Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements (Tables)

v3.24.3
Fair Value Measurements (Tables) - Warrants to Purchase Common Stock [Member]
9 Months Ended
Sep. 30, 2024
Schedule of revaluation of warrant liability

Warrants

($ in thousands)

    

liabilities

Balance at December 31, 2023

$

886

Change in fair value of common stock warrants - Avenue

(157)

Change in fair value of common stock warrants - Checkpoint

Change in fair value of placement agent warrants - Urica

(24)

Exercise of common stock warrants - Avenue

(400)

Exchange of common stock warrants - Urica

(151)

Balance at September 30, 2024

$

154

Checkpoint  
Summary of the Weighted average Significant Unobservable Inputs

September 30, 

December 31,

Checkpoint Warrants

2024

2023

Exercise price

$

5.41

$

5.41

Volatility

108.0

%

96.4

%

Expected life in years

3.2

4.0

Risk-free rate

3.6

%

3.8

%

Avenue  
Summary of the Weighted average Significant Unobservable Inputs

September 30, 

December 31

2024

2023

Stock price

$ 2.49

$ 12.00

Risk-free interest rate

    

3.58

%  

3.84

%  

Expected dividend yield

 

 

 

Expected term in years

 

3.0

 

3.8

 

Expected volatility

 

164

%  

148

%