Quarterly report [Sections 13 or 15(d)]

Fair Value Measurements (Tables)

v3.25.1
Fair Value Measurements (Tables) - Warrant [Member]
3 Months Ended
Mar. 31, 2025
Schedule of revaluation of warrant liability

Warrants

($ in thousands)

    

liabilities

Balance at December 31, 2024

$

214

Change in fair value of common stock warrants - Avenue

(15)

Change in fair value of common stock warrants - Checkpoint

62

Balance at March 31, 2025

$

261

Checkpoint  
Summary of the Weighted average Significant Unobservable Inputs

March 31, 

December 31,

Checkpoint Warrants

2025

2024

Exercise price

$

5.41

$

5.41

Volatility

114.9

%

111.1

%

Expected life in years

2.7

3.0

Risk-free rate

3.9

%

4.3

%

Avenue  
Summary of the Weighted average Significant Unobservable Inputs

March 31, 

December 31

2025

2024

Stock price

$ 0.30

$ 2.00

Risk-free interest rate

    

4.35

%  

4.27

%  

Expected dividend yield

 

 

 

Expected term in years

 

2.5

 

2.8

 

Expected volatility

 

159.75

%  

154.94

%