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Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2020
Fair Value Measurements  
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis

The following table summarizes the amounts recorded on the unaudited interim condensed consolidated statement of operations for financial instruments measured at fair value on a recurring basis for the three and six months ended June 30, 2019 (in thousands):

    

    

Quoted Prices

    

Significant

    

Significant

 

in Active

Other

Other

Markets for 

Observable

Unobservable

 

Identical Items

Inputs

Inputs

 

Total

(Level 1)

(Level 2)

(Level 3)

 

Common stock warrant liability

$

(420)

$

$

$

(420)

Assumptions used to calculate common stock warrants

Six months ended

June 30, 2019

Risk-free interest rate

2.22% - 2.51%

Volatility

49.98% - 74.93%

Expected average term

0.28 - 0.53