One Or More Contingent
Coupon Payment Dates, Or Even Throughout The Entire Term Of The Securities. |
| · | The Securities Are Subject To The Full Risks Of Each Index And Will Be Negatively Affected If Any Index
Performs Poorly, Even If The Other Indices Perform Favorably. |
| · | Your Return On The Securities Will Depend Solely On The Performance Of The Index That Is The Lowest Performing
Index On Each Calculation Day, And You Will Not Benefit In Any Way From The Performance Of The Better Performing Indices. |
| · | You Will Be Subject To Risks Resulting From The Relationship Among The Indices. |
| · | You May Be Fully Exposed To The Decline In The Lowest Performing Index On The Final Calculation Day From
Its Starting Value, But Will Not Participate In Any Positive Performance Of Any Index. |
| · | Higher Contingent Coupon Rates Are Associated With Greater Risk. |
| · | You Will Be Subject To Reinvestment Risk. |
| · | A Contingent Coupon Payment Date, A Call Settlement Date And The Stated Maturity Date May Be Postponed If A Calculation Day Is Postponed. |
| · | Payments On The Securities Are Subject To Our Credit Risk, And Market Perceptions About Our Creditworthiness May Adversely Affect
The Market Value Of The Securities. |
| · | The U.S. Federal Income Tax Consequences Of An Investment In The Securities Are Uncertain. |
Risks Relating To The Estimated Value Of The Securities And Any
Secondary Market
| · | There May Not Be An Active Trading Market For The Securities And Sales In The Secondary Market May Result In Significant Losses. |
| · | The Initial Estimated Value Of The Securities Will Be Less Than The Original Offering Price. |
| · | The Initial Estimated Value Of The Securities Is Only An Estimate, Calculated As Of The Time The Terms Of The Securities Are Set. |
| · | The Value Of The Securities Prior To Stated Maturity Will Be Affected By Numerous Factors, Some Of Which Are Related In Complex Ways. |
Risks Relating To Conflicts Of Interest
| · | Our Economic Interests And Those Of Any Dealer Participating In The Offering Are Potentially Adverse To Your Interests. |
Risks Relating To The Indices
| · | The Securities Are Subject To Small-Capitalization Companies Risk With Respect To The RTY Index. |
| · | The Securities Are Subject To Risks Relating To Non-U.S. Securities With Respect To The NDX Index. |
| · | Investing In The Securities Is Not The Same As Investing In The Indices. |
| · | Historical Values Of The Indices Should Not Be Taken As An Indication Of The Future Performance Of The Indices During The Term Of
The Securities. |
| · | Changes That Affect The Indices May Adversely Affect The Value Of The Securities And Any Payment On The Securities. |
| · | We Cannot Control Actions By Any Of The Unaffiliated Companies Whose Securities Are Included In The Indices. |
| · | We And Our Affiliates Have No Affiliation With Any Index Sponsor And Have Not Independently Verified Its Public Disclosure Of Information. |
The issuer has filed a registration statement (including a prospectus)
with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration
statement and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering. You
may get these documents for free by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, any underwriter or any dealer participating
in the offering will arrange to send you the prospectus if you request it by calling your financial advisor or by calling Royal Bank of
Canada toll-free at 1-877-688-2301.
As used in this term sheet, “Royal Bank of Canada,” “we,”
“our” and “us” mean only Royal Bank of Canada. Wells Fargo Advisors is a trade name used by Wells Fargo Clearing
Services, LLC and Wells Fargo Advisors Financial Network, LLC, members SIPC, separate registered broker-dealers and non-bank affiliates
of Wells Fargo & Company.
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