您的浏览器禁用了JavaScript(一种计算机语言,用以实现您与网页的交互),请解除该禁用,或者联系我们。 [美股招股说明书]:加拿大丰业银行美股招股说明书(2025-12-16版) - 发现报告

加拿大丰业银行美股招股说明书(2025-12-16版)

2025-12-16 美股招股说明书 周剑
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Prospectus Supplement dated November 8, 2024and Product Supplement dated November 8, 2024) The Bank of Nova Scotia $1,468,000 Trigger Autocallable Contingent Yield Notes Linked to the common stock of Broadcom Inc. due December 17, 2026 Investment Description The Bank of Nova Scotia Trigger Autocallable Contingent Yield Notes (the “Notes”) are senior, unsecured debt securities issued by The Bank of Nova Scotia (“BNS” or the “issuer”) linked to the common stock ofBroadcom Inc. (the “underlying asset”). BNS will pay a contingent coupon on a coupon payment date only if the closing level of the underlying asset on the applicable observation date (including the final valuationdate) is equal to or greater than the coupon barrier. Otherwise, no contingent coupon will be paid for the relevant coupon payment date. BNS will automatically call the Notes early if the closing level of theunderlying asset on any observation date prior to the final valuation date is equal to or greater than the initial level. If the Notes are subject to an automatic call, BNS will pay on the applicable coupon payment datefollowing such observation date (the “call settlement date”) a cash payment per Note equal to your principal amount plus the contingent coupon otherwise due, and no further payments will be owed to you underthe Notes. If the Notes are not subject to an automatic call and the closing level of the underlying asset on the final valuation date (the “final level”) is equal to or greater than the downside threshold, BNS will payyou a cash payment per Note at maturity equal to the principal amount. If, however, the Notes are not subject to an automatic call and the final level is less than the downside threshold, BNS will pay you a cashpayment per Note at maturity that is less than the principal amount, if anything, resulting in a percentage loss on your principal amount equal to the percentage decline in the underlying asset from the initial level to Features ❑Potential for Periodic Contingent Coupons— BNS will pay a contingent coupon on a coupon payment dateonly if the closing level of the underlying asset on the applicable observation date (including the final valuationdate) is equal to or greater than the coupon barrier. Otherwise, if the closing level of the underlying asset isless than the coupon barrier on the applicable observation date, no contingent coupon will be paid for the ❑Automatic Call Feature— BNS will automatically call the Notes and pay you the principal amount of yourNotes plus the contingent coupon otherwise due on the related coupon payment date if the closing level of theunderlying asset is equal to or greater than the initial level on any observation date prior to the final valuationdate. If the Notes were previously subject to an automatic call, no further payments will be owed to you under ❑Contingent Repayment of Principal at Maturity with Potential for Full Downside Market Exposure— Ifthe Notes have not been subject to an automatic call and the final level is equal to or greater than thedownside threshold, BNS will repay you the principal amount per Note at maturity. If, however, the Notes arenot subject to an automatic call and the final level is less than the downside threshold, BNS will pay you a cashpayment per Note at maturity that is less than the principal amount, if anything, resulting in a percentage losson your principal amount equal to the underlying return and, in extreme situations, you could lose your entire Rule 15c6-1 of the Securities Exchange Act of 1934, as amended, trades in the secondary market generallyare required to settle in one business day (T+1), unless the parties to a trade expressly agree otherwise.Accordingly, purchasers who wish to trade the Notes in the secondary market on any date prior to onebusiness day before delivery of the Notes will be required, by virtue of the fact that each Note initially will **Subject to postponement in the event of a market disruption event, as described in the accompanyingproduct supplement. Notice to investors: the Notes are significantly riskier than conventional debt instruments. The issuer is not necessarily obligated to repay the principal amount of the Notes at maturity, and theNotes may have the same downside market risk as that of the underlying asset.This market risk is in addition to the credit risk inherent in purchasing a debt obligation of BNS. You should notpurchase the Notes if you do not understand or are not comfortable with the significant risks involved in investing in the Notes. You should carefully consider the risks described under “Key Risks” beginning on page P-5 and under “Additional Risk Factors Specific to the Notes” beginning on page PS-6 of the accompanyingproduct supplement and “Risk Factors” beginning on page S-2 of the accompanying prospectus supplement and on page 8 of the accompanying prospectus. Events relating to any of those risks, orother risks and uncertainties, could adversely affect the