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

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Warrants

($ in thousands)

    

liabilities

Balance at December 31, 2023

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$

886

Change in fair value of common stock warrants - Avenue

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(157)

Change in fair value of common stock warrants - Checkpoint

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​

—

Change in fair value of placement agent warrants - Urica

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​

(24)

Exercise of common stock warrants - Avenue

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(400)

Exchange of common stock warrants - Urica

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(151)

Balance at September 30, 2024

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$

154

Checkpoint  
Summary of the Weighted average Significant Unobservable Inputs

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September 30, 

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December 31,

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Checkpoint Warrants

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2024

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2023

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Exercise price

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$

5.41

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$

5.41

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Volatility

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​

108.0

%

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96.4

%

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Expected life in years

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​

3.2

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4.0

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Risk-free rate

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3.6

%

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3.8

%

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Avenue  
Summary of the Weighted average Significant Unobservable Inputs

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September 30, 

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December 31

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2024

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2023

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Stock price

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$ 2.49

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$ 12.00

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Risk-free interest rate

    

3.58

%  

​

3.84

%  

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Expected dividend yield

 

—

 

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—

 

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Expected term in years

 

3.0

 

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3.8

 

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Expected volatility

 

164

%  

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148

%  

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