Annual report pursuant to Section 13 and 15(d)

Common Stock Warrant Liabilities (Tables)

v3.23.1
Common Stock Warrant Liabilities (Tables)
12 Months Ended
Dec. 31, 2022
Common Stock Warrant Liabilities  
Summary of common stock warrant liabilities

Common Stock Warrant liabilities at December 31, 2020

    

$

Common Stock Warrant liabilities at December 31, 2021

 

Issuance of Common Warrants

 

7,640

Issuance of Placement Agent Warrants

 

278

Change in fair value of Common Stock Warrant liabilities

 

3,252

Common Stock Warrant liabilities at December 31, 2022

$

11,170

Summary of the weighted average (in aggregate) significant unobservable inputs used in measuring the warrant liability that are categorized within Level 3 of the fair value hierarchy

    

December 16,

    

December 31,

 

Series A Warrants

2022

2022

 

Exercise price

$

4.08

$

4.08

Volatility

 

89.5

%  

 

89.4

%

Expected life

 

5.0

 

5.0

Risk-free rate

 

3.6

%  

 

4.0

%

Dividend yield

 

 

    

December 16,

    

December 31,

 

Series B Warrants

2022

2022

 

Exercise price

$

4.08

$

4.08

Volatility

 

79.1

%  

 

82.4

%

Expected life

 

1.5

 

1.5

Risk-free rate

 

4.2

%  

 

4.7

%

Dividend yield

 

 

    

December 16,

    

December 31,

 

Placement Agent Warrants

2022

2022

 

Exercise price

$

5.41

$

5.41

Volatility

 

89.5

%  

 

89.4

%

Expected life

 

5.0

 

5.0

Risk-free rate

 

3.6

%  

 

4.0

%

Dividend yield