加拿大丰业银行美股招股说明书(2025-09-29版)

STRUCTURED INVESTMENTSOpportunities in U.S. and International Equities Contingent Income Auto-Callable Securities with 6-Month Initial Non-Call Period due on or about October 4, 2029All Payments on the Securities Based on the Worst Performing of the Russell 2000®Index, the S&P 500®Index and the EURO STOXX 50® IndexPrincipal at Risk SecuritiesContingent Income Auto-Callable Securities with 6-Month Initial Non-Call Period (the “securities”) do not guarantee the repayment of principal and do not provide for the regular payment of interest. Instead, the securities offer the opportunity for investors to earn a contingent quarterly coupon with respect to each determination date on which the index closing value ofeachunderlying index isgreater than or equal to70% of its initial index value, which we refer to as its coupon threshold level. In addition, if the index closing values ofallof theunderlying indices on any determination date (other than the first determination date and the final determination date) aregreater than or equal totheir respective call threshold levels, the securities will be automatically redeemed for an amount per security equal to (i) thestated principal amountplus(ii) the contingent quarterly coupon otherwise payable with respect to the applicable determination date. No further payments will be made on the securities once they have been redeemed. However, if the index closing value ofanyunderlyingindex on any determination date isless thanits call threshold level, the securities will not be automatically redeemed and, if the index closing value ofanyunderlying index isless thanits coupon threshold level, you will not receive any contingent quarterly coupon with respectto the applicable determination date. As a result, investors must be willing to accept the risk of not receiving any contingent quarterly coupons during the term of the securities. Furthermore, if the final index value ofanyunderlying index isless than70% of its initial index value,which we refer to as its downside threshold level, BNS will pay you a cash payment per security that will beless thanthe stated principal amount and you will be exposed on a 1-to-1 basis to the decline of the worst performing underlying index. In this scenario, you will lose asignificant portion or all of your investment in the securities. Accordingly, the securities do not guarantee any return of principal at maturity. Investors will not participate in any appreciation of the underlying indices and will not realize a return beyond the returns represented bythe contingent quarterly coupons received, if any, during the term of the securities. Because all payments on the securities are based on the worst performing underlying index, a decline beyond the respective coupon threshold level and/or downside threshold level, asapplicable, ofanyunderlying index will result in few or no contingent quarterly coupons and/or a loss of a significant portion and up to your entire investment in the securities even if the other underlying indices appreciate or have not declined as much. These securities are forinvestors who are willing to risk their entire investment based on the worst performing of three underlying indices and who seek an opportunity to earn interest at a potentially above-market rate in exchange for the risk of receiving no interest over the entire term of thesecurities. The securities are senior unsecured debt securities issued by The Bank of Nova Scotia (“BNS”). The securities are notes issued as part of BNS’ Senior Note Program, Series A. All payments on the securities are subject to the credit risk of BNS. If BNS were to default on its payment obligations, you may not receive any amounts owed to you under the securities and you could lose your entire investment in the securities. Thesesecurities are not secured obligations and you will not have any security interest in, or otherwise have any access to, any underlying reference asset or assets. October 4, 2029, subject to postponement for certain market disruption events and as described under “General Terms of the Notes — Market Disruption Events” and “— Maturity Date” in the accompanying product supplement.If the index closing values ofallof the underlying indices on any determination date (other than the first determination date and the final determination date) aregreater than or equal totheir respective call threshold levels, the securities willbe automatically redeemed for an amount per security equal to the early redemption payment on the first contingent coupon payment date immediately following the related determination date. No further payments will be made on thesecurities once they have been redeemed. The early redemption payment will be an amount equal to (i) the stated principal amountplus(ii) the contingent quarterly coupon with respect to the applicable determination date.￭If the index closing values ofallof the underlying indices on any determination date aregreater than