Annual report pursuant to Section 13 and 15(d)

FAIR VALUE (Tables)

v3.24.1
FAIR VALUE (Tables)
12 Months Ended
Dec. 31, 2023
FAIR VALUE  
Schedule of modified option pricing assumptions

    

September 8

    

December 31

 

Volatility

 

83.0-84.0

%  

82.0-83.0

%

Risk-free interest rate

 

4.39-5.53

%  

3.80-5.40

%

Expected life (years)

 

0.4-5.0

 

0.3-4.7

Dividend

 

0

%  

0

%

Schedule of changes in the fair market value of the warrants

    

Level 3

Beginning fair value of warrants

$

4,700,000

Gain from change in fair value

 

(1,000,000)

December 31, 2023 fair value of warrants

$

3,700,000