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Fair Value Measurements (Tables)
3 Months Ended
Mar. 31, 2024
Fair Value Measurements:  
Schedule of warrant liabilities measured fair value on a recurring basis

Fair Value Measurements at

March 31, 2024

(in thousands)

Level 1

Level 2

Level 3

Total

Liabilities:

Warrant liability

$

$

$

578

$

578

Fair Value Measurements at

December 31, 2023

(in thousands)

Level 1

Level 2

Level 3

Total

Liabilities:

Warrant liability

$

$

$

863

$

863

Schedule of changes in warrant liabilities measured fair value on a recurring basis

Fair Value of

Warrant

Liability

(in thousands)

Balance at December 31, 2023

$

863

Issuance

253

Change in fair value

(538)

Balance at March 31, 2024

$

578

Schedule of inputs used in determining fair value of warrant liabilities

As of

March 31,

2024

Risk-free interest rate

4.20

%

Expected volatility

104

%

Expected term in years

4.6

 

Dividend yield

%