Quarterly report [Sections 13 or 15(d)]

FAIR VALUE

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FAIR VALUE
9 Months Ended
Sep. 30, 2025
FAIR VALUE  
FAIR VALUE

3. FAIR VALUE

In accordance with the Fair Value Measurements and Disclosures Topic of ASC 820, the Company groups its financial assets and financial liabilities generally measured at fair value in three levels, based on the markets in which the assets and liabilities are traded, and the reliability of the assumptions used to determine fair value:

Level 1: Input prices quoted in an active market for identical financial assets or liabilities.
Level 2: Inputs other than prices quoted in Level 1, such as prices quoted for similar financial assets and liabilities in active markets, prices for identical assets, and liabilities in markets that are not active or other inputs that are observable or can be corroborated by observable market data.
Level 3: Input prices quoted that are significant to the fair value of the financial assets or liabilities which are not observable or supported by an active market.

To the extent that the valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised by the Company in determining fair value is greatest for instruments categorized in Level 3. A financial instrument’s level within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement. The carrying value of cash and cash equivalents approximates fair value as maturities are less than three months. The carrying amounts reported for other current financial assets and liabilities approximate fair value because of their short-term nature. As of September 30, 2025, the Company does not have any Level 1 or Level 2 liabilities.

July 2024 Warrants

As part of the July 2024 financing the Company issued Tranche A, B, and C warrants (the 2024 Warrants) to purchase shares of common stock (see Note 2). The fair value of the 2024 warrants was determined using a probability-weighted expected return method (PWERM) with a scenario-based Monte Carlo simulation and Black-Scholes model. The PWERM is a scenario-based methodology that estimates the fair value of the Company’s different classes of equity based upon an analysis of future values for the Company, assuming various outcomes. Under both models, assumptions and estimates are used to value the warrants. The Company assesses these assumptions and estimates on a quarterly basis as additional information that impacts the assumptions is obtained. The quantitative elements associated with the inputs impacting the fair value measurement of the 2024 Warrants include the value per share of the underlying common stock, the timing, form and overall value of the expected exits for the stockholders, the risk-free interest rate, the expected dividend yield and the expected volatility of the Company’s shares. The risk-free interest rate is determined by reference to the U.S. Treasury yield curve for time periods approximately equal to the remaining contractual term of the warrants. The Company estimated a 0% dividend yield based on the expected dividend yield and the fact that the Company has never paid or declared cash dividends. Expected volatility was determined based upon the historical volatility of the Company’s common stock.

The 2024 Warrants are classified within the Level 3 hierarchy because of the nature of these inputs and the valuation technique utilized, and had a fair value of $600,000 and $1,200,000 as of September 30, 2025, and December 31, 2024, respectively, which is included in the warrant liability caption on the accompanying balance sheets.

The following table summarizes the modified option-pricing assumptions used on September 30, 2025 and December 31, 2024:

    

September 30, 

    

December 31, 

 

2025

2024

 

Volatility

 

110.00-114.00

%  

80.60-104.00

%

Risk-free interest rate

 

3.60-3.80

%  

3.50-4.20

%

Expected life (years)

 

3.30-4.10

 

0.50-4.80

Dividend

 

0

%  

0

%

September 2023 Warrants

The 2023 Warrants are classified within the Level 3 hierarchy because of the nature of the valuation technique utilized, and had a fair value of $15,000 and $26,000 as of September 30, 2025 and December 31, 2024, respectively, which is included in the warrant liability caption on the accompanying balance sheets.

The following table summarizes the modified option-pricing assumptions used on September 30, 2025 and December 31, 2024:

    

September 30, 

    

December 31, 

2025

2024

Volatility

100.17-104.80

%  

105

%

Risk-free interest rate

 

3.61-3.89

%  

4.20-4.30

%

Expected life (years)

 

2.94-3.44

0.80-4.20

Dividend

 

0

%  

0

%

October 2022 Warrants

The fair value of the 2022 Common Warrants was determined by utilizing a Black-Scholes option-pricing model. The quantitative elements associated with the inputs impacting the fair value measurement of the 2022 Common Warrants include the value per share of the underlying common stock, the risk-free interest rate, the expected dividend yield and the expected volatility of the Company’s shares. The risk-free interest rate is determined by reference to the U.S. Treasury yield curve for time periods approximately equal to the remaining contractual term of the warrants. The Company estimated a 0% dividend yield based on the expected dividend yield and the fact that the Company has never paid or declared cash dividends. Expected volatility was determined based upon the historical volatility of the Company’s common stock. These warrants are classified within the Level 3 hierarchy because of the nature of these inputs and the valuation technique utilized. The following table summarizes the assumptions used at each financial reporting date:

    

September 30, 

    

December 31, 

 

2025

2024

Volatility

135.00

%  

117.50

%

Risk-free interest rate

 

3.60

%  

4.27

%

Expected life (years)

 

2.1

 

2.80

Dividend

 

0

%  

0

%

The following table summarizes the changes in the fair market value of all warrants which are classified within the Level 3 fair value hierarchy for the nine months ended September 30, 2025 and 2024:

    

2025

    

2024

Beginning warrant fair value

$

1,718,000

$

13,131,691

Change in warrant fair value

127,710

(4,566,773)

Issuance of July 2024 inducement warrants

12,000,000

Settlement of warrants to equity

(1,044,060)

(7,410,000)

Exercise of October 2022 warrants

(1,225,676)

Ending warrant fair value

$

801,650

$

11,929,242